Veröffentlichungen Holger Kösters
Veröffentlichungen (inklusive zur Veröffentlichung angenommener Arbeiten)
- M. Kieburg and H. Kösters. Products of random matrices from polynomial ensembles. Ann. Inst. Henri Poincaré Probab. Stat. 55, no. 1, 98-126, 2019.
- H. Kösters and A. Tikhomirov. Limiting spectral distributions of sums of products of non-Hermitian random matrices. Probab. Math. Statist. 38, no. 2, 359-384, 2018.
- M. Kieburg and H. Kösters. Exact relation between singular value and eigenvalue statistics. Random Matrices Theory Appl. 5 1650015 (57 pages), 2016.
- F. Götze, H. Kösters and A. N. Tikhomirov. Asymptotic global spectra of products of independent random matrices and free probability. Random Matrices Theory Appl. 4 1550005 (85 pages), 2015.
- M. Baake, H. Kösters and R. V. Moody. Diffraction theory of point processes: systems with clumping and repulsion. J. Stat. Phys. 159, no. 4, 915-936, 2015.
- S. Bobkov, G. Chistyakov and H. Kösters. The Entropic Erdős-Kac Limit Theorem. J. Theor. Probab. 28, no. 4, 1520-1555, 2014.
- M. Baake and H. Kösters. Random point sets and their diffraction. Philosophical Magazine 91, no. 19, 2671-2679, 2011.
- H. Kösters. Characteristic polynomials of sample covariance matrices. J. Theor. Probab. 24, no. 2, 545-576, 2011.
- H. Kösters. Asymptotics of characteristic polynomials of Wigner matrices at the edge of the spectrum. Asymptot. Anal. 69, no. 3-4, 233-248, 2010.
- H. Kösters. On the occurrence of the sine kernel in connection with the shifted moments of the Riemann zeta function. J. Number Theory 130, no. 11, 2596-2609, 2010.
- H. Kösters. Characteristic polynomials of sample covariance matrices: the non-square case. Cent. Eur. J. Math. 8, no. 4, 763-779, 2010.
- F. Götze and H. Kösters. On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix, Communications in Mathematical Physics 285, no. 3, 1183-1205, 2009.
- J.-D. Deuschel and H. Kösters. The quenched invariance principle for random walks in random environments admitting a bounded cycle representation, Ann. Inst. Henri Poincaré Probab. Stat. 44, no. 3, 574-591, 2008.
- H. Kösters. On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix. Electron. Commun. Probab. 13, 435-447, 2008.
- H. Kösters. Fluctuations of the free energy in the diluted SK-model. Stochastic Process. Appl. 116, no. 9, 1254-1268, 2006.
- H. Kösters. Ratio prophet inequalities for the general Sn/n problem. Sequential Anal. 25, no. 1, 45-57, 2006.
- H. Kösters. Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations. Ann. Probab. 32, no. 4, 3324-3332, 2004.
- H. Kösters. A note on multiple stopping rules. Optimization 53, no. 1, 69-75, 2004.
Veröffentlichungen in Sammelbänden
- F. Götze and H. Kösters. Convergence and asymptotic approximations to universal distributions in probability (Übersichtsarbeit), in: M. Baake, F. Götze and W. Hoffmann (Hrsg.), Spectral Structures and Topological Methods in Mathematics, European Mathematical Society, 2019, 1-28.
Preprints
- Yanik-Pascal Förster, Mario Kieburg and Holger Kösters. Polynomial Ensembles and Pólya Frequency Functions. Preprint, 2019. arXiv:1710.08794