Aktuelle Forschungsgebiete in der Arbeitsgruppe Wahrscheinlichkeitstheorie

  • Modelle der statistischen Mechanik
  • Asymptotisches Verhalten von stochastischen Prozessen
  • Beziehungen zur mathematischen Physik
  • zufällige dynamische Systeme
  • Markov Chain Monte Carlo Methoden
  • Zufallsmatrizen
  • Punktprozesse
     

Mar­tin Kolb

Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary

M. Kolb, A. Klump, Theory of Probability and Its Applications 67 (2022) 717–744.


Persistence of autoregressive sequences with logarithmic tails

D. Denisov, G. Hinrichs, M. Kolb, V. Wachtel, Electronic Journal of Probability 27 (2022) 1–43.


On non-extinction in a Fleming-Viot-type particle model with Bessel drift

M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.



Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model

B. Haddenhorst, E. Hüllermeier, M. Kolb, International Journal of Approximate Reasoning 119 (2020) 373–407.



Theoretical properties of quasi-stationary Monte Carlo methods

A.Q. Wang, M. Kolb, G.O. Roberts, D. Steinsaltz, The Annals of Applied Probability 29 (2019).



Persistence of one-dimensional AR(1)-processes

G. Hinrichs, M. Kolb, V. Wachtel, Journal of Theoretical Probability 33 (2018) 65–102.


On the dipole approximation with error estimates

L. Boßmann, R. Grummt, M. Kolb, Letters in Mathematical Physics 108 (2017) 185–193.



Transience and recurrence of a Brownian path with limited local time

M. Kolb, M. Savov, The Annals of Probability 44 (2016).


Spectral analysis of the diffusion operator with random jumps from the boundary

M. Kolb, D. Krejčiřík, Mathematische Zeitschrift 284 (2016) 877–900.


The rate of convergence to stationarity for M/G/1 models with admission controls via coupling

M. Kolb, W. Stadje, A. Wübker, Stochastic Models 32 (2015) 121–135.


Local asymptotics for the area of random walk excursions

M. Kolb, D. Denisov, V. Wachtel, Journal of the London Mathematical Society 91 (2015) 495–513.


The Brownian traveller on manifolds

M. Kolb, D. Krejčiřík, Journal of Spectral Theory 4 (2014) 235–281.


Exponential ergodicity of killed Lévy processes in a finite interval

M. Kolb, M. Savov, Electronic Communications in Probability 19 (2014) 1–9.


Quasilimiting behavior for one-dimensional diffusions with killing

M. Kolb, D. Steinsaltz, Annals of Probability 40 (2012) 162–212.


Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds

R. Grummt, M. Kolb, Journal of Mathematical Analysis and Applications 388 (2012) 480–489.


ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS

A. Bassi, D. Dürr, M. Kolb, Reviews in Mathematical Physics 22 (2009) 55–89.


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Tho­mas Richt­ham­mer

A lower bound on the displacement of particles in 2D Gibbsian particle systems

T. Richthammer, M. Fiedler, Stochastic Processes and Their Applications 132 (2021) 1–32.


Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model

T. Richthammer, Communications in Mathematical Physics 345 (2016) 1077–1099.


Gibbs measures on permutations over one-dimensional discrete point sets

T. Richthammer, M. Biskup, Communications in Mathematical Physics 25 (2015) 898–929.


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Jo­nas Ja­lowy

Zeros of polynomial powers under the heat flow

A. Höfert, J. Jalowy, Z. Kabluchko, ArXiv:2512.17808 (2025).



Propagation of Chaos and Residual Dependence in Gibbs Measures on Finite Sets

J. Jalowy, Z. Kabluchko, M. Löwe, Mathematical Physics, Analysis and Geometry 28 (2025).


Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy

M. Erbar, M. Huesmann, J. Jalowy, B. Müller, Journal of Functional Analysis 289 (2025).


Moderate-to-large deviation asymptotics for real eigenvalues of the elliptic Ginibre matrices

S.-S. Byun, J. Jalowy, Y.-W. Lee, G. Schehr, ArXiv:2511.09191 (2025).


Box-Covariances of Hyperuniform Point Processes

J. Jalowy, H. Stange, ArXiv:2506.13661 (2025).


Zeros of random polynomials undergoing the heat flow

B.C. Hall, C.-W. Ho, J. Jalowy, Z. Kabluchko, ArXiv:2308.11685 (2023).


When does the chaos in the Curie-Weiss model stop to propagate?

J. Jalowy, Z. Kabluchko, M. Löwe, A. Marynych, Electronic Journal of Probability 28 (2023).


The Wasserstein distance to the circular law

J. Jalowy, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 59 (2023).


The heat flow, GAF, and SL(2;R)

B. Hall, C.-W. Ho, J. Jalowy, Z. Kabluchko, ArXiv:2304.06665 (2023).





Fluctuations of the Magnetization in the Block Potts Model

J. Jalowy, M. Löwe, H. Sambale, Journal of Statistical Physics 187 (2022).




Rate of convergence to the Circular Law via smoothing inequalities for log-potentials

F. Götze, J. Jalowy, Random Matrices: Theory and Applications 10 (2020).


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Kollaborationen

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