Sebastian Mentemeier

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Person:330713

Available identifiers

zbMath Open mentemeier.sebastianMaRDI QIDQ330713

List of research outcomes





PublicationDate of PublicationType
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model2023-08-22Paper
Limit theorems for first passage times of multivariate perpetuity sequences2023-07-10Paper
The extremal position of a branching random walk in the general linear group2022-06-10Paper
Asymptotic Independence ex machina -- Extreme Value Theory for the Diagonal BEKK-ARCH(1) Model2019-07-24Paper
Absolute continuity of complex martingales and of solutions to complex smoothing equations2018-10-24Paper
Large excursions and conditioned laws for recursive sequences generated by random matrices2018-08-16Paper
Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations2017-08-16Paper
Solutions to complex smoothing equations2017-06-22Paper
Precise large deviation results for products of random matrices2016-10-26Paper
The fixed points of the multivariate smoothing transform2016-02-10Paper
Fixed points of the multivariate smoothing transform: the critical case2015-08-07Paper
On multidimensional Mandelbrot cascades2015-01-14Paper
Erratum to: ``A note on Kesten's Choquet-Deny lemma2014-09-24Paper
A note on Kesten's Choquet-Deny lemma2014-09-22Paper
Heavy tailed solutions of multivariate smoothing transforms2014-04-10Paper
Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform2013-11-22Paper
Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices2013-05-06Paper
https://portal.mardi4nfdi.de/entity/Q49185422013-04-25Paper
Tail behaviour of stationary solutions of random difference equations: the case of regular matrices2012-08-17Paper

Research outcomes over time

This page was built for person: Sebastian Mentemeier