Research
Current research areas in probability theory:
- Models in statistic mechanics
- Asymptotic properties of stochastic processes
- Relations to mathematical physics
- Random dynamical systems
- Markov Chain Monte Carlo Methods
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.
Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature
M. Kolb, T. Weich, L. Wolf, Annales Henri Poincaré 23 (2021) 1283–1296.
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.
A Characterization of the Finiteness of Perpetual Integrals of Levy Processes
M. Kolb, M. Savov, Bernoulli 26 (2020) 1453–1472.
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).
Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems
M. Kolb, M. Liesenfeld, Annales Henri Poincaré 20 (2019) 1753–1783.
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.
Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case
M. Savov, M. Kolb, Electronic Journal of Probability 22 (2017).
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.
Show all publications
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.
Show all publications
Jonas Jalowy
Zeros and exponential profiles of polynomials I: Limit distributions, finite free convolutions and repeated differentiation
J. Jalowy, Z. Kabluchko, A. Marynych, ArXiv:2504.11593 (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).
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).
Roots of polynomials under repeated differentiation and repeated applications of fractional differential operators
B.C. Hall, C.-W. Ho, J. Jalowy, Z. Kabluchko, ArXiv:2312.14883 (2023).
Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy
M. Erbar, M. Huesmann, J. Jalowy, B. Müller, ArXiv:2304.11145 (2023).
Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy
M. Erbar, M. Huesmann, J. Jalowy, B. Müller, ArXiv:2304.11145 (2023).
Fluctuations of the Magnetization in the Block Potts Model
J. Jalowy, M. Löwe, H. Sambale, Journal of Statistical Physics 187 (2022).
Reconstructing a recurrent random environment from a single trajectory of a Random Walk in Random Environment with errors
J. Jalowy, M. Löwe, Electronic Communications in Probability 26 (2021).
Rate of convergence for products of independent non-Hermitian random matrices
J. Jalowy, Electronic Journal of Probability 26 (2021).
Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
F. Götze, J. Jalowy, Random Matrices: Theory and Applications 10 (2020).
Show all publications