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Preprints 2017


17048 Zhong Zheng, Zygmunt J. Haas, Mario KieburgPDF

Secrecy Rate of Cooperative MIMO in the Presence of a Location Constrained Eavesdropper

Project: C6

Published: IEEE Transactions on Communications 67 (2018), 1356–1370

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Secrecy Rate of Cooperative MIMO in the Presence of a Location Constrained Eavesdropper


Authors: Zhong Zheng, Zygmunt J. Haas, Mario Kieburg Projects: C6
Submission Date: 15.11.2018 Submitter: Gernot Akemann
Download: PDF Link: 17048
Published: IEEE Transactions on Communications 67 (2018), 1356–1370

17047 Friedrich Götze, Anna Gusakova, Dmitry ZaporozhetsPDF

Random affine simplexes

Project: B5

Published: Journal of Applied Probability 56, no. 1 (2019), 39--51

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Random affine simplexes


Authors: Friedrich Götze, Anna Gusakova, Dmitry Zaporozhets Projects: B5
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17047
Published: Journal of Applied Probability 56, no. 1 (2019), 39--51

17046 Friedrich Götze, Alexey Naumov, Alexander TikhomirovPDF

On local laws for non-hermitian random matrices and their products

Project: B5

Published: Random Matrices Theory Appl. 9, no. 4 (2020), 2150004, 53

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On local laws for non-hermitian random matrices and their products


Authors: Friedrich Götze, Alexey Naumov, Alexander Tikhomirov Projects: B5
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17046
Published: Random Matrices Theory Appl. 9, no. 4 (2020), 2150004, 53

17045 Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir UlyanovPDF

Large ball probabilities, Gaussian comparison and anti-concentration

Project: A4

Published: Bernoulli Journal 25, no. 4A (2019), 2538--2563

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Large ball probabilities, Gaussian comparison and anti-concentration


Authors: Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17045
Published: Bernoulli Journal 25, no. 4A (2019), 2538--2563

17044 Sergey Bobkov, Friedrich Götze, Holger SambalePDF

Higher order concentration of measure

Project: A4

Published: Communications in Contemporary Mathematics 21, no. 3 (2019), 1850043, 36

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Higher order concentration of measure


Authors: Sergey Bobkov, Friedrich Götze, Holger Sambale Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17044
Published: Communications in Contemporary Mathematics 21, no. 3 (2019), 1850043, 36

17043 Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich GötzePDF

Berry-Esseen bounds for typical weighted sums

Project: A4

Published: Electronic Journal of Probability 23 (2018), Paper No. 92, 22

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Berry-Esseen bounds for typical weighted sums


Authors: Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17043
Published: Electronic Journal of Probability 23 (2018), Paper No. 92, 22

17042 Michael Baake, Timo Spindeler, Nicolae StrungaruPDF

Diffraction of compatible random substitutions in one dimension

Project: A6

Published: Indagationes Mathematicae 29, no. 4 (2018), 1031–1071

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Diffraction of compatible random substitutions in one dimension


Authors: Michael Baake, Timo Spindeler, Nicolae Strungaru Projects: A6
Submission Date: 19.12.2017 Submitter: Sebastian Herr
Download: PDF Link: 17042
Published: Indagationes Mathematicae 29, no. 4 (2018), 1031–1071

17041 Philipp Gohlke, Dan Rust, Timo SpindelerPDF

Shifts of finite type and random substitutions

Project: A6

Published: Discrete and Continuous Dynamical Systems 39, no. 9 (2019), 5085--5103

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Shifts of finite type and random substitutions


Authors: Philipp Gohlke, Dan Rust, Timo Spindeler Projects: A6
Submission Date: 19.12.2017 Submitter: Michael Baake
Download: PDF Link: 17041
Published: Discrete and Continuous Dynamical Systems 39, no. 9 (2019), 5085--5103

17040 Mario Kieburg, Peter J. Forrester, Jesper IpsenPDF

Multiplicative Convolution of Real Asymmetric and Real Anti-Symmetric Matrices

Project: C6

Published: Advances in Pure and Applied Mathematics 10 (2019), 467–492

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Multiplicative Convolution of Real Asymmetric and Real Anti-Symmetric Matrices


Authors: Mario Kieburg, Peter J. Forrester, Jesper Ipsen Projects: C6
Submission Date: 14.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17040
Published: Advances in Pure and Applied Mathematics 10 (2019), 467–492

17039 Gernot Akemann, Milan CikovicPDF

Products of random matrices from fixed trace and induced Ginibre ensembles

Project: B5

Published: Journal of Physics A: Mathematical and Theoretical 51 (2018), 184002: 1–34

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Products of random matrices from fixed trace and induced Ginibre ensembles


Authors: Gernot Akemann, Milan Cikovic Projects: B5
Submission Date: 14.12.2017 Submitter: Friedrich Götze
Download: PDF Link: 17039
Published: Journal of Physics A: Mathematical and Theoretical 51 (2018), 184002: 1–34

17038 Gernot Akemann, Eugene StrahovPDF

Product matrix processes for coupled multi-matrix models and their hard edge scaling limits

Project: C6

Published: Annales Henri Poincaré, Integrable Probability and Random Matrices 19 (2018), 2599–2649

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Product matrix processes for coupled multi-matrix models and their hard edge scaling limits


Authors: Gernot Akemann, Eugene Strahov Projects: C6
Submission Date: 14.12.2017 Submitter: Friedrich Götze
Download: PDF Link: 17038
Published: Annales Henri Poincaré, Integrable Probability and Random Matrices 19 (2018), 2599–2649

17037 Tiziano De Angelis, Giorgio FerrariPDF

Stochastic nonzero-sum games: a new connection between singular control and optimal stopping

Project: C4

Published: Advances in Applied Probability 50 (2018), 347–372

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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping


Authors: Tiziano De Angelis, Giorgio Ferrari Projects: C4
Submission Date: 12.12.2017 Submitter: Frank Riedel
Download: PDF Link: 17037
Published: Advances in Applied Probability 50 (2018), 347–372

17036 Giorgio Ferrari, Tiziano VargioluPDF

On the Singular Control of Exchange Rates

Project: C4

Published: Annals of Operations Research 292 (2020), 795-832

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On the Singular Control of Exchange Rates


Authors: Giorgio Ferrari, Tiziano Vargiolu Projects: C4
Submission Date: 07.12.2017 Submitter: Frank Riedel
Download: PDF Link: 17036
Published: Annals of Operations Research 292 (2020), 795-832

17035 Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire QuenezPDF

Optimal Stopping with $f$-Expectations: the Irregular Case

Project: C3

Published: Stochastic Processes and their Applications 130 (2020), 1258–1288

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Optimal Stopping with $f$-Expectations: the Irregular Case


Authors: Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez Projects: C3
Submission Date: 06.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17035
Published: Stochastic Processes and their Applications 130 (2020), 1258–1288

17034 Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire QuenezPDF

Doubly Reflected BSDEs and $\mathcal{E}^f$-Dynkin Games: Beyond the Right-continuous Case

Project: C3

Published: Electronic Journal of Probability 23 (2018), 122: 1–38

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Doubly Reflected BSDEs and $\mathcal{E}^f$-Dynkin Games: Beyond the Right-continuous Case


Authors: Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez Projects: C3
Submission Date: 06.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17034
Published: Electronic Journal of Probability 23 (2018), 122: 1–38

17033 Michael Baake, Michael Coons, Neil MañiboPDF

Binary constant-length substitutions and Mahler measures of Borwein polynomials

Project: A6

Published: From Analysis to Visualization, eds. D. H. Bailey et al., Springer, Cham (2020), 303–322.

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Binary constant-length substitutions and Mahler measures of Borwein polynomials


Authors: Michael Baake, Michael Coons, Neil Mañibo Projects: A6
Submission Date: 01.12.2017 Submitter: Sebastian Herr
Download: PDF Link: 17033
Published: From Analysis to Visualization, eds. D. H. Bailey et al., Springer, Cham (2020), 303–322.

17032 Dan Rust, Timo SpindelerPDF

Dynamical systems arising from random substitutions

Project: A6

Published: Indagationes Mathematicae 29 (2018), 1131–1155

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Dynamical systems arising from random substitutions


Authors: Dan Rust, Timo Spindeler Projects: A6
Submission Date: 01.12.2017 Submitter: Michael Baake
Download: PDF Link: 17032
Published: Indagationes Mathematicae 29 (2018), 1131–1155

17031 Patrick Beißner, Qian Lin, Frank RiedelPDF

Dynamically Consistent Alpha-Maxmin Expected Utility

Project: C3

Published: Mathematical Finance 30 (2020), 1073–1102

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Dynamically Consistent Alpha-Maxmin Expected Utility


Authors: Patrick Beißner, Qian Lin, Frank Riedel Projects: C3
Submission Date: 01.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17031
Published: Mathematical Finance 30 (2020), 1073–1102

17030 Patrick Beißner, Frank RiedelPDF

Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty

Project: C5

Published: Finance and Stochastics 22 (2018), 603–620

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Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty


Authors: Patrick Beißner, Frank Riedel Projects: C5
Submission Date: 01.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17030
Published: Finance and Stochastics 22 (2018), 603–620

17029 Wolfhard Hansen, Ivan NetukaPDF

Semipolar sets and intrinsic Hausdorff measure

Project: A3

Published: Potential Analysis 51 (2019), 49–69

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Semipolar sets and intrinsic Hausdorff measure


Authors: Wolfhard Hansen, Ivan Netuka Projects: A3
Submission Date: 27.11.2017 Submitter: Alexander Grigor'yan
Download: PDF Link: 17029
Published: Potential Analysis 51 (2019), 49–69

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