Alsmeyer, Gerold
- On distributional properties of perpetuities
2008/03/26 by Alsmeyer, Gerold, Iksanov, Alex, Roesler, Uwe · 1 citation
#60E99 #60G50 #FOS: Mathematics #Probability (math.PR)
- A leader-election procedure using records
2015/12/15 by Alsmeyer, Gerold, Kabluchko, Zakhar, Marynych, Alexander · 1 citation
#60G55 #FOS: Mathematics #Probability (math.PR) #primary 60F05 #secondary 60J10
- Fluctuation theory for Markov random walks
2016/08/30 by Alsmeyer, Gerold, Buckmann, Fabian · 1 citation
#60G40 (Secondary) #60J10 #60J15 #60K05 #60K15 (Primary) #FOS: Mathematics #Probability (math.PR)
- A simple method to find all solutions to the functional equation of the smoothing transform
2019/07/09 by Alsmeyer, Gerold, Mallein, Bastien · 1 citation
#39B22 #60E05 #60G42 #60J85 #FOS: Mathematics #Probability (math.PR)
- Asymptotically linear iterated function systems on the real line
2021/02/03 by Gerold Alsmeyer, Sara Brofferio, Alsmeyer, Gerold +3 · 1 citation
Mathematics · #60K15 #FOS: Mathematics #Mathematical Dynamics and Fractals #Primary 60H25. Secondary 60F15 #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials
2021/12/06 by Gerold Alsmeyer, Alsmeyer, Gerold, Alin Bostan +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · #30C15 #60F99 #60J05 #Census and Population Estimation #Combinatorics (math.CO) #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary 05C31 #Probability (math.PR) #Secondary 11B37 #Stochastic processes and statistical mechanics
- On decoupled standard random walks
2024/02/08 by Gerold Alsmeyer, Alexander Iksanov, Alsmeyer, Gerold +3 · 2 citations
Computer Science · Mathematics · #Algorithms and Data Compression #Bayesian Methods and Mixture Models #Mathematical Dynamics and Fractals