Prof. Dr. Sebastian Mentemeier

Foto

Kontakt:

Telefon: +49 5121 883-40150
Fax: +49 5121 883-40151
E-Mail Kontaktformular
Raum: A 113 Spl. - Gebäude A (Samelson-Campus)
Sprechzeit: Dienstags 17-18; Anmeldung über learnweb-Kurs "Sprechstunde Prof. Mentemeier" (zu finden im learnweb SoSe 20 - WS 20/21)
Homepage: https://www.uni-hildesheim.de/fb4/institute/imai/abteilungen/mathematik-2/mitglieder/prof-dr-sebastian-mentemeier/ Homepage

Tätigkeitsbereiche:

Lehre Frühere Semester

SS 2019

Vorlesung: Stochastik II

 

Vorlesung: Biometrie (Einführung in die Statistik)

WS 2018/19

Seminar: Statistik, Markov-Ketten und Grenzwertsätze

SS 2018

Vorlesung: Stochastik I + II

WS 2017/18

Seminar: Zufällige Graphen und komplexe Netzwerke

 

Übung: Stochastische Analysis und Finanzmathematik

SS 2017

Seminar: Markov-Ketten

 

Übung: Long-range dependent stochastic processes

WS 2016/17

-- on parental leave --

SS 2016

Praktikum: Finanzmathematik mit MatLab

 

Übung: Stochastische Analysis and Finanzmathematik

WS 2015/16

Seminar: Stochastik für Lehramtskandidaten

 

Übung: Stochastische Analysis

SS 2015

Seminar: Risikotheorie

 

Übung: Markov-Prozesse

WS 2014/15

Vorlesung: Schadenversicherungsmathematik

 

Seminar: Markov-Ketten

Forschung

Research interests

  • Non-Gaussian limit theorems
  • Branching processes, in particular Multitype Branching Random Walks
  • Extreme value theory, in particular for time series
  • Heavy-tailed random variables
  • Conditional limit theorems

Third-party funds

  • DFG-Project: "Nichtlineare stochastische Fixpunktgleichungen mit Anwendungen in der Statistischen Mechanik" (seit 2017)

Publications

  1. Absolute Continuity of Complex Martingales and of Solutions to Complex Smoothing Equations
    joint work with Ewa Damek
    Electronic Communications in Probability 23(60), 1-12 (2018). arxiv ecp
  2. Large excursions and conditioned laws for recursive sequences generated by random matrices
    joint work with Jeffrey Collamore
    Ann. Probab. 46, 2064-2120 (2018)  arxiv
  3. Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations
    joint work with Dariusz Buraczewski
    Markov Processes Relat. Fields 23, 147-170 (2017) arxiv
  4. Solutions to Complex Smoothing Equations
    joint work with Matthias Meiners
    Probab. Theory Relat. Fields, 168(1-2), 199-268 (2017) springerlink arxiv
  5. Fixed Points of the Multivariate Smoothing Transform: The Critical Case
    joint work with Konrad Kolesko
    Electronic Journal of Probability 20(52), 1-24 (2015) arxiv ejpecp
  6. Precise Large Deviation Results for Products of Random Matrices
    joint work with Dariusz Buraczewski
    Annales de l'Institut Henri Poincare Probab. Statist. 52(3), 1474-1513 (2016). arxiv projecteuclid
  7. Fixed Points of the Multivariate Smoothing Transform
    Probab. Theory Rel. Fields 164(1), 401-458 (2016) arxiv springerlink
  8. On Multidimensional Mandelbrot Cascades
    joint work with Dariusz Buraczewski, Ewa Damek and Yves Guivarc'h
    J. Diff. Equation Appl. 20(11), 1523-1567 (2014) arxiv tandfonline
  9. On Kesten's Multivariate Choquet-Deny Lemma
    Electronic Communications in Probability 18(65), 1-7 (2013) arxiv ejpecp
  10. Heavy tailed solutions of multivariate smoothing transforms
    joint work with Dariusz Buraczewski, Ewa Damek and Mariusz Mirek
    Stochastic Processes and their Applications 123(6), 1947-1986 (2013) arxiv sciencedirect
  11. Precise tail index of fixed points of the two-sided smoothing transform
    joint work with Gerold Alsmeyer and Ewa Damek
    Random Matrices and Iterated Random Functions. Springer Proceedings in Mathematics & Statistics, Vol. 53 arxiv springerlink
  12. Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
    joint work with Ewa Damek, Mariusz Mirek and Jacek Zienkiewicz
    Potential Analysis 38(3), 683-697 (2013) arxiv springerlink
  13. Tail behavior of stationary solutions of random difference equations: the case of regular matrices
    joint work with Gerold Alsmeyer
    J. Diff. Equation Appl. 18(8), 1305-1332 (2012) arxiv tandfonline

Theses

  • On Multivariate Stochastic Fixed Point Equations: The Smoothing Transform and Random Difference Equations
    PhD thesis, December 2012. pdf
  • Erneuerungstheorie für Produkte von Zufallsmatrizen (German)
    Diploma thesis, September 2009. pdf

Professional Service

Reviewer / Referee for: Colloquium Mathematicum, Extremes, J. Theor. Prob., J. Diff. Equation Appl., Markov Proc. Rel. Fields, MathSciNet, Springer Books, Stoch. Proc. Appl., Zentralblatt Math


Conferences

Conferences I am / have been (co-)organizing

September 23-26, 2019Conference: Branching in Innsbruck
December 4-5, 2017Workshop: Recursive(ly defined) Stochastic Processes
July 13-14, 2017Young Researchers Workshop: Phase transitions on random trees

Very short CV

since 10/2019

permanent Professor (W2) at University of Hildesheim, Germany

03/2018-10/2019

Professor (W1) at University of Kassel, Germany

10/2018-04/2019

on parental leave

08/2016-03/2017

on parental leave

10/2014-03/2018

Post-Doc at TU Dortmund, Germany

10/2013-09/2014

Post-Doc at University of Wroclaw, Poland

02/2013-09/2013

Post-Doc at University of Muenster, Germany

10/2009-01/2013

PhD studies at University of Muenster, Germany (supervisor: Gerold Alsmeyer)