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 Research Report for 2004

Abteilung für Mathematische Stochastik

Prof. Dr. Ludger Rüschendorf

Eckerstr. 1
79104 Freiburg
Tel: 0761/203-5664 Fax: 0761/203-5661
Email sekretariat@stochastik.uni-freiburg.de
http://www.stochastik.uni-freiburg.de/


Scientific Employees

  • Prof. Dr. Ludger Rüschendorf
  • Jan Bergenthum
  • Christian Burgert
  • Christian Lauer
  • Georg Mainik
  • G. Olaf Munsonius
Entries in "Who is Who"

Scientific and Research Projects


  • Analysis of algorithms and randomized algorithms
    • Project Manager: Prof. Dr. Ludger Rüschendorf
    • Start/End of project: since 2002
    • Project Details
  • Modeling and stochastic analysis of time series and stochastic processes
    • Project Manager: Prof. Dr. Ludger Rüschendorf
    • Start/End of project: since 2002
    • Project Details
  • Monge-Kantorovich transport problems, optimal couplings, and multivariate risk.
    • Project Manager: Prof. Dr. Ludger Rüschendorf
    • Start/End of project: since 2002
    • Project Details

Scientific publications

Journal Articles:
  • Fehrenbach J, Rüschendorf L: Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids. Statistics and Decisions, 2004; 22: 109-130.
  • Neininger R, Rüschendorf L: A general limit theorem for recursive algorithms and combinatorial structures. Ann Appl Probab, 2004; 14: 378-418.
  • Neininger R, Rüschendorf L: On the contraction method with degenerate limit equation. Ann Probab, 2004; 32: 2838-2856.
  • Rüschendorf L: Comparison of multivariate risks and positive dependence. Journal of Applied Probability, 2004; 41: 391-406.
Book Chapters:
  • Fehrenbach J, Rüschendorf L: A Markov chain algorithm for Eulerian orientations of planar triangular graphs. In: Drmota M et al. (Hrsg.): Mathematics and Computer Science III. Algorithms, Trees, Combinatorics and Probabilities. Birkhäuser, 2004; 429-440.

Special Scientific Activities

Invited Speech:
  • Prof. Dr. Ludger Rüschendorf: Recent developments in the analysis of algorithms - the contraction method. (invited speech), Lunteren (NIederlande), 15.11.2004 bis 17.11.2004.
  • Prof. Dr. Ludger Rüschendorf: Ordering results for option prices. (invited speech), Frankfurt, 28.10.2004.
Herausgeberschaften:
  • Prof. Dr. Ludger Rüschendorf: Co-Editor "Statistics and Decisions", Oldenbourg-Verlag, seit 2002.
  • Prof. Dr. Ludger Rüschendorf: Associate-Editor "REV STAT", seit 2002.
  • Prof. Dr. Ludger Rüschendorf: Associate-Editor "Applicationes Mathematicae", seit 1995.
  • Prof. Dr. Ludger Rüschendorf: Associate-Editor "Statistics", seit 1995.

Scientific Dissertations

Dissertations
  • Völlinger, Stephan: Geometrie der Schrödinger-Gleichung und stochastischer Massentransport (Supervisor Prof. Dr. Ludger Rüschendorf, Secondary Supervisor Prof. S. Albeverio (Bonn)), 2004.