Papers and preprints

  • Kabluchko, Z., Klimovsky, A. (2012).
    Complex Random Energy Model: Zeros and Fluctuations. Available at www.arxiv.org. Abstract and PDF. Submitted.
  • Kabluchko, Z., Zaporozhets, D. (2011).
    Roots of random polynomials whose coefficients have logarithmic tails. Available at www.arxiv.org. Abstract and PDF. Submitted.
  • Kabluchko, Z. (2011).
    Persistence of competing systems of branching random walks. Available at www.arxiv.org. Abstract and PDF. Submitted.
  • Kabluchko, Z., Padoan, S.A. (2010).
    Maxima of bivariate random vectors with strongly dependent Cauchy marginals. Submitted.
  • Kabluchko, Z. (2010).
    The maximum of the Gaussian 1/f^alpha-noise in the case alpha<1. Available at www.arxiv.org. Abstract and PDF. Submitted.
  • Engelke, S., Kabluchko, Z., Schlather, M. (2010).
    An equivalent representation of the Brown-Resnick process. Statist. Probab. Letters, to appear.
  • Kabluchko, Z. (2011).
    Extremes of the standardized Gaussian noise. Stoch. Processes. Appl. 121(3) p. 515-533 Preprint available at www.arxiv.org. Abstract and PDF.
  • Hashorva, E., Kabluchko, Z., Wübker, A. (2010).
    Extremes of independent chi-square random vectors. Extremes, to appear.
  • Kabluchko, Z. (2010).
    Distribution of levels in high-dimensional random landscapes. Available at www.arxiv.org. Abstract and PDF. Ann. Appl. Probab, to appear.
  • Kabluchko, Z. (2010).
    Limit laws for sums of independent random products: the lattice case. Available at www.arxiv.org. Abstract and PDF. J. Theor. Probab., to appear.
  • Kabluchko, Z. (2009).
    Functional limit theorems for sums of independent geometric Lévy processes Available at www.arxiv.org. Full version: abstract and PDF. Short version: to appear in Bernoulli.
  • Kabluchko, Z. (2009).
    Extremes of independent Gaussian processes. Available at www.arxiv.org. Abstract and PDF. Extremes, to appear.
  • Kabluchko, Z., Schlather, M. (2010).
    Ergodic properties of max-infinitely divisible processes. Stoch. Processes Appl., 120, 281-295. Available at www.arxiv.org. Abstract and PDF.
  • Kabluchko, Z. (2009).
    Limiting distributions for sums of independent random products. Available at www.arxiv.org. Abstract and PDF. Not published.
  • Kabluchko, Z. (2010).
    Stationary systems of Gaussian processes. Ann. Appl. Probab., 20(6), 2295-2317. Available at www.arxiv.org. Abstract and PDF.
  • Oesting, M., Kabluchko, Z. und Schlather, M. (2010).
    Simulation of Brown–Resnick processes. Extremes, to appear.
  • Hotz, T., Marnitz, P., Stichtenoth, R., Davies, L., Kabluchko, Z. and Munk, A. (2009). Locally adaptive image denoising by a statistical multiresolution criterion. Available at www.arxiv.org. Abstract and PDF. Submitted.
  • Wübker, A., Kabluchko, Z. (2009).
    L2-spectral gaps, weak-reversible and very weak-reversible Markov chains. Abstract and PDF Submitted.
  • Ballani, F., Kabluchko, Z., Schlather, M. (2009).
    Random marked sets. Available at www.arxiv.org. Abstract and PDF. Submitted.
  • Kabluchko, Z. (2009).
    Extremes of space-time Gaussian processes Stoch. Processes Appl., 119, 3962-3980. Abstract and PDF.
  • Kabluchko, Z., Spodarev, E. (2009).
    Scan statistic of Lévy noises and marked empirical processes. Adv. Appl. Probab., 41, 013-037. Abstract and PDF.
  • Kabluchko, Z. (2009).
    Limiting distribution of the continuity modulus for Gaussian processes with stationary increments. Statist. Probab. Lett., 79, 953-956. Abstract and PDF.
  • Kabluchko, Z. (2009).
    Spectral representations of sum- and max-stable processes. Extremes, 12, 401-424. Abstract and PDF.
  • Kabluchko, Z., Schlather, M., de Haan, L. (2009).
    Stationary max-stable fields associated to negative definite functions. Ann. Probab. 37, 2042-2065. Abstract and PDF. Preprint available at www.arxiv.org. Abstract and PDF.
  • Kabluchko, Z., Munk, A. (2009).
    Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays. ESAIM Probab. Stat. 13, 409-416. Abstract and PDF.
  • Kabluchko, Z., Munk, A. (2008).
    Exact convergence rate for the maximum of standardized Gaussian increments. Elect. Comm. in Probab., 13, 302-310. Abstract and PDF.
  • Kabluchko, Z. (2007).
    Extreme-value analysis of standardized Gaussian increments. Not published. Available at www.arxiv.org. Abstract and PDF.
  • Denker, M., Kabluchko, Z. (2007).
    An Erdös-Rényi law for mixing processes. Probab. Math. Stat., 27, 139-149. Abstract and PDF.

[Translate to english:] Zakhar Kabluchko

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