Steffen Dereich

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
Open problems in stochastic reinforcement models	2026-02-10	Paper
On the existence of minimizers in shallow residual ReLU neural network optimization landscapes SIAM Journal on Numerical Analysis	2024-12-12	Paper
High resolution coding of stochastic processes and small ball probabilities	2024-11-28	Paper
On minimal representations of shallow ReLU networks Neural Networks	2023-10-13	Paper
Central limit theorems for stochastic gradient descent with averaging for stable manifolds Electronic Journal of Probability	2023-07-04	Paper
Central limit theorems for stochastic gradient descent with averaging for stable manifolds Electronic Journal of Probability	2023-07-04	Paper
Cooling down stochastic differential equations: Almost sure convergence Stochastic Processes and their Applications	2022-08-29	Paper
Quasi-processes for branching Markov chains	2021-07-14	Paper
General multilevel adaptations for stochastic approximation algorithms. II: CLTs Stochastic Processes and their Applications	2021-02-18	Paper
General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type Numerische Mathematik	2019-05-02	Paper
Local neighbourhoods for first-passage percolation on the configuration model Journal of Statistical Physics	2018-12-21	Paper
The shape of the emerging condensate in effective models of condensation Annales Henri Poincaré	2018-06-29	Paper
Nonextensive condensation in reinforced branching processes The Annals of Applied Probability	2017-11-07	Paper
Nonextensive condensation in reinforced branching processes The Annals of Applied Probability	2017-11-07	Paper
Distances in scale free networks at criticality Electronic Journal of Probability	2017-10-25	Paper
Distances in scale free networks at criticality Electronic Journal of Probability	2017-10-25	Paper
Real self-similar processes started from the origin The Annals of Probability	2017-07-28	Paper
An Euler-type method for the strong approximation of the Cox-Ingersoll-Ross process Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences	2017-06-07	Paper
Multilevel Monte Carlo implementation for SDEs driven by truncated stable processes Springer Proceedings in Mathematics & Statistics	2017-01-20	Paper
Preferential attachment with fitness: unfolding the condensate Electronic Journal of Probability	2016-05-23	Paper
Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes The Annals of Applied Probability	2016-03-11	Paper
Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes The Annals of Applied Probability	2016-03-11	Paper
Quadrature for self-affine distributions on \(\mathbb R^d\) Foundations of Computational Mathematics	2015-12-04	Paper
Cycle length distributions in random permutations with diverging cycle weights Random Structures & Algorithms	2015-07-23	Paper
On the complexity of computing quadrature formulas for SDEs	2015-07-22	Paper
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations Extraction of Quantifiable Information from Complex Systems	2015-06-18	Paper
Random Interlacements via Kuznetsov Measures	2015-01-04	Paper
Persistence probabilities for a Bridge of an integrated simple random walk	2014-06-20	Paper
Persistence probabilities for a Bridge of an integrated simple random walk (available as arXiv preprint)	2014-06-20	Paper
Robust analysis of preferential attachment models with fitness Combinatorics, Probability and Computing	2014-05-28	Paper
Emergence of condensation in Kingman's model of selection and mutation Acta Applicandae Mathematicae	2013-12-02	Paper
Emergence of condensation in Kingman's model of selection and mutation Acta Applicandae Mathematicae	2013-12-02	Paper
Constructive quantization: approximation by empirical measures Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2013-11-19	Paper
Constructive quantization: approximation by empirical measures Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2013-11-19	Paper
Universality of the asymptotics of the one-sided exit problem for integrated processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2013-03-19	Paper
Universality of the asymptotics of the one-sided exit problem for integrated processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2013-03-19	Paper
Random networks with sublinear preferential attachment: the giant component The Annals of Probability	2013-03-15	Paper
Random networks with sublinear preferential attachment: the giant component The Annals of Probability	2013-03-15	Paper
A support theorem and a large deviation principle for Kunita flows Stochastics and Dynamics	2012-08-27	Paper
Typical distances in ultrasmall random networks Advances in Applied Probability	2012-07-12	Paper
Typical distances in ultrasmall random networks Advances in Applied Probability	2012-07-12	Paper
A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations Stochastic Processes and their Applications	2011-07-08	Paper
The high resolution vector quantization problem with Orlicz norm distortion Journal of Theoretical Probability	2011-06-28	Paper
Random networks with concave preferential attachment rule Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)	2011-04-08	Paper
Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction The Annals of Applied Probability	2011-02-21	Paper
Rough paths analysis of general Banach space-valued Wiener processes Journal of Functional Analysis	2010-05-17	Paper
Random networks with sublinear preferential attachment: degree evolutions Electronic Journal of Probability	2009-11-20	Paper
Random networks with sublinear preferential attachment: degree evolutions Electronic Journal of Probability	2009-11-20	Paper
Random networks with sublinear preferential attachment: degree evolutions Electronic Journal of Probability	2009-11-20	Paper
Small deviations of general Lévy processes The Annals of Probability	2009-11-04	Paper
Infinite-dimensional quadrature and approximation of distributions Foundations of Computational Mathematics	2009-09-02	Paper
The coding complexity of Lévy processes Foundations of Computational Mathematics	2009-07-10	Paper
Asymptotic formulae for coding problems and intermediate optimization problems: a review	2009-06-30	Paper
High resolution quantization and entropy coding of jump processes Journal of Complexity	2009-06-11	Paper
The coding complexity of diffusion processes under supremum norm distortion Stochastic Processes and their Applications	2008-06-10	Paper
The coding complexity of diffusion processes under \(L^p[0,1\)-norm distortion] Stochastic Processes and their Applications	2008-06-10	Paper
Enlargement of Filtrations and Continuous Girsanov-Type Embeddings Lecture Notes in Mathematics	2007-10-31	Paper
High-resolution quantization and entropy coding for fractional Brownian motion Electronic Journal of Probability	2006-11-03	Paper
High-resolution quantization and entropy coding for fractional Brownian motion Electronic Journal of Probability	2006-11-03	Paper
The Shannon information of filtrations and the additional logarithmic utility of insiders The Annals of Probability	2006-07-26	Paper
Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces Bulletin des Sciences Mathématiques	2006-03-08	Paper
Small ball probabilities around random centers of Gaussian measures and applications to quantization Journal of Theoretical Probability	2003-08-06	Paper
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces Journal of Theoretical Probability	2003-04-27	Paper
Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes (available as arXiv preprint)	N/A	Paper
Traces left by random walks on large random graphs: local limits (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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