Institut für Stochastik
- 1:
Aktuelles. - 2:
Allgemeines. - 3:
Mitarbeiter.- 3.1:
Evgeny Spodarev. - 3.2:
Volker Schmidt. - 3.3:
Zakhar Kabluchko.- 3.3.1:
Lehrveranstaltungen. - 3.3.2:
Forschungsgebiete. - 3.3.3:
Publikationen. - 3.3.4:
Abschlussarbeiten.
3.4: - 3.3.1:
- 3.5:
Renate Jäger. 3.6: - 3.7:
Gerd Gaiselmann. - 3.8:
Christian Hirsch. - 3.9:
David Neuhäuser. - 3.10:
Stefan Roth. - 3.11:
Judith Schmidt. - 3.12:
Aaron Spettl. - 3.13:
Malte Spiess. - 3.14:
Ole Stenzel. 3.15: - 3.16:
Ehemalige Mitarbeiter.
- 3.1:
- 4:
Forschung. - 5:
Lehre. - 6:
Software. - 7:
Archiv. - 8:
Kontakt. - 9:
Links. - 10:
Sitemap.
Publications
Kabluchko, Z., Zaporozhets, D. (2012)
Universality for zeros of random analytic functions. Submitted.
Preprint at arxiv.org:
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Engelke, S., Kabluchko, Z., Schlather, M. (2012).
Maxima of independent, non-identically distributed Gaussian vectors. Submitted.
Preprint at arxiv.org:
Link
Kabluchko, Z., Klimovsky, A. (2012).
Complex random energy model: Zeros and fluctuations. Submitted.
Preprint at arxiv.org:
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Kabluchko, Z., Zaporozhets, D. (2011).
Roots of random polynomials whose coefficients have logarithmic tails. Ann. Probab., to appear.
Preprint at arxiv.org:
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Kabluchko, Z. (2011).
Persistence and equilibria of branching populations with exponential intensity. J. Appl. Probab., 49(1), p. 226-244, 2012.
Preprint at arxiv.org:
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Kabluchko, Z., Padoan, S.A. (2010).
Maxima of bivariate random vectors with strongly dependent Cauchy marginals. Unpublished.
Kabluchko, Z. (2010).
The maximum of the Gaussian 1/f^alpha-noise in the case alpha<1. Unpublished.
Preprint at arxiv.org:
Link
Engelke, S., Kabluchko, Z., Schlather, M. (2010).
An equivalent representation of the Brown-Resnick process. Statist. Probab. Letters, 81, p. 1150–1154, 2011.
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Kabluchko, Z. (2011).
Extremes of the standardized Gaussian noise. Stoch. Processes. Appl. 121(3) p. 515-533.
Preprint at arxiv.org:
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Hashorva, E., Kabluchko, Z., Wübker, A. (2010).
Extremes of independent chi-square random vectors. Extremes 15(1) p. 35-42.
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Kabluchko, Z. (2010).
Distribution of levels in high-dimensional random landscapes. Ann. Appl. Probab. 22(1) p. 337-362.
Preprint at arxiv.org:
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Kabluchko, Z. (2010).
Functional limit theorems for sums of independent geometric Brownian motions. Bernoulli 17(3) p. 942-968.
Preprint at arxiv. org:
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Kabluchko, Z. (2010).
Limit laws for sums of independent random products: the lattice case. J. Theor. Probab. 25(2), p. 424-437
Preprint at arxiv.org:
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Kabluchko, Z. (2009).
Extremes of independent Gaussian processes. Extremes 14(3) p. 285-310.
Preprint at arxiv.org:
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Kabluchko, Z., Schlather, M. (2010).
Ergodic properties of max-infinitely divisible processes. Stoch. Processes Appl., 120, 281-295.
Preprint at arxiv.org:
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Kabluchko, Z. (2009).
Limiting distributions for sums of independent random products. Not published.
Preprint at arxiv.org:
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Kabluchko, Z. (2010).
Stationary systems of Gaussian processes. Ann. Appl. Probab., 20(6), 2295-2317.
Preprint at arxiv.org:
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Oesting, M., Kabluchko, Z. und Schlather, M. (2012).
Simulation of Brown–Resnick processes. Extremes, 15(1), 89-107.
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Hotz, T., Marnitz, P., Stichtenoth, R., Davies, L., Kabluchko, Z. and Munk, A. (2009). Locally adaptive image denoising by a statistical multiresolution criterion. Comput. Stat. Data Analysis, 56(3) p. 543-558, 2012.
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Wübker, A., Kabluchko, Z. (2009).
L2-spectral gaps, weak-reversible and very weak-reversible Markov chains.
Preprint at arxiv.org:
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Ballani, F., Kabluchko, Z., Schlather, M. (2009).
Random marked sets. Adv. Appl. Probab., to appear.
Preprint at arxiv. org:
Link
Kabluchko, Z. (2009).
Extremes of space-time Gaussian processes Stoch. Processes Appl., 119, 3962-3980.
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Kabluchko, Z., Spodarev, E. (2009).
Scan statistic of Lévy noises and marked empirical processes. Adv. Appl. Probab., 41, 013-037.
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Kabluchko, Z. (2009).
Limiting distribution of the continuity modulus for Gaussian processes with stationary increments. Statist. Probab. Lett., 79, 953-956.
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Kabluchko, Z. (2009).
Spectral representations of sum- and max-stable processes. Extremes, 12, 401-424.
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Kabluchko, Z., Schlather, M., de Haan, L. (2009).
Stationary max-stable fields associated to negative definite functions. Ann. Probab. 37, 2042-2065.
Preprint at arxiv.org:
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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.
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Kabluchko, Z., Munk, A. (2008).
Exact convergence rate for the maximum of standardized Gaussian increments. Elect. Comm. in Probab., 13, 302-310.
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Kabluchko, Z. (2007).
Extreme-value analysis of standardized Gaussian increments. Not published.
Preprint at arxiv.org:
Link
Denker, M., Kabluchko, Z. (2007).
An Erdös-Rényi law for mixing processes. Probab. Math. Stat., 27, 139-149.
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Zakhar Kabluchko

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