Holger Kösters

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Polynomial ensembles and Pólya frequency functions Journal of Theoretical Probability	2021-11-17	Paper
Convergence and asymptotic approximations to universal distributions in probability	2020-07-09	Paper
Limiting spectral distributions of sums of products ofnon-Hermitian random matrices	2019-04-24	Paper
Limiting spectral distributions of sums of products ofnon-Hermitian random matrices (available as arXiv preprint)	2019-04-24	Paper
Products of random matrices from polynomial ensembles Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2019-03-20	Paper
Products of random matrices from polynomial ensembles Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2019-03-20	Paper
Exact relation between singular value and eigenvalue statistics Random Matrices: Theory and Applications	2016-12-20	Paper
The entropic Erdős-Kac limit theorem Journal of Theoretical Probability	2016-01-13	Paper
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability Random Matrices: Theory and Applications	2015-10-30	Paper
Diffraction theory of point processes: systems with clumping and repulsion Journal of Statistical Physics	2015-06-29	Paper
Characteristic polynomials of sample covariance matrices Journal of Theoretical Probability	2011-06-28	Paper
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods	2011-05-06	Paper
Asymptotics of characteristic polynomials of Wigner matrices at the edge of the spectrum (available as arXiv preprint)	2011-03-09	Paper
Characteristic polynomials of sample covariance matrices: the non-square case Central European Journal of Mathematics	2010-11-22	Paper
On the occurrence of the sine kernel in connection with the shifted moments of the Riemann zeta function Journal of Number Theory	2010-10-19	Paper
Random point sets and their diffraction	2010-07-19	Paper
On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix Electronic Communications in Probability	2009-11-20	Paper
On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix Electronic Communications in Probability	2009-11-20	Paper
On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix Electronic Communications in Probability	2009-11-20	Paper
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-10-08	Paper
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-10-08	Paper
On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix Communications in Mathematical Physics	2009-10-02	Paper
The Riemann Zeta-Function and the Sine Kernel (available as arXiv preprint)	2008-03-07	Paper
Fluctuations of the free energy in the diluted SK-model Stochastic Processes and their Applications	2006-10-05	Paper
Ratio Prophet Inequalities for the GeneralS_n/nProblem Sequential Analysis	2006-03-29	Paper
Difference prophet inequalities for \([0,1\)-valued i.i.d. random variables with cost for observations] The Annals of Probability	2005-03-21	Paper
A note on multiple stopping rules Optimization	2005-03-08	Paper

Research outcomes over time

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