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, 16:15-17:15. Anmeldung über learnweb-Kurs "Sprechstunde Prof. Mentemeier"
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

Skripte

Zeitreihenanalyse mit R (gem. mit Matti Schneider)
Biometrie (mit R)

Forschung

Research interests

Third-party funds

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

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

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)