Publikationsliste Herr Prof. Dr. Peter Kern
Zur Veröffentlichung eingereicht:
- Barczy M. und Kern P. (2024+): On Hölder continuity and pth-variation function of Weierstrass-type functions.
https://arxiv.org/abs/2407.09229
In referierten Zeitschriften:
- Kern, P. und Scheffler, H.-P. (2025): Semistable distributions as marginals of operator stable laws. Statist. Probab. Letters 226, ariticle 110458.
https://doi.org/10.1016/j.spl.2025.110458 - Kern, P. und Pleschberger, L. (2024): Parabolic fractal geometry of stable Lévy processes with drift. J. Fractal Geom., 11 no. 3/4 343–371
https://doi.org/10.4171/jfg/152 - Kern, P. und Lage, S. (2023): On self-similar Bernstein functions and corresponding generalized fractional derivatives. J. Theoret. Probab., 36 348-371
https://doi.org/10.1007/s10959-022-01166-0 - Kern, P. und Müller, C. (2022): A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale. J. Stoch. Anal., 3(2) Article 3
https://digitalcommons.lsu.edu/josa/vol3/iss2/3 - Kern, P. und Sönmez, E. (2019): On the carrying dimension of occupation measures for self-affine random fields. Probab. Math. Statist., 39(2) 459-479
http://dx.doi.org/10.19195/0208-4147.39.2.12 - Kern, P., Lage, S. und Meerschaert, M. M. (2019): Semi-fractional diffusion equations. Fract. Calc. Appl. Anal., 22 326-357
http://dx.doi.org/10.1515/fca-2019-0021 - Kern, P., Meerschaert, M. M. und Xiao, Y. (2018): Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. J. Theoret. Probab., 31 598-617
http://dx.doi.org/10.1007/s10959-016-0720-6 - Kern, P. und Wedrich, L. (2017): On exact Hausdorff measure functions of operator semistable Lévy processes. Stoch. Anal. Appl., 35 980-1006
http://dx.doi.org/10.1080/07362994.2017.1344556 - Bhatti, T. und Kern, P. (2017): An integral representation of dilatively stable processes with independent increments. Stochastic Process. Appl., 127 209-227
http://dx.doi.org/10.1016/j.spa.2016.06.006 - Barczy, M. und Kern, P. (2016): A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor. Séminaire de Probabilités, 48 179-188
http://dx.doi.org/10.1007/978-3-319-44465-9_6 - Kern, P. (2016): A general multiparameter version of Gnedenko's transfer theorem. Theory Probab. Appl., 60 134-142
http://dx.doi.org/10.1137/S0040585X97T987569 - Barczy, M., Kern, P. und Pap, G. (2015): Dilatively stable stochastic processes and aggregate similarity. Aequat. Math., 89 1485-1507
http://dx.doi.org/10.1007/s00010-014-0318-y - Barczy, M., Kern, P. und Krause, V. (2015): Operator scaled Wiener bridges. ESAIM: Probab. Statist., 19 100-114
http://dx.doi.org/10.1051/ps/2014016 - Kern, P. und Wedrich, L. (2015): Dilatively semistable stochastic processes. Statist. Probab. Letters, 99 101-108
http://dx.doi.org/10.1016/j.spl.2015.01.008 - Finner, H., Kern, P. und Scheer, M. (2015): On some compound distributions with Borel summands. Insurance Math. Econom., 62 234-244
http://dx.doi.org/10.1016/j.insmatheco.2015.03.012 - Kern, P. und Wedrich, L. (2014): Dimension results related to the St. Petersburg game. Probab. Math. Statist., 34 97-117
http://www.math.uni.wroc.pl/~pms/files/34.1/Article/34.1.6.pdf - Kern, P. und Wedrich, L. (2014): The Hausdorff dimension of operator semistable Lévy processes. J. Theoret. Probab., 27 383-403
http://dx.doi.org/10.1007/s10959-012-0422-7 - Barczyk, A. und Kern, P. (2013): Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes. Stochastic Process. Appl., 123 796-812
http://dx.doi.org/10.1016/j.spa.2012.10.013 - Barczy, M. und Kern, P. (2013): Representations of multidimensional linear process bridges. Random Oper. Stoch. Equ., 21 159-189
http://dx.doi.org/10.1515/rose-2013-0009 - Barczy, M. und Kern, P. (2013): Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Brazilian J. Probab. Statist., 27 437-466
http://dx.doi.org/10.1214/11-BJPS175 - Jurlewicz, A., Kern, P., Meerschaert, M. M. und Scheffler, H.-P. (2012): Fractional governing equations for coupled random walks. Comp. Math. Appl., 64 3021-3036
http://dx.doi.org/10.1016/j.camwa.2011.10.010 - Kern, P., Meerschaert, M. M. und Scheffler, H.-P. (2012): Correction: Limit theorems for coupled continuous time random walks. Ann. Probab., 40 890-891
http://dx.doi.org/10.1214/10-AOP635 - Barczy, M. und Kern, P. (2011): General alpha-Wiener bridges. Commun. Stoch. Anal., 5 585-608
https://www.math.lsu.edu/cosa/5-3-08[277].pdf - Becker-Kern, P. und Pap, G. (2008): Parameter estimation of selfsimilarity exponents. J. Multivariate Anal., 99 117-140
http://dx.doi.org/10.1016/j.jmva.2007.04.003 - Becker-Kern, P. (2007): Explicit representation of roots on p-adic solenoids and non-uniqueness of embeddability into rational one-parameter subgroups. Proc. Indian Acad. Sci. Math. Sci., 117 443-455
http://dx.doi.org/10.1007/s12044-007-0037-6 - Becker-Kern, P. (2007): An almost sure limit theorem for mixtures of domains in random allocation. Studia Sci. Math. Hungar., 44 331-354
http://dx.doi.org/10.1556/SScMath.2007.1024 - Becker-Kern, P. und Pap, G. (2007): A limit theorem for randomly stopped independent increment processes on separable metrizable groups. Math. Nachr., 280 1664-1680
http://dx.doi.org/10.1002/mana.200510570 - Becker-Kern, P. (2007): Almost sure limit theorems of mantissa type for semistable domains of attraction. Acta Math. Hungar., 114 301-336
http://dx.doi.org/10.1007/s10474-006-0532-8 - Becker-Kern, P. und Scheffler, H.-P. (2005): How to find stability in a purely semistable context. Yokohama Math. J., 51 75-88
http://kamome.lib.ynu.ac.jp/dspace/bitstream/10131/5762/1/YMJ_51_N2_2005_075-088.pdf - Becker-Kern, P. (2004): Existence of multivariate max-universal laws. Extremes, 7 377-391
http://dx.doi.org/10.1007/s10687-004-3483-x - Becker-Kern, P. (2004): Stochastic summability methods for domains of normal attraction of semistable laws. J. Math. Sci. (New York), 121 2603-2612
http://dx.doi.org/10.1023/B:JOTH.0000027026.21519.45 - Becker-Kern, P. und Scheffler, H.-P. (2004): On multiple-particle continuous-time random walks. J. Appl. Math., 213-233
http://dx.doi.org/10.1155/S1110757X04308065 - Becker-Kern, P. (2004): Random sums of independent random vectors attracted by (semi)-stable hemigroups. J. Appl. Anal., 10 83-104
http://dx.doi.org/10.1515/JAA.2004.83 - Slavtchova-Bojkova, M., Becker-Kern, P. und Mitov, K. V. (2004): Total progeny in a subcritical branching process with two types of immigration. Pliska Stud. Math. Bulgar., 16 229-243
- Becker-Kern, P., Meerschaert, M. M. und Scheffler, H.-P. (2004): Limit theorem for continuous-time random walks with two time scales. J. Appl. Probab., 41 455-466
http://www.jstor.org/stable/3216028 - Becker-Kern, P., Meerschaert, M. M. und Scheffler, H.-P. (2004): Limit theorems for coupled continuous time random walks. Ann. Probab., 32 730-756
http://dx.doi.org/10.1214/aop/1079021462 - Becker-Kern, P. (2004): Random integral representation of operator-semi-self-similar processes with independent increments. Stochastic Process. Appl., 109 327-344
http://dx.doi.org/10.1016/j.spa.2003.10.003 - Becker-Kern, P., Meerschaert, M. M. und Scheffler, H.-P. (2003): Hausdorff dimension of operator stable sample paths. Monatsh. Math., 140 91-101
http://dx.doi.org/10.1007/s00605-002-0534-8 - Becker-Kern, P. (2003): Stable and semistable hemigroups: domains of attraction and self-decomposability. J. Theoret. Probab., 16 573-598
http://dx.doi.org/10.1023/A:1025664314657 - Meerschaert, M. M., Benson, D. A., Scheffler, H.-P. und Becker-Kern, P. (2002): Governing equations and solutions of anomalous random walk limits. Phys. Rev. E, 66 4
http://link.aps.org/doi/10.1103/PhysRevE.66.060102 - Becker-Kern, P. (2002): Limit theorems with random sample size for generalized domains of semistable attraction. J. Math. Sci. (New York), 111 3820-3829
http://dx.doi.org/10.1023/A:1016522316478 - Becker-Kern, P. (2001): Max-semistable hemigroups: structure, domains of attraction and limit theorems with random sample size. Probab. Math. Statist., 21 441-465
http://www.math.uni.wroc.pl/~pms/files/21.2/Article/21.2.12.pdf - Scheffler, H.-P. und Becker-Kern, P. (2000): A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors. Monatsh. Math., 130 329-347
http://dx.doi.org/10.1007/s006050070031.
Referierte Beiträge zu Tagungsbänden
- Kern, P. und Lage, S. (2021): Space-time duality for semi-fractional diffusions. U. Freiberg et al. (Eds.) Fractal Geometry and Stochastics VI. Progress in Probability 76, Birkhäuser, Basel, 255-272
https://doi.org/10.1007/978-3-030-59649-1_11 - Becker-Kern, P. und Hazod, W. (2009): Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups. J. Hilgert et al. (Eds.), Infinite Dimensional Harmonic Analysis IV. World Sci. Publ., Hackensack, NJ, 32-46
http://dx.doi.org/10.1142/9789812832825_0003
Unveröffentlichte Manuskripte
- Kern, P. , Neugebauer D., Rothe J., Schilling R. L., Stoyan D. und Weishaupt R. (2021): Cutting a Cake Is Not Always a "Piece of Cake": A Closer Look at the Foundations of Cake-Cutting Through the Lens of Measure Theory.
https://arxiv.org/abs/2111.05402 - Barczy, M. und Kern, P. (2014): Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes.
http://arxiv.org/abs/1409.7253