Probability / Random fractals

 
 
  Comparison of time-inhomogeneous Markov processes, Coauthors: A. Schnurr and V. Wolf, Preprint (2014). (pdf)
  Conditional limit theorems for random excursions, Coauthor: J.Kühn, Preprint (2014) (pdf)
  On optimal stationary couplings between stationary processes, Coauthor: T. Sei, Electronic J. Probab. 17 (2012) 1-20. (pdf)
  Comparison of Markov processes via infinitesimal generators, Coauthor: V. Wolf, Statistics & Decisions, 28 (2) (2011), 151–168. (pdf)
  On a comparison result for Markov processes, Journal Applied Probability 45 (2008), 279-286. (pdf)
  Expansion of transition distributions of Lévy processes in small time, Coauthor: J. H. C. Woerner, Bernoulli 8 (2002), 81-96.
  Random fractals and probability metrics, Coauthor: J. Hutchinson, Advances of Appl. Probab. 32 (2000), 925-947. (ps)  
  Selfsimilar fractals and selfsimilar random fractals, Coauthor: J. R. Hutchinson, Fractal Geometry and Stochastics II. Eds: C. Bandt, S. Graf, M. Zähle. Birkhäuser (1999), 109-124. (ps)  
  Random fractal measures via the contraction method, Coauthor: J. Hutchinson, Indiana Univ. Math J. 47 (1998), 471-488. (ps)  
  Closedness of sum spaces and the generalized Schrödinger problem, Coauthor: W. Thomsen, Theory Probab. Appl. 42 (1998), 483-494. (pdf)
  Convergence of the iterative proportional fitting procedure, Ann. Statistics 23 (1995), 1160-1174. (pdf)  
  Propagation of chaos and contraction of stochastic mappings, Coauthor: S. T. Rachev, Siberian Advances in Mathematics 1 (1994), 114-150. (ps, pdf)
  Karhunen class processes forming a basis, Coauthor: J. Michalek, Transactions of the 12th Prague Conference (1994), 158-160.
  Propagation of chaos and contraction of stochastic mappings, Coauthor: S. T. Rachev, Siberian Advances in Mathematics 1 (1994), 114-150. (ps, pdf)  
  A remark on the spectral domain of nonstationary processes, Coauthor: J. Michalek, Stochastic Processes Applications 53 (1994), 55-64.
  On the rate of convergence in the CLT w.r.t. the Kantorovich metric, Coauthor: S. T. Rachev, In: Proceedings on Probability on Banach spaces, Eds.: J. Kuelbs, M. Marcus. Aarhus (1994), 193-208. (ps)  
  Note on the Schrödinger equation and I-projections, Coauthor: W. Thomsen, Statistics and Prob. Letters 17 (1993), 369-375. (pdf)
  On regression representation of stochastic processes, Coauthor: de Valk, Stoch. Processes and its Applications 46 (1993), 183-198.
  A new ideal metric with applications to stable limit theorems, summability methods and compound Poisson approximation, Coauthor: S. T. Rachev, Prob. Theory Rel. Fields 94 (1992), 163-188.
  Completeness in location families, Coauthor: M. Isenbeck, Probability and Math. Statistics 13 (1992), 321-343. (pdf)
  Rate of convergence for sums and maxima and doubly ideal metrics, Coauthor: S. T. Rachev, Theory Prob. Appl. 37 (1992), 276-289 (pdf)
  Uniformities for the convergence in law and in Probability, Coauthors: S. T. Rachev, A. Schief, J. Theor. Prob. 5 (1992), 33-44. (pdf)
  On conditional stochastic ordering of distributions, Adv. Appl. Prob. 23 (1991), 46-63. (DOI: 10.2307/1427511)
  Approximate independence of distributions on spheres and their stability properties, Coauthor: S. T. Rachev, Ann. Probability 19 (1991), 1311-1337. (pdf)
  The Wasserstein metric and strong approximation, Zeitschrift W.-theorie 70 (1985), 117-129.
  On the minimum discrimination information theorem, In: Statistics & Decisions, Supplement Issue 1 (1984), 263-283. (pdf)  
Oldenbourg Wissenschaftsverlag, München (http://statistics-international.de
  Characterization of dependence concepts for the normal distribution, Ann. Inst. Stat. Math. 33 (1981), 347-359. (pdf)
  Ordering of distributions and rearrangement of functions, Ann. of Prob. 9 (1980), 276-283. (pdf)
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