Prof. Dr. Sebastian Mentemeier

              Mentemeier Prof. Dr. Sebastian Mentemeier
Raum: 1417
Tel: +49 561 804 4587
Sprechstunde: Mittwochs, 14:00-15:00
[Vorlesungsfreie Zeit Sommer 2019: Sprechstunden am 24.07., 04.09., 11.09., 18.09., 02.10., 09.10.]
Sekretariat: Frau Syborg (Tel.: -4692)

Forschung (Research interests and third-party funds)
Publikationen (List of publications)
Konferenzen (Conferences)
Lebenslauf (Very short CV)


Aktuelle Semester

SS 2019
Vorlesung: Stochastik II
Vorlesung: Biometrie (Einführung in die Statistik)
WS 2018/19
Seminar: Statistik, Markov-Ketten und Grenzwertsätze
SS 2018
Vorlesung: Stochastik I + II

Frühere Semester

WS 2017/18
Seminar: Zufällige Graphen und komplexe Netzwerke
Übung: Stochastische Analysis und Finanzmathematik
SS 2017
Seminar: Markov-Ketten
Übung: Long-range dependent stochastic processes
WS 2016/17
-- on parental leave --
SS 2016
Praktikum: Finanzmathematik mit MatLab
Übung: Stochastische Analysis and Finanzmathematik
WS 2015/16
Seminar: Stochastik für Lehramtskandidaten
Übung: Stochastische Analysis
SS 2015
Seminar: Risikotheorie
Übung: Markov-Prozesse
WS 2014/15 Vorlesung: Schadenversicherungsmathematik
Seminar: Markov-Ketten


Zeitreihenanalyse mit R (gem. mit Matti Schneider)

Biometrie (mit R)


Research interests

Third-party funds


  1. Absolute Continuity of Complex Martingales and of Solutions to Complex Smoothing Equations
    joint work with Ewa Damek
    Electronic Communications in Probability 23(60), 1-12 (2018). arxiv ecp
  2. Large excursions and conditioned laws for recursive sequences generated by random matrices
    joint work with Jeffrey Collamore
    Ann. Probab. 46, 2064-2120 (2018)  arxiv
  3. Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations
    joint work with Dariusz Buraczewski
    Markov Processes Relat. Fields 23, 147-170 (2017) arxiv
  4. Solutions to Complex Smoothing Equations
    joint work with Matthias Meiners
    Probab. Theory Relat. Fields, 168(1-2), 199-268 (2017)springerlink arxiv
  5. Fixed Points of the Multivariate Smoothing Transform: The Critical Case
    joint work with Konrad Kolesko
    Electronic Journal of Probability 20(52), 1-24 (2015) arxiv ejpecp
  6. Precise Large Deviation Results for Products of Random Matrices
    joint work with Dariusz Buraczewski
    Annales de l'Institut Henri Poincare Probab. Statist. 52(3), 1474-1513 (2016). arxiv projecteuclid
  7. Fixed Points of the Multivariate Smoothing Transform
    Probab. Theory Rel. Fields 164(1), 401-458 (2016) arxiv springerlink
  8. On Multidimensional Mandelbrot Cascades
    joint work with Dariusz Buraczewski, Ewa Damek and Yves Guivarc'h
    J. Diff. Equation Appl. 20(11), 1523-1567 (2014) arxiv tandfonline
  9. On Kesten's Multivariate Choquet-Deny Lemma
    Electronic Communications in Probability 18(65), 1-7 (2013) arxiv ejpecp
  10. Heavy tailed solutions of multivariate smoothing transforms
    joint work with Dariusz Buraczewski, Ewa Damek and Mariusz Mirek
    Stochastic Processes and their Applications 123(6), 1947-1986 (2013) arxiv sciencedirect
  11. Precise tail index of fixed points of the two-sided smoothing transform
    joint work with Gerold Alsmeyer and Ewa Damek
    Random Matrices and Iterated Random Functions. Springer Proceedings in Mathematics & Statistics, Vol. 53 arxiv springerlink
  12. Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
    joint work with Ewa Damek, Mariusz Mirek and Jacek Zienkiewicz
    Potential Analysis 38(3), 683-697 (2013) arxiv springerlink
  13. Tail behavior of stationary solutions of random difference equations: the case of regular matrices
    joint work with Gerold Alsmeyer
    J. Diff. Equation Appl. 18(8), 1305-1332 (2012) arxiv tandfonline


Professional Service

Reviewer / Referee for: Colloquium Mathematicum, Extremes, J. Theor. Prob., J. Diff. Equation Appl., Markov Proc. Rel. Fields, MathSciNet, Springer Books, Stoch. Proc. Appl., Zentralblatt Math


Conferences I am / have been (co-)organizing:

September 23-26, 2019
Conference: Branching in Innsbruck
December 4-5, 2017 Workshop: Recursive(ly defined) Stochastic Processes
July 13-14, 2017
Young Researchers Workshop: Phase transitions on random trees

Very short CV

since 03/2018
Professor (W1) at University of Kassel, Germany
on parental leave
on parental leave
10/2014 - 03/2018
Post-Doc at TU Dortmund, Germany
10/2013 - 09/2014 Post-Doc at University of Wroclaw, Poland
02/2013 - 09/2013 Post-Doc at University of Muenster, Germany
10/2009 - 01/2013 PhD studies at University of Muenster, Germany (supervisor: Gerold Alsmeyer)