Inhaltspezifische Aktionen

Prof. Dr. Matthias Meiners

Inhaltspezifische Aktionen

Prof. Dr. Matthias Meiners

...

Prof. Dr. Matthias Meiners

Professur für Stochastik
Mathematisches Institut
Arndtstr. 2
35392 Gießen
Raum: 216

Tel.: 0641 99-32100
Fax: 0641 99-32179
Sekretariat: 0641 99-32171

E-Mail:

Inhaltspezifische Aktionen

Forschung

Research interests

Asymptotic statistics, branching processes, limit theorems, random walk (in random environment), regenerative processes, renewal theory, statistical mechanics


Publications - Matthias Meiners

2024

      • Active Brownian particle under stochastic orientational resetting
        joint work with Yanis Baouche, Thomas Franosch and Christina Kurzthaler
        New J. Phys. 26 (2024), Paper No. 073041, 20 pp. article
      • Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes
        joint work with Alexander Iksanov and Konrad Kolesko
        Ann. Probab. 52 (2024), no. 4, 1538-1606 article arxiv

2023

      • Speed function for biased random walks with traps
        joint work with Volker Betz and Ivana Tomic
        Statist. Probab. Lett. 195 (2023). article

2021

      • Gaussian fluctuations and a law of the iterated logarithm for Nerman's martingale in the supercritical general branching process
        joint work with Alexander Iksanov and Konrad Kolesko
        Electron. J. Probab. Volume 26 (2021), paper no. 160, 22 pp. projecteuclid
      • A fundamental problem of hypothesis testing with finite inventory in e-commerce
        joint work with Dennis Bohle and Alexander Marynych
        Appl. Stoch. Models Bus. Ind. Volume 37 (2021), Issue 3, 454-474, Layman's abstract onlinewiley
      • Self-similar solutions to kinetic-type evolution equations: beyond the boundary case
        joint work with Dariusz Buraczewski and Konrad Kolesko
        Electron. J. Probab. Volume 26 (2021), paper no. 2, 18 pp. projecteuclid

2020

      • Fluctuations of Biggins' martingales at complex parameters
        joint work with Konrad Kolesko and Alexander Iksanov
        Ann. Inst. Henri Poincaré Probab. Stat. 56 (2020), no. 4, 2445–2479. arxiv projecteuclid

2019

      • Stable-like fluctuations of Biggins' martingales
        joint work with Konrad Kolesko and Alexander Iksanov
        Stochastic Process. Appl. 129 (2019), 4480-4499. arxiv sciencedirect
      • Einstein relation for random walk in a one-dimensional percolation model
        joint work with Nina Gantert and Sebastian Müller
        J. Stat. Phys. 176 (2019), 737-772. arxiv springerlink
      • The speed of critically biased random walk in a one-dimensional percolation model.
        joint work with Jan-Erik Lübbers
        Electron. J. Probab., Vol. 24, paper no. 23, 1-29. ecpejp

2018

      • Regularity of the speed of biased random walk in a one-dimensional percolation model
        joint work with Nina Gantert and Sebastian Müller
        J. Stat. Phys. 170 (2018), 1123-1160. springerlink

2017

      • Solutions to complex smoothing equations
        joint work with Sebastian Mentemeier
        Probab. Theory Related Fields 168 (2017), 199–268. arxiv springerlink
      • Convergence of complex martingales in the branching random walk: the boundary
        joint work with Konrad Kolesko
        Electron. Commun. Probab. 15 (2017). arxiv ecpejp
      • Asymptotics of random processes with immigration II: convergence to stationarity
        joint work with Alexander Iksanov and Alexander Marynych
        Bernoulli. 23 (2017), 1279-1298. arxiv projecteuclid
      • Asymptotics of random processes with immigration I: scaling limits
        joint work with Alexander Iksanov and Alexander Marynych
        Bernoulli. 23 (2017), 1233-1278. arxiv projecteuclid

2016

      • Moment convergence of first-passage times in renewal theory
        joint work with Alexander Iksanov and Alexander Marynych
        Statist. Probab. Lett. 119 (2016), 134-143. arxiv sciencedirect

2015

      • Exponential moments of first passage times and related quantities for Lévy processes
        joint work with Frank Aurzada and Alexander Iksanov
        Math. Nachr. 288 (2015), No. 17–18, 1921–1938. arxiv onlinelibrary.wiley
      • Fixed points of multivariate smoothing transforms with scalar weights
        joint work with Alexander Iksanov
        ALEA 12 (2015), 69-114. ALEA
      • Power and exponential moments of the number of visits and related quantities for perturbed random walks
        joint work with Gerold Alsmeyer and Alexander Iksanov
        J. Theor. Probab. 28 (2015), Issue 1, 1-40. arxiv springerlink
      • Rate of convergence in the law of large numbers for supercritical general multi-type branching processes
        joint work with Alexander Iksanov
        Stochastic Process. Appl. 125 (2015), no. 2, 708–738. arxiv sciencedirect

2014

      • Limit theorems for renewal shot noise processes with eventually decreasing response functions
        joint work with Alexander Iksanov and Alexander Marynych
        Stochastic Process. Appl. 124 (2014), no. 6 , 2132–2170. sciencedirect arxiv

2013

      • Fixed points of the smoothing transform: two-sided solutions
        joint work with Gerold Alsmeyer
        Probab. Theory Related Fields 155 (2013), no. 1-2, 165–199. arxiv springerlink

2012

      • The functional equation of the smoothing transform
        joint work with Gerold Alsmeyer and J.D. Biggins
        Ann. Probab. 40 (2012), no. 5, 2069-2105. pdf arxiv projecteuclid
      • Fixed points of inhomogeneous smoothing transforms
        joint work with Gerold Alsmeyer
        J. Difference Equ. Appl. 18 (2012), no. 8, 1287–1304. arxiv tandfonline

2010

      • Exponential moments of first passage times and related quantities for random walks
        joint work with Alexander Iksanov
        Electron. Commun. Probab. 15 (2010), 365–375. arxiv ecpejp
      • An almost-sure renewal theorem for branching random walks on the line
        J. Appl. Probab. 47 (2010), no. 3, 811–825. Preprint projecteuclid
      • Exponential rate of almost-sure convergence of intrinsic martingales in supercritical branching random walks
        joint work with Alexander Iksanov
        J. Appl. Probab. 47 (2010), no. 2, 513–525. arxiv projecteuclid

2009

      • A min-type stochastic fixed-point equation related to the smoothing transformation
        joint work with Gerold Alsmeyer
        Theory Stoch. Process. 15 (2009), no. 2, 19–41. pdf arxiv
      • Weighted branching and a pathwise renewal equation
        Stochastic Process. Appl. 119 (2009), no. 8, 2579–2597. sciencedirect

2008

      • A note on the transience of critical branching random walks on the line
        joint work with Gerold Alsmeyer
        Fifth Colloquium on Mathematics and Computer Science (2008), 421–435. pdf

2007

      • A stochastic maximin fixed-point equation related to game tree evaluation
        joint work with Gerold Alsmeyer
        J. Appl. Probab. 44 (2007), no. 3, 586–606. projecteuclid

 

Coauthors

Gerold Alsmeyer, Frank Aurzada, Yanis Baouche, Volker Betz, John D. Biggins, Dennis Bohle, Dariusz Buraczewski, Thomas Franosch, Nina Gantert, Alexander M. Iksanov, Konrad Kolesko, Christina Kurzthaler Jan-Erik Lübbers, Alexander Marynych, Sebastian Mentemeier, Sebastian Müller, Ivana Tomic