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24 Publications
2022 | Journal Article | LibreCat-ID: 35644
Kolb, Martin, and Alexander Klump. “Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev Boundary.” Theory of Probability and Its Applications 67, no. 4 (2022): 717–44.
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2022 | Journal Article | LibreCat-ID: 35649
Kolb, Martin, and Matthias Liesenfeld. “On Non-Extinction in a Fleming-Viot-Type Particle Model with Bessel Drift.” Electronic Journal of Probability, no. 27 (2022): 1–28. https://doi.org/10.1214/22-EJP866.
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| DOI
2022 | Journal Article | LibreCat-ID: 35650
Denisov, Denis, Günter Hinrichs, Martin Kolb, and Vitali Wachtel. “Persistence of Autoregressive Sequences with Logarithmic Tails.” Electronic Journal of Probability 27 (2022): 1–43. https://doi.org/10.48550/arXiv.2203.14772.
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| DOI
2021 | Journal Article | LibreCat-ID: 33278 | 
Kolb, Martin, Tobias Weich, and Lasse Wolf. “Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature.” Annales Henri Poincaré 23, no. 4 (2021): 1283–96.
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2021 | Journal Article | LibreCat-ID: 33481
Richthammer, Thomas, and Michael Fiedler. “A Lower Bound on the Displacement of Particles in 2D Gibbsian Particle Systems.” Stochastic Processes and Their Applications 132 (2021): 1–32. https://doi.org/10.1016/j.spa.2020.10.003.
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2020 | Journal Article | LibreCat-ID: 33282
Kolb, Martin, and Mladen Savov. “A Characterization of the Finiteness of Perpetual Integrals of Levy Processes.” Bernoulli 26, no. 2 (2020): 1453–72. https://doi.org/10.48550/arXiv.1903.03792.
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2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst, Björn, Eyke Hüllermeier, and Martin Kolb. “Generalized Transitivity: A Systematic Comparison of Concepts with an Application to Preferences in the Babington Smith Model.” International Journal of Approximate Reasoning 119, no. 2 (2020): 373–407. https://doi.org/10.1016/j.ijar.2020.01.007.
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2019 | Journal Article | LibreCat-ID: 33331
Kolb, Martin, and Matthias Liesenfeld. “Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems.” Annales Henri Poincaré 20, no. 6 (2019): 1753–83. http://dx.doi.org/10.1007/s00023-019-00772-9.
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2019 | Journal Article | LibreCat-ID: 33333
Wang, Andi Q., Martin Kolb, Gareth O. Roberts, and David Steinsaltz. “Theoretical Properties of Quasi-Stationary Monte Carlo Methods.” The Annals of Applied Probability 29, no. 1 (2019). http://dx.doi.org/10.1214/18-AAP1422.
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2019 | Journal Article | LibreCat-ID: 33334
Hening, Alexandru, and Martin Kolb. “Quasistationary Distributions for One-Dimensional Diffusions with Two Singular Boundary Points.” Stochastic Processes and Their Applications 129, no. 5 (2019): 1659–96. http://dx.doi.org/10.1016/j.spa.2018.05.012.
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2018 | Journal Article | LibreCat-ID: 33335
Hinrichs, Günter, Martin Kolb, and Vitali Wachtel. “Persistence of One-Dimensional AR(1)-Processes.” Journal of Theoretical Probability 33 (2018): 65–102. https://link.springer.com/article/10.1007/s10959-018-0850-0.
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2017 | Journal Article | LibreCat-ID: 33336
Boßmann, Lea, Robert Grummt, and Martin Kolb. “On the Dipole Approximation with Error Estimates.” Letters in Mathematical Physics 108 (2017): 185–193. https://link.springer.com/article/10.1007/s11005-017-0999-y.
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2017 | Journal Article | LibreCat-ID: 33342
Savov, Mladen, and Martin Kolb. “Conditional Survival Distributions of Brownian Trajectories in a One Dimensional Poissonian Environment in the Critical Case.” Electronic Journal of Probability 22 (2017). https://doi.org/10.1214/17-EJP4468.
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2016 | Journal Article | LibreCat-ID: 33343
Kolb, Martin, and David Krejčiřík. “Spectral Analysis of the Diffusion Operator with Random Jumps from the Boundary.” Mathematische Zeitschrift 284 (2016): 877–900. https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf.
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2016 | Journal Article | LibreCat-ID: 33344
Richthammer, Thomas. “Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model.” Communications in Mathematical Physics 345 (2016): 1077–99. https://link.springer.com/article/10.1007/s00220-016-2584-0.
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2016 | Journal Article | LibreCat-ID: 33357
Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” The Annals of Probability 44, no. 6 (2016). http://dx.doi.org/10.1214/15-AOP1069.
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2015 | Journal Article | LibreCat-ID: 33359
Richthammer, Thomas, and Marek Biskup. “Gibbs Measures on Permutations over One-Dimensional Discrete Point Sets.” Communications in Mathematical Physics 25, no. 2 (2015): 898–929. https://doi.org/10.48550/arXiv.1310.0248.
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2015 | Journal Article | LibreCat-ID: 33358
Kolb, Martin, Wolfgang Stadje, and Achim Wübker. “The Rate of Convergence to Stationarity for M/G/1 Models with Admission Controls via Coupling.” Stochastic Models 32, no. 1 (2015): 121–35. http://dx.doi.org/10.1080/15326349.2015.1090322.
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2015 | Journal Article | LibreCat-ID: 33360
Kolb, Martin, Denis Denisov, and Vitali Wachtel. “Local Asymptotics for the Area of Random Walk Excursions.” Journal of the London Mathematical Society 91, no. 2 (2015): 495–513.
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2014 | Journal Article | LibreCat-ID: 33361
Kolb, Martin, and Mladen Savov. “Exponential Ergodicity of Killed Lévy Processes in a Finite Interval.” Electronic Communications in Probability 19, no. 31 (2014): 1–9. http://dx.doi.org/10.1214/ECP.v19-3006.
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