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).