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Publikationen

2010+:

2005-2009:

  • Gaps in discrete random samples: extended abstract
    (joint with P. Hitczenko)
    LAGOS'09 — V Latin-American Algorithms, Graphs and Optimization Symposium, 97–102, Electron. Notes Discrete Math., 35, 2009

  • Gaps in discrete random samples
    (joint with P. Hitczenko)
    Journal of  Applied Probability, 46, 1038-1051, 2009

2000-2004: 

  •  Transforms
     Encyclopedia of Actuarial Science , vol. III, J.L. Teugels and B. Sundt (ed.), Wiley, New York, 1693-1696, 2004

1995-1999: 

  •  On a class of characterization problems for random convex combinations
    (joint with L. Baringhaus)
    Ann. Inst. Stat. Math., 49, 555-567, 1997
  •  Orthogonalization of multivariate location estimators: the orthomedian
     Annals of Statistics, 24, 1457-1473, 1996
  •  Confidence bounds for the adjustment coefficient
    (joint with P. Embrechts and S.M. Pitts)
    Advances in Applied Probability, 28, 802-827, 1996
  •  Perpetuities with thin tails
    (joint with C.M. Goldie)
    Advances in Applied Probability, 28, 463-480, 1996
  •  De Studentized bootstrap methode in de accountantscontrole
    (in Dutch, joint with G.B. Broeze and G. Van)
    Maandbl. voor Accountancy en Bedrijfseconomie, 70, 167-172, 409, 1996
  •  Asymptotic distribution theory for Hoare's selection algorithm
    (joint with U. Rösler)
     Advances in Applied Probability, 28, 252-269, 1996
  •  The first divisible sum 
    (joint with A. Barbour)
     Journal of Theoretical Probability, 8, 39-47, 1995

1990-1994: 

     

  •  The rank of the current lifetime
     Statistics & Probability Letters, 20, 269-271, 1994
  •  Estimation of density functionals 
     Ann. Inst. Stat. Math., 46, 67-75, 1994
  •  Nonparametric estimation in renewal theory I. The empirical renewal function 
     (joint with S.M. Pitts)
     Annals of Statistics, 21, 1431-1451, 1993
  •  Some applications of the Fast Fourier transform algorithm in insurance mathematics 
     (joint with P. Embrechts and S.M. Pitts)
     Statistica Neerlandica, 47, 59-75, 1993
  •  A functional approach to the stationary waiting time and idle period distributions of the GI/G/1 queue 
    (joint with S.M. Pitts)
     Annals of Probability, 20, 1754-1778, 1992
  •  Algorithm AS 265: G/G/1 via Fast Fourier Transform
     Applied Statistics (J. R. Stat. Soc. C), 40, 355-365, 1991
  •  On the cumulants of affine equivariant estimators in elliptical families 
    (joint with D.M. Rocke)
     Journal of Multivariate Analysis, 35, 203-222, 1990

1985-1989: 

     

  •  The Fast Fourier Transform algorithm in Applied Probability Theory
     Nieuw Archief voor Wiskunde, 7, 289-300, 1989
  •  Perturbation and rearrangement aspects of renewal and harmonic renewal sequences
    (joint with S.M. Pitts)
     Journal of the London Mathematical Society, 40, 563-576, 1989
  •  Stochastic models as functionals: some remarks on the renewal case
     Journal of Applied Probability, 26, 296-303, 1989
  •  Harmonic renewal sequences and the first positive sum
     Journal of the London Mathematical Society, 38, 179-192, 1988
  •  The length of the shorth
    Annals of Statistics, 16, 619-628, 1988
  •  A minimal characterization of covariance matrices
    Metrika, 35, 49-52, 1988
  •  On subordinated distributions and generalized renewal measures
     Annals of Probability, 15, 394-415, 1987
  •  A note on the distance of ladder height distributions
     Stoch. Processes and Their Applications, 23, 339-341, 1986
  •  On harmonic renewal measures
     Probability Theory and Related Fields, 71, 393-404, 1986
  •  Tail behaviour of ladder height distributions in random walks
     Journal of Applied Probability, 22, 705-709, 1985
  •  An application of the renewal theoretic selection principle: The first divisible sum
     Metrika, 32, 327-337, 1985

-1984: 

     

  •  Asymptotic Analysis in Probability Theory Using Banach Algebra Techniques
    Habilitationsschrift, Essen 1984.
  •  On mean recurrence times of stationary diffusion processes
     Stoch. Processes and Their Applications, 18, 165-169, 1984
  •  Functions of discrete probability measures: Rates of convergence in the renewal theorem
     Zeitschrift f. Wahrscheinlichkeitstheorie u. verw. Gebiete, 64, 341-357, 1983
  •  Über unbegrenzt teilbare Verteilungen
    Archiv der Mathematik, 41, 80-88, 1983
  •  A smoothness property of renewal sequences 
    (joint with P.L. Davies)
     Zeitschrift f. Ang. Mathematik und Mechanik, 63, 455-456, 1983
  •  Über das asymptotische Verhalten von Erneuerungsdichten
    Mathematische Nachrichten, 108, 39-48, 1982
  •  Eine Restgliedabschätzung in der Erneuerungstheorie
    Archiv der Mathematik,   39, 187-192, 1982
  •  Spaces of summable sequences in renewal theory and the theory of Markov chains 
     (joint with P.L. Davies)
     Mathematische Nachrichten, 104, 119-128, 1981
  •  On the moments of the number of renewal epochs 
    (joint with U. Jensen)
     Zeitschrift f. Ang. Mathematik und Mechanik, 61, 531-532, 1980
  •  Das Pfadverhalten mengenwertiger Martingale
    Archiv der Mathematik, 29, 444-448, 1977