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Dr. Sebastian Mentemeier
now at University of Wroclaw, Poland

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

On Kesten's Multivariate Choquet-Deny Lemma
Electronic Communications in Probability 18(65), 1�7 (2013) arxiv ecpejp
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
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