@article{BoldrighiniFrigioMaponietal.2020, author = {Boldrighini, Carlo and Frigio, Sandro and Maponi, Pierluigi and Pellegrinotti, Alessandro and Sinai, Yakov G.}, title = {3-D incompressible Navier-Stokes equations: Complex blow-up and related real flows}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47220}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472201}, pages = {185 -- 194}, year = {2020}, language = {en} } @article{FigariTeta2020, author = {Figari, Rodolfo and Teta, Alessandro}, title = {Zero-range hamiltonians for three quantum particles}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47218}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472189}, pages = {175 -- 184}, year = {2020}, language = {en} } @article{HrynivWallace2020, author = {Hryniv, Ostap and Wallace, Clare}, title = {Phase separation and sharp large deviations}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47216}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472168}, pages = {155 -- 164}, year = {2020}, language = {en} } @article{JansenKolesnikov2020, author = {Jansen, Sabine and Kolesnikov, Leonid}, title = {Activity expansions for Gibbs correlation functions}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47212}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472121}, pages = {145 -- 154}, year = {2020}, language = {en} } @article{JansenKunaTsagkarogiannis2020, author = {Jansen, Sabine and Kuna, Tobias and Tsagkarogiannis, Dimitrios}, title = {Virial inversion for inhomogeneous systems}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47211}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472111}, pages = {135 -- 144}, year = {2020}, language = {en} } @article{JansenTsagkarogiannis2020, author = {Jansen, Sabine and Tsagkarogiannis, Dimitrios}, title = {Mayer expansion for the Asakura-Oosawa model of colloid theory}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47210}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472109}, pages = {127 -- 134}, year = {2020}, language = {en} } @article{Jursenas2020, author = {Jursenas, Rytis}, title = {The peak model for finite rank supersingular perturbations}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, doi = {10.25932/publishup-47209}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472090}, pages = {117 -- 126}, year = {2020}, language = {en} } @article{KhachatryanNahapetian2020, author = {Khachatryan, Linda and Nahapetian, Boris}, title = {On direct and inverse problems in the description of lattice random fields}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47208}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472083}, pages = {107 -- 116}, year = {2020}, language = {en} } @article{LykovMalyshev2020, author = {Lykov, Alexander and Malyshev, Vadim}, title = {When bounded chaos becomes unbounded}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47206}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472060}, pages = {97 -- 106}, year = {2020}, language = {en} } @article{PecherskyPirogovYambartsev2020, author = {Pechersky, Eugeny and Pirogov, Sergei and Yambartsev, Anatoly}, title = {Large emissions}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47204}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472049}, pages = {77 -- 86}, year = {2020}, language = {en} } @article{PiatnitskiZhizhina2020, author = {Piatnitski, Andrey and Zhizhina, Elena}, title = {Non-local convolution type parabolic equations with fractional and regular time derivative}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47202}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472024}, pages = {65 -- 67}, year = {2020}, language = {en} } @article{PoghosyanZessin2020, author = {Poghosyan, Suren and Zessin, Hans}, title = {Construction of limiting Gibbs processes and the uniqueness of Gibbs processes}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47201}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472015}, pages = {55 -- 64}, year = {2020}, language = {en} } @article{Rafler2020, author = {Rafler, Mathias}, title = {Pinned Gibbs processes}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47200}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472007}, pages = {45 -- 53}, year = {2020}, language = {en} } @article{SukiasyanMelkonyan2020, author = {Sukiasyan, Hayk and Melkonyan, Tatev}, title = {Semi-recursive algorithm of piecewise linear approximation of two-dimensional function by the method of worst segment dividing}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {6}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47198}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-471982}, pages = {35 -- 44}, year = {2020}, language = {en} } @article{Zagrebnov2020, author = {Zagrebnov, Valentin}, title = {Trotter product formula on Hilbert and Banach spaces for operator-norm convergence}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-485-2}, issn = {2199-4951}, doi = {10.25932/publishup-47197}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-471971}, pages = {23 -- 34}, year = {2020}, language = {en} } @article{TillmannKroemkerHornetal.2018, author = {Tillmann, Alexander and Kr{\"o}mker, Detlef and Horn, Florian and Gattinger, Thorsten}, title = {Analysing \& Predicting Students Performance in an Introductory Computer Science Course}, series = {Commentarii informaticae didacticae}, journal = {Commentarii informaticae didacticae}, number = {12}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-416307}, pages = {29 -- 45}, year = {2018}, abstract = {Students of computer science studies enter university education with very different competencies, experience and knowledge. 145 datasets collected of freshmen computer science students by learning management systems in relation to exam outcomes and learning dispositions data (e. g. student dispositions, previous experiences and attitudes measured through self-reported surveys) has been exploited to identify indicators as predictors of academic success and hence make effective interventions to deal with an extremely heterogeneous group of students.}, language = {en} } @book{Pilipenko2014, author = {Pilipenko, Andrey}, title = {An introduction to stochastic differential equations with reflection}, series = {Lectures in pure and applied mathematics}, journal = {Lectures in pure and applied mathematics}, number = {1}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, isbn = {978-3-86956-297-1}, issn = {2199-4951}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70782}, publisher = {Universit{\"a}t Potsdam}, pages = {ix, 75}, year = {2014}, abstract = {These lecture notes are intended as a short introduction to diffusion processes on a domain with a reflecting boundary for graduate students, researchers in stochastic analysis and interested readers. Specific results on stochastic differential equations with reflecting boundaries such as existence and uniqueness, continuity and Markov properties, relation to partial differential equations and submartingale problems are given. An extensive list of references to current literature is included. This book has its origins in a mini-course the author gave at the University of Potsdam and at the Technical University of Berlin in Winter 2013.}, language = {en} } @unpublished{RoellyRuszel2013, author = {Roelly, Sylvie and Ruszel, Wioletta M.}, title = {Propagation of Gibbsianness for infinite-dimensional diffusions with space-time interaction}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-69014}, year = {2013}, abstract = {We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.}, language = {en} } @unpublished{CattiauxFradonKuliketal.2013, author = {Cattiaux, Patrick and Fradon, Myriam and Kulik, Alexei Michajlovič and Roelly, Sylvie}, title = {Long time behavior of stochastic hard ball systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-68388}, year = {2013}, abstract = {We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions.}, language = {en} } @unpublished{LyTarkhanov2013, author = {Ly, Ibrahim and Tarkhanov, Nikolai Nikolaevich}, title = {Generalised Beltrami equations}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-67416}, year = {2013}, abstract = {We enlarge the class of Beltrami equations by developping a stability theory for the sheaf of solutions of an overdetermined elliptic system of first order homogeneous partial differential equations with constant coefficients in the Euclidean space.}, language = {en} } @unpublished{ShlapunovTarkhanov2013, author = {Shlapunov, Alexander and Tarkhanov, Nikolai Nikolaevich}, title = {Sturm-Liouville problems in domains with non-smooth edges}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-67336}, year = {2013}, abstract = {We consider a (generally, non-coercive) mixed boundary value problem in a bounded domain for a second order elliptic differential operator A. The differential operator is assumed to be of divergent form and the boundary operator B is of Robin type. The boundary is assumed to be a Lipschitz surface. Besides, we distinguish a closed subset of the boundary and control the growth of solutions near this set. We prove that the pair (A,B) induces a Fredholm operator L in suitable weighted spaces of Sobolev type, the weight function being a power of the distance to the singular set. Moreover, we prove the completeness of root functions related to L.}, language = {en} } @unpublished{AlsaedyTarkhanov2013, author = {Alsaedy, Ammar and Tarkhanov, Nikolai Nikolaevich}, title = {Normally solvable nonlinear boundary value problems}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-65077}, year = {2013}, abstract = {We study a boundary value problem for an overdetermined elliptic system of nonlinear first order differential equations with linear boundary operators. Such a problem is solvable for a small set of data, and so we pass to its variational formulation which consists in minimising the discrepancy. The Euler-Lagrange equations for the variational problem are far-reaching analogues of the classical Laplace equation. Within the framework of Euler-Lagrange equations we specify an operator on the boundary whose zero set consists precisely of those boundary data for which the initial problem is solvable. The construction of such operator has much in common with that of the familiar Dirichlet to Neumann operator. In the case of linear problems we establish complete results.}, language = {en} } @unpublished{KiselevTarkhanov2013, author = {Kiselev, Oleg and Tarkhanov, Nikolai Nikolaevich}, title = {The capture of a particle into resonance at potential hole with dissipative perturbation}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64725}, year = {2013}, abstract = {We study the capture of a particle into resonance at a potential hole with dissipative perturbation and periodic outside force. The measure of resonance solutions is evaluated. We also derive an asymptotic formula for the parameter range of those solutions which are captured into resonance.}, language = {en} } @unpublished{LeonardRoellyZambrini2013, author = {L{\´e}onard, Christian and Roelly, Sylvie and Zambrini, Jean-Claude}, title = {Temporal symmetry of some classes of stochastic processes}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64599}, year = {2013}, abstract = {In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.}, language = {en} } @unpublished{Roelly2013, author = {Roelly, Sylvie}, title = {Reciprocal processes : a stochastic analysis approach}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64588}, year = {2013}, abstract = {Reciprocal processes, whose concept can be traced back to E. Schr{\"o}dinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. L{\´e}onard.}, language = {en} } @unpublished{NehringPoghosyanZessin2013, author = {Nehring, Benjamin and Poghosyan, Suren and Zessin, Hans}, title = {On the construction of point processes in statistical mechanics}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64080}, year = {2013}, abstract = {By means of the cluster expansion method we show that a recent result of Poghosyan and Ueltschi (2009) combined with a result of Nehring (2012) yields a construction of point processes of classical statistical mechanics as well as processes related to the Ginibre Bose gas of Brownian loops and to the dissolution in R^d of Ginibre's Fermi-Dirac gas of such loops. The latter will be identified as a Gibbs perturbation of the ideal Fermi gas. On generalizing these considerations we will obtain the existence of a large class of Gibbs perturbations of the so-called KMM-processes as they were introduced by Nehring (2012). Moreover, it is shown that certain "limiting Gibbs processes" are Gibbs in the sense of Dobrushin, Lanford and Ruelle if the underlying potential is positive. And finally, Gibbs modifications of infinitely divisible point processes are shown to solve a new integration by parts formula if the underlying potential is positive.}, language = {en} } @unpublished{Keller2013, author = {Keller, Peter}, title = {Mathematical modeling of molecular motors}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-63045}, year = {2013}, abstract = {Amongst the many complex processes taking place in living cells, transport of cargoes across the cytosceleton is fundamental to cell viability and activity. To move cargoes between the different cell parts, cells employ Molecular Motors. The motors operate by transporting cargoes along the so-called cellular micro-tubules, namely rope-like structures that connect, for instance, the cell-nucleus and outer membrane. We introduce a new Markov Chain, the killed Quasi-Random-Walk, for such transport molecules and derive properties like the maximal run length and time. Furthermore we introduce permuted balance, which is a more flexible extension of the ordinary reversibility and introduce the notion of Time Duality, which compares certain passage times pathwise. We give a number of sufficient conditions for Time Duality based on the geometry of the transition graph. Both notions are closely related to properties of the killed Quasi-Random-Walk.}, language = {en} } @book{Liero2010, author = {Liero, Hannelore}, title = {Estimation and testing the effect of covariates in accelerated life time models under censoring}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-52823}, publisher = {Universit{\"a}t Potsdam}, year = {2010}, abstract = {The accelerated lifetime model is considered. To test the influence of the covariate we transform the model in a regression model. Since censoring is allowed this approach leads to a goodness-of-fit problem for regression functions under censoring. So nonparametric estimation of regression functions under censoring is investigated, a limit theorem for a L2-distance is stated and a test procedure is formulated. Finally a Monte Carlo procedure is proposed.}, language = {en} } @book{DereudreRoelly2004, author = {Dereudre, David and Roelly, Sylvie}, title = {On Gibbsianness of infinite-dimensional diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-52630}, publisher = {Universit{\"a}t Potsdam}, year = {2004}, abstract = {We analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the lattice \$Z^{d} : X = (X_{i}(t), i ∈ Z^{d}, t ∈ [0, T], 0 < T < +∞)\$. In a first part, these processes are characterized as Gibbs states on path spaces of the form \$C([0, T],R)Z^{d}\$. In a second part, we study the Gibbsian character on \$R^{Z}^{d}\$ of \$v^{t}\$, the law at time t of the infinite-dimensional diffusion X(t), when the initial law \$v = v^{0}\$ is Gibbsian.}, language = {en} } @unpublished{Murr2011, author = {Murr, R{\"u}diger}, title = {Characterization of L{\´e}vy Processes by a duality formula and related results}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-43538}, year = {2011}, abstract = {Processes with independent increments are characterized via a duality formula, including Malliavin derivative and difference operators. This result is based on a characterization of infinitely divisible random vectors by a functional equation. A construction of the difference operator by a variational method is introduced and compared to approaches used by other authors for L´evy processes involving the chaos decomposition. Finally we extend our method to characterize infinitely divisible random measures.}, language = {en} } @unpublished{Penisson2010, author = {P{\´e}nisson, Sophie}, title = {Conditional Limit Theorems for Multitype Branching Processes and Illustration in Epidemiological Risk Analysis}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49589}, year = {2010}, abstract = {This thesis is concerned with the issue of extinction of populations composed of different types of individuals, and their behavior before extinction and in case of a very late extinction. We approach this question firstly from a strictly probabilistic viewpoint, and secondly from the standpoint of risk analysis related to the extinction of a particular model of population dynamics. In this context we propose several statistical tools. The population size is modeled by a branching process, which is either a continuous-time multitype Bienaym{\´e}-Galton-Watson process (BGWc), or its continuous-state counterpart, the multitype Feller diffsion process. We are interested in different kinds of conditioning on nonextinction, and in the associated equilibrium states. These ways of conditioning have been widely studied in the monotype case. However the literature on multitype processes is much less extensive, and there is no systematic work establishing connections between the results for BGWc processes and those for Feller diffusion processes. In the first part of this thesis, we investigate the behavior of the population before its extinction by conditioning the associated branching process Xt on non-extinction (Xt 6= 0), or more generally on non-extinction in a near future 0 < 1 (Xt+ 0 = 0), and by letting t tend to infinity. We prove the result, new in the multitype framework and for 0 > 0, that this limit exists and is nondegenerate. This re ects a stationary behavior for the dynamics of the population conditioned on non-extinction, and provides a generalization of the so-called Yaglom limit, corresponding to the case 0 = 0. In a second step we study the behavior of the population in case of a very late extinction, obtained as the limit when 0 tends to infinity of the process conditioned by Xt+ 0 = 0. The resulting conditioned process is a known object in the monotype case (sometimes referred to as Q-process), and has also been studied when Xt is a multitype Feller diffusion process. We investigate the not yet considered case where Xt is a multitype BGWc process and prove the existence of the associated Q-process. In addition, we examine its properties, including the asymptotic ones, and propose several interpretations of the process. Finally, we are interested in interchanging the limits in t and 0, as well as in the not yet studied commutativity of these limits with respect to the high-density-type relationship between BGWc processes and Feller processes. We prove an original and exhaustive list of all possible exchanges of limit (long-time limit in t, increasing delay of extinction 0, diffusion limit). The second part of this work is devoted to the risk analysis related both to the extinction of a population and to its very late extinction. We consider a branching population model (arising notably in the epidemiological context) for which a parameter related to the first moments of the offspring distribution is unknown. We build several estimators adapted to different stages of evolution of the population (phase growth, decay phase, and decay phase when extinction is expected very late), and prove moreover their asymptotic properties (consistency, normality). In particular, we build a least squares estimator adapted to the Q-process, allowing a prediction of the population development in the case of a very late extinction. This would correspond to the best or to the worst-case scenario, depending on whether the population is threatened or invasive. These tools enable us to study the extinction phase of the Bovine Spongiform Encephalopathy epidemic in Great Britain, for which we estimate the infection parameter corresponding to a possible source of horizontal infection persisting after the removal in 1988 of the major route of infection (meat and bone meal). This allows us to predict the evolution of the spread of the disease, including the year of extinction, the number of future cases and the number of infected animals. In particular, we produce a very fine analysis of the evolution of the epidemic in the unlikely event of a very late extinction.}, language = {en} } @unpublished{NehringZessin2010, author = {Nehring, Benjamin and Zessin, Hans}, title = {A path integral representation of the moment measures of the general ideal Bose gas}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49635}, year = {2010}, abstract = {We reconsider the fundamental work of Fichtner ([2]) and exhibit the permanental structure of the ideal Bose gas again, using another approach which combines a characterization of infinitely divisible random measures (due to Kerstan,Kummer and Matthes [5, 6] and Mecke [8, 9]) with a decomposition of the moment measures into its factorial measures due to Krickeberg [4]. To be more precise, we exhibit the moment measures of all orders of the general ideal Bose gas in terms of certain path integrals. This representation can be considered as a point process analogue of the old idea of Symanzik [11] that local times and self-crossings of the Brownian motion can be used as a tool in quantum field theory. Behind the notion of a general ideal Bose gas there is a class of infinitely divisible point processes of all orders with a Levy-measure belonging to some large class of measures containing the one of the classical ideal Bose gas considered by Fichtner. It is well known that the calculation of moments of higher order of point processes are notoriously complicated. See for instance Krickeberg's calculations for the Poisson or the Cox process in [4].}, language = {en} } @unpublished{Zessin2010, author = {Zessin, Hans}, title = {Classical Symmetric Point Processes : Lectures held at ICIMAF, La Habana, Cuba, 2010}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49619}, year = {2010}, abstract = {The aim of these lectures is a reformulation and generalization of the fundamental investigations of Alexander Bach [2, 3] on the concept of probability in the work of Boltzmann [6] in the language of modern point process theory. The dominating point of view here is its subordination under the disintegration theory of Krickeberg [14]. This enables us to make Bach's consideration much more transparent. Moreover the point process formulation turns out to be the natural framework for the applications to quantum mechanical models.}, language = {en} } @unpublished{Penisson2010, author = {P{\´e}nisson, Sophie}, title = {Estimation of the infection parameter in the different phases of an epidemic modeled by a branching process}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49607}, year = {2010}, abstract = {The aim of this paper is to build and compare estimators of the infection parameter in the different phases of an epidemic (growth and extinction phases). The epidemic is modeled by a Markovian process of order d > 1 (allowing non-Markovian life spans), and can be written as a multitype branching process. We propose three estimators suitable for the different classes of criticality of the process, in particular for the subcritical case corresponding to the extinction phase. We prove their consistency and asymptotic normality for two asymptotics, when the number of ancestors (resp. number of generations) tends to infinity. We illustrate the asymptotic properties with simulated examples, and finally use our estimators to study the infection intensity in the extinction phase of the BSE epidemic in Great-Britain.}, language = {en} } @unpublished{FradonRoelly2009, author = {Fradon, Myriam and Roelly, Sylvie}, title = {Infinitely many Brownian globules with Brownian radii}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49552}, year = {2009}, abstract = {We consider an infinite system of non overlaping globules undergoing Brownian motions in R3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is modelized by an infinitedimensional Stochastic Differential Equation with local time. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also find a class of reversible measures.}, language = {en} } @unpublished{Penisson2009, author = {P{\´e}nisson, Sophie}, title = {Continuous-time multitype branching processes conditioned on very late extinction}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49548}, year = {2009}, abstract = {Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.}, language = {en} } @unpublished{Rafler2009, author = {Rafler, Mathias}, title = {Gaussian loop- and polya processes : a point process approach}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51638}, year = {2009}, abstract = {Zuf{\"a}llige Punktprozesse beschreiben eine (zuf{\"a}llige) zeitliche Abfolge von Ereignissen oder eine (zuf{\"a}llige) r{\"a}umliche Anordnung von Objekten. Deren wichtigster Vertreter ist der Poissonprozess. Der Poissonprozess zum Intensit{\"a}tsmaß, das Lebesgue-Maß ordnet jedem Gebiet sein Volumen zu, erzeugt lokal, d.h in einem beschr{\"a}nkten Gebiet B, gerade eine mit dem Volumen von B poissonverteilte Anzahl von Punkten, die identisch und unabh{\"a}ngig voneinander in B plaziert werden; im Mittel ist diese Anzahl (B). Ersetzt man durch ein Vielfaches a, so wird diese Anzahl mit dem a-fachen Mittelwert erzeugt. Poissonprozesse, die im gesamten Raum unendlich viele Punkte realisieren, enthalten bereits in einer einzigen Stichprobe gen{\"u}gend Informationen, um Statistik betreiben zu k{\"o}nnen: Bedingt man lokal bzgl. der Anzahl der Teilchen einer Stichprobe, so fragt man nach allen Punktprozessen, die eine solche Beobachtung h{\"a}tten liefern k{\"o}nnen. Diese sind Limespunktprozesse zu dieser Beobachtung. Kommt mehr als einer in Frage, spricht man von einem Phasen{\"u}bergang. Da die Menge dieser Limespunktprozesse konvex ist, fragt man nach deren Extremalpunkten, dem Rand. Im ersten Teil wird ein Poissonprozess f{\"u}r ein physikalisches Teilchenmodell f{\"u}r Bosonen konstruiert. Dieses erzeugt sogenannte Loops, das sind geschlossene Polygonz{\"u}ge, die dadurch charakterisiert sind, dass man an einem Ort mit einem Punkt startet, den mit einem normalverteilten Schritt l{\"a}uft und dabei nach einer gegebenen, aber zuf{\"a}lligen Anzahl von Schritten zum Ausgangspunkt zur{\"u}ckkehrt. F{\"u}r verschiedene Beobachtungen von Stichproben werden zugeh{\"o}rige Limespunktprozesse diskutiert. Diese Beobachtungen umfassen etwa das Z{\"a}hlen der Loops gem{\"a}aß ihrer L{\"a}nge, das Z{\"a}hlen der Loops insgesamt, oder das Z{\"a}hlen der von den Loops gemachten Schritte. Jede Wahl zieht eine charakteristische Struktur der invarianten Punktprozesse nach sich. In allen hiesigen F{\"a}llen wird ein charakteristischer Phasen{\"u}bergang gezeigt und Extremalpunkte werden als spezielle Poissonprozesse identifiziert. Insbesondere wird gezeigt, wie die Wahl der Beobachtung die L{\"a}nge der Loops beeinflusst. Geometrische Eigenschaften dieser Poissonprozesse sind der Gegenstand des zweiten Teils der Arbeit. Die Technik der Palmschen Verteilungen eines Punktprozesses erlaubt es, unter den unendlich vielen Loops einer Realisierung den typischen Loop herauszupicken, dessen Geometrie dann untersucht wird. Eigenschaften sind unter anderem die euklidische L{\"a}nge eines Schrittes oder, nimmt man mehrere aufeinander folgende Schritte, das Volumen des von ihnen definierten Simplex. Weiterhin wird gezeigt, dass der Schwerpunkt eines typischen Loops normalverteilt ist mit einer festen Varianz. Der dritte und letzte Teil befasst sich mit der Konstruktion, den Eigenschaften und der Statistik eines neuartigen Punktprozesses, der Polyascher Summenprozess genannt wird. Seine Konstruktion verallgemeinert das Prinzip der Polyaschen Urne: Im Gegensatz zum Poissonprozess, der alle Punkte unabh{\"a}ngig und vor allem identisch verteilt, werden hier die Punkte nacheinander derart verteilt, dass der Ort, an dem ein Punkt plaziert wird, eine Belohnung auf die Wahrscheinlichkeit bekommt, nach der nachfolgende Punkte verteilt werden. Auf diese Weise baut der Polyasche Summenprozess "T{\"u}rmchen", indem sich verschiedene Punkte am selben Ort stapeln. Es wird gezeigt, dass dennoch grundlegende Eigenschaften mit denjenigen des Poissonprozesses {\"u}bereinstimmen, dazu geh{\"o}ren unendliche Teilbarkeit sowie Unabh{\"a}ngigkeit der Zuw{\"a}chse. Zudem werden sein Laplace-Funktional sowie seine Palmsche Verteilung bestimmt. Letztere zeigt, dass die H{\"o}he der T{\"u}rmchen gerade geometrisch verteilt ist. Abschließend werden wiederum Statistiken, nun f{\"u}r den Summenprozess, diskutiert. Je nach Art der Beobachtung von der Stichprobe, etwa Anzahl, Gesamth{\"o}he der T{\"u}rmchen oder beides, gibt es in jedem der drei F{\"a}lle charakteristische Limespunktprozesse und es stellt sich heraus, dass die zugeh{\"o}rigen Extremalverteilungen wiederum Polyasche Summenprozesse sind.}, language = {en} } @unpublished{LouisRouquier2009, author = {Louis, Pierre-Yves and Rouquier, Jean-Baptiste}, title = {Time-to-Coalescence for interacting particle systems : parallel versus sequential updating}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49454}, year = {2009}, abstract = {Studying the influence of the updating scheme for MCMC algorithm on spatially extended models is a well known problem. For discrete-time interacting particle systems we study through simulations the effectiveness of a synchronous updating scheme versus the usual sequential one. We compare the speed of convergence of the associated Markov chains from the point of view of the time-to-coalescence arising in the coupling-from-the-past algorithm. Unlike the intuition, the synchronous updating scheme is not always the best one. The distribution of the time-to-coalescence for these spatially extended models is studied too.}, language = {en} } @unpublished{CattiauxDaiPraPoelly2007, author = {Cattiaux, Patrick and Dai Pra, Paolo and Poelly, Sylvie}, title = {A constructive approach to a class of ergodic HJB equations with nonsmooth cost}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49430}, year = {2007}, abstract = {We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense.}, language = {en} } @unpublished{ChampagnatRoelly2007, author = {Champagnat, Nicolas and Roelly, Sylvie}, title = {Limit theorems for conditioned multitype Dawson-Watanabe processes}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49426}, year = {2007}, abstract = {A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every nite time interval, its distribution law is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. The explicit form of the Laplace functional of the conditioned process is used to obtain several results on the long time behaviour of the mass of the conditioned and unconditioned processes. The general case is considered first, where the mutation matrix which modelizes the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are also analysed.}, language = {en} } @unpublished{Laeuter2006, author = {L{\"a}uter, Henning}, title = {On approximate likelihood in survival models}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51615}, year = {2006}, abstract = {We give a common frame for different estimates in survival models. For models with nuisance parameters we approximate the profile likelihood and find estimates especially for the proportional hazard model.}, language = {en} } @unpublished{LieroLiero2006, author = {Liero, Hannelore and Liero, Matthias}, title = {Testing the acceleration function in life time models}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49405}, year = {2006}, abstract = {The accelerated life time model is considered. First, test procedures for testing the parameter of a parametric acceleration function is investigated; this is done under the assumption of parametric and nonparametric baseline distribution. Further, based on nonparametric estimators for regression functions tests are proposed for checking whether a parametric acceleration function is appropriate to model the influence of the covariates. Resampling procedures are discussed for the realization of these methods. Simulations complete the considerations.}, language = {en} } @unpublished{Liero2006, author = {Liero, Hannelore}, title = {A Note on : testing the Copula Based on Densities}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49393}, year = {2006}, abstract = {We consider the problem of testing whether the density of a mul- tivariate random variable can be expressed by a prespecified copula function and the marginal densities. The proposed test procedure is based on the asymptotic normality of the properly standardized integrated squared distance between a multivariate kernel density estimator and an estimator of its expectation under the hypothesis. The test of independence is a special case of this approach.}, language = {en} } @unpublished{FradonRoelly2005, author = {Fradon, Myriam and Roelly, Sylvie}, title = {Infinite system of Brownian Balls: Equilibrium measures are canonical Gibbs}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51594}, year = {2005}, abstract = {We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional Stochastic Differential Equation with a local time term. We prove that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.}, language = {en} } @unpublished{LaeuterLiero2004, author = {L{\"a}uter, Henning and Liero, Hannelore}, title = {Nonparametric estimation and testing in survival models}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51586}, year = {2004}, abstract = {The aim of this paper is to demonstrate that nonparametric smoothing methods for estimating functions can be an useful tool in the analysis of life time data. After stating some basic notations we will present a data example. Applying standard parametric methods to these data we will see that this approach fails - basic features of the underlying functions are not reflected by their estimates. Our proposal is to use nonparametric estimation methods. These methods are explained in section 2. Nonparametric approaches are better in the sense that they are more flexible, and misspecifications of the model are avoided. But, parametric models have the advantage that the parameters can be interpreted. So, finally, we will formulate a test procedure to check whether a parametric or a nonparametric model is appropriate.}, language = {en} } @unpublished{Louis2004, author = {Louis, Pierre-Yves}, title = {Increasing Coupling of Probabilistic Cellular Automata}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51578}, year = {2004}, abstract = {We give a necessary and sufficient condition for the existence of an increasing coupling of N (N >= 2) synchronous dynamics on S-Zd (PCA). Increasing means the coupling preserves stochastic ordering. We first present our main construction theorem in the case where S is totally ordered; applications to attractive PCAs are given. When S is only partially ordered, we show on two examples that a coupling of more than two synchronous dynamics may not exist. We also prove an extension of our main result for a particular class of partially ordered spaces.}, language = {en} } @unpublished{Louis2004, author = {Louis, Pierre-Yves}, title = {Coupling, space and time Mixing for parallel stochastic dynamics}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51560}, year = {2004}, abstract = {We first introduce some coupling of a finite number of Probabilistic Cellular Automata dynamics (PCA), preserving the stochastic ordering. Using this tool, for a general attractive probabilistic cellular automata on SZd, where S is finite, we prove that a condition (A) is equivalent to the (time-) convergence towards equilibrium of this Markovian parallel dynamics, in the uniform norm, exponentially fast. This condition (A) means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite 'box'-volume. For a class of reversible PCA dynamics on {-1, +1}Zd , with a naturally associated Gibbsian potential ϕ, we prove that a Weak Mixing condition for ϕ implies the validity of the assumption (A); thus the 'exponential ergodicity' of the dynamics towards the unique Gibbs measure associated to ϕ holds. On some particular examples of this PCA class, we verify that our assumption (A) is weaker than the Dobrushin-Vasershtein ergodicity condition. For some special PCA, the 'exponential ergodicity' holds as soon as there is no phase transition.}, language = {en} } @unpublished{Liero2003, author = {Liero, Hannelore}, title = {Testing the Hazard Rate, Part I}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51510}, year = {2003}, abstract = {We consider a nonparametric survival model with random censoring. To test whether the hazard rate has a parametric form the unknown hazard rate is estimated by a kernel estimator. Based on a limit theorem stating the asymptotic normality of the quadratic distance of this estimator from the smoothed hypothesis an asymptotic ®-test is proposed. Since the test statistic depends on the maximum likelihood estimator for the unknown parameter in the hypothetical model properties of this parameter estimator are investigated. Power considerations complete the approach.}, language = {en} } @unpublished{Laeuter2003, author = {L{\"a}uter, Henning}, title = {Estimation in partly parametric additive Cox models}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51509}, year = {2003}, abstract = {The dependence between survival times and covariates is described e.g. by proportional hazard models. We consider partly parametric Cox models and discuss here the estimation of interesting parameters. We represent the ma- ximum likelihood approach and extend the results of Huang (1999) from linear to nonlinear parameters. Then we investigate the least squares esti- mation and formulate conditions for the a.s. boundedness and consistency of these estimators.}, language = {en} } @unpublished{Liero2003, author = {Liero, Hannelore}, title = {Goodness of Fit Tests of L2-Type}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51494}, year = {2003}, abstract = {We give a survey on procedures for testing functions which are based on quadratic deviation measures. The following problems are considered: Testing whether a density function lies in a parametric class of functions, whether continuous random variables are independent; testing cell probabilities and independence in sparse data sets; testing the parametric fit of a regression homoscedasticity in a regression model and testing the hazard rate in survival models with censoring and with and without covariates.}, language = {en} }