Veröffentlichungen
Hans-Peter Scheffler
Fachbereich Mathematik
Universität Dortmund
-
Limit Distributions
for Sums of Independent Random Vectors: Heavy Tails in Theory and
Practice, Wiley & Sons, New York, 2001 (with Mark Meerschaert,
Department of Mathematics, University of Nevada, Reno).
-
Semistable Levy Motion.
Fractional Calculus and Applied Analysis
, Vol. 5 (2002), No. 1, pp. 27-54 (with
Mark Meerschaert).
-
Sample cross-correlations for moving averages with regularly varying tails.
Journal
of Time Series Analysis, Vol. 22 (2001), No. 4, pp. 481-492 (with
Mark Meerschaert).
-
Norming operators for generalized domains of semistable attraction,
Publicationes Mathematicae Debrecen , Vol. 58 (2001), pp. 391-409.
-
A law of the iterated logarithm for randomly stopped sums of heavy tailed
random vectors, Monatshefte Mathematik, Vol. 130 (2000), pp. 329-347
(with Peter Becker-Kern).
-
A law of the iterated logarithm for heavy tailed random vectors, Probability
Theory Related Fields, Vol. 116 (2000), pp. 257-271.
-
Moving averages of random vectors with regularly varying tails, Journal
of Time Series Analysis, Vol. 21 (2000), pp. 297-328 (with Mark
Meerschaert).
-
Limit laws for symmetric k-tensors of regularly varying measures, Journal
of Multivariate Analysis, vol. 73 (2000), pp. 241-261 (with Mark
Meerschaert).
-
Multivariate R-O varying measures. Part I: Uniform bounds,
Proceedings London Mathematical Society , Vol. 81 (2000), pp. 231-256.
-
Strongly $\tau$-decomposable and selfdecomposable laws on simply connected nilpotent Lie groups,
Monatshefte Mathematik , Vol. 128 (1999), pp. 269-282 (with W. Hazod).
-
One dimensional marginals of operator stable laws and their domains of
attraction, Publicationes Mathematicae Debrecen, Vol. 55 (1999),
No. 3-4, pp. 487-499 (with Mark Meerschaert).
-
Spectral decomposition for operator-self-similar processes and their generalized
domains of attraction, Stochastic Processes and Their Applications,
Vol. 84 (1999) pp. 71-80 (with Mark Meerschaert).
-
On estimation of the spectral measure of certain nonnormal operator stable laws,
Statistics and Probability Letters, vol. 43 (1999), pp. 385-392.
-
Series representation for operator semistable laws and domains of normal attraction,
Journal of Mathematical Science
, vol. 92 (1999), No. 1, pp. 4062-4084.
-
Moment estimator for random vectors with heavy tails, Journal of Multivariate
Analysis, vol. 71 (1999), No. 1, pp. 145-159 (with Mark Meerschaert).
-
Domains of attraction on Sturm Liouville Hypergroups of polynomial growth,
Journal of Applied Analysis, Vol. 5 (1999),
pp. 153-170 (with Hm Zeuner).
-
Sample covariance matrix for random vectors with heavy tails, Journal
of Theoretical Probability, Vol. 12 (1999), No. 3, pp. 821-838 (with
Mark Meerschaert).
-
Multivariable regular variation of functions and measures, Journal of
Applied Analysis, Vol. 5 (1999), No. 1, pp. 125-146 (with Mark
Meerschaert).
-
A simple robust estimation method for the thickness of heavy tails, Journal
of Statistical Planning and Inference, Vol. 71 (1998), No. 1-2, pp.
19-34 (with Mark Meerschaert).
-
Normalizers of compact subgroups, the existence of commuting automorphisms
and applications to operator semistable laws, Journal of Lie Theory
, vol. 8 (1998), pp. 189-209 (with W. Hazod, Hm. Zeuner, K.H. Hoffmann and M. Wüstner).
-
Convergence of semitypes, Publicationes Mathematicae Debrecen, Vol.
53 (1998), No. 1-2, pp. 119-131 (with Mark Meerschaert).
-
A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups,
Journal of Mathematical Science, Vol. 89 (1998),
pp. 1545-1552.
-
The structure of generalized domains of semistable attraction, Statistics
and Probability Letters, Vol. 33 (1997), pp. 367-372 (with Mark
Meerschaert).
-
Multivariate R-O variation and generalized domains of semistable attraction,
Habilitationsschrift, Universität Dortmund (1997).
-
Large deviations and law of the iterated logarithm for generalized domains of attraction,
Probability and Mathematical Statistics, Vol. 17 (1997),
pp. 65-77.
-
Spectral decomposition for generalized domains semistable of attraction,
The
Journal of Theoretical Probability, Vol. 10 (1997), No. 1, pp. 51-71
(with Mark Meerschaert).
-
Series representation for semistable laws and their domains of semistable
attraction, The Journal of Theoretical Probability, Vol. 9 (1996)
No. 4, pp. 931-959 (with Mark Meerschaert).
-
Generalized domains of semistable attraction of nonnormal laws, The
Journal of Applied Analysis, Vol. 2 (1996), No. 2, pp. 203-215 (with
Mark Meerschaert).
-
Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg group,
Monatshefte Mathematik, Vol. 121 (1996),
pp. 265-274 (with D. Neuenschwander).
-
The two series theorem for symmetric random variables on nilpotent Lie groups,
Publicationes Mathematicae Debrecen, Vol. 47 (1995),
pp. 173-179 (with D. Neuenschwander).
-
A law of the iterated logarithm for stable laws on stratified Lie groups,
Publicationes Mathematicae Debrecen, Vol. 47 (1995),
pp. 377-391.
-
Moments of measures attracted to operator semistable laws,
Statistics and Probability Letters, Vol. 24 (1995),
pp. 187-192.
-
Domains of semi-stable attraction of nonnormal semi-stable laws,
Journal of Multivariate Analysis, Vol. 51 (1994),
pp. 432-444.
-
D-Domains of attraction of stable measures on stratified Lie groups,
Journal of Theoretical Probability, Vol. 7 (1994),
pp. 767-792.
-
Domains of attraction of stable measures on the Heisenberg group,
Probability and Mathematical Statistics, Vol. 14 (1993),
pp. 327-345.
-
Anziehungsbereiche stabiler Wahrscheinlichkeitsmasse auf stratifizierbaren Lie-Gruppen,
Dissertation Universität Dortmund (1992).
-
The domains of partial attraction of probabilities on groups and on vector spaces,
Journal of Theoretical Probability, Vol. 6 (1991),
pp. 175-186 (with W. Hazod).