Dr. Sebastian Mentemeier Room: 625 Phone: +49 231 755 3099 Hours: Mittwochs (Wednesday), 14:00-15:00 Starting 15.03.2018, I will be at Uni Kassel,
Germany. This page will no longer be maintained. |

WS 2017/18 |
Seminar: Random
Graphs and Complex Networks Exercise classes: Stochastic Analysis and Finance |

SS 2017 |
Seminar:
Markov Chains for Teachers Exercise classes: Long-range dependent stochastic processes |

WS 2016/17 |
-- on parental leave -- |

SS 2016 |
Financial
Mathematics with MatLab Exercise classes: Stochastic Analysis and Finance |

WS 2015/16 |
Seminar:
Stochastic
for Teachers Exercise classes: Stochastic Analysis |

SS 2015 |
Seminar:
Risk theory Exercise classes: Markov processes |

WS 2014/15 |
Non-life
insurance mathematics Seminar: Markov Chains |

WS 2011/12 |
Exercise classes: Stochastics |

SS 2011 |
Exercise classes: Random Recursive Equations |

WS 2010/11 |
Statistical
Programming with R Exercise classes: Stochastics |

SS 2010 |
Time Series Analysis with R |

WS 2009/10 |
Statistical
Programming with R Time Series Analysis with R |

July 13-14, 2017 |
Young
Researchers Workshop: Phase transitions on random trees |

December 4-5, 2017 |
Workshop:
Recursive(ly defined) Stochastic Processes |

- Multivariate problems
- Markov chains with general state space
- Markov renewal theory
- Iterated random functions
- Fixed-point equations for distributions
- Stable laws

**Large excursions and conditioned laws for recursive sequences generated by random matrices**

joint work with Jeffrey Collamore

*to appear in Annals of Probab.*60 pages arxiv

**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

**Solutions to Complex Smoothing Equations**

joint work with Matthias Meiners

*Probab. Theory Relat. Fields,*168(1-2), 199-268 (2017)springerlink

**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

**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

**Fixed Points of the Multivariate Smoothing Transform**

*Probab. Theory Rel. Fields*164(1), 401-458 (2016) arxiv springerlink

**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

**On Kesten's Multivariate Choquet-Deny Lemma**

*Electronic Communications in Probability*18(65), 1-7 (2013) arxiv ejpecp**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**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

**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

**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

**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

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

since 10/2014 |
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) |