Publications

I retired in 2018; for later publications see Mathematical Reviews, Zentralblatt or arXiv.

• A boundary theory approach to de Finetti's theorem
  (with J. Gerstenberg and K. Hagemann)
   
• Edgeworth expansions for profiles of lattice branching random walks
  (with Z. Kabluchko)
  Ann. Inst. H. Poincaré Probab. Statist. 53, 2103-2134, 2017
   
• Doob-Martin boundary of Rémy's tree growth chain
  (with S. N. Evans and A. Wakolbinger)
  Annals of Probability 45, no.1, 225-277, 2017
   
• Leader election: A Markov chain approach
  (with K. Hagemann) 
  Mathematica Applicanda 44, 113-134, 2016
   
• A functional central limit theorem for branching random walks, almost sure weak convergence, and applications to random trees
  (with Z. Kabluchko)
  Annals of Applied Probability 26, no. 6, 3659-3698, 2016    
   
• Random recursive trees: A boundary theory approach
  (with I. Michailow)
  Electronic Journal of Probability 20, Article 37, 1-22, 2015  
   
• Persisting randomness in randomly growing discrete structures:
  graphs and search trees
  Discrete Mathematics & Theoretical Computer Science 18(1), 23pp., 2015
   
• Search trees: Metric aspects and strong limit theorems
  Annals of Applied Probability 24, 1269-1297, 2014
   
• Pruned discrete random samples
  (with P. Hitczenko)
  Journal of Applied Probability, 50, 542-556, 2013
   
• Kombinatorische Markov-Ketten
  Math. Semesterberichte 60 (2), 185-215, 2013 
   
• Trickle-down processes and their boundaries
  (with S. Evans and A. Wakolbinger)
  Electronic Journal of Probability, 17, 1-58, 2012
   
• Matchmaking and testing for exponentiality in the M/G/∞ queue
  (with H. Wegener)
  Journal of  Applied Probability, 48, 131–144, 2011
   
• On the subtree size profile of binary search trees
  (with F. Dennert)
  Combin. Probab. Comput. 19  561–578, 2010
   
• Gaps in discrete random samples: extended abstract
  (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
  (with P. Hitczenko)
  Journal of  Applied Probability, 46, 1038-1051, 2009
   
• On the silhouette of binary search trees
   Annals of Applied Probability, 19, 1781-1802, 2009
   
• Nonparametric two-sample test for increasing convex order
  (with L. Baringhaus)
   Bernoulli, 15, 99-123, 2009
   
• Estimation of tree size and approximate counting: A likelihood approach
  (with F. Dennert)
   Statistics and Decisions,  26, 263-274, 2008
   
• Multivariate risk processes with interacting intensities
  (with N. Bäuerle)
   Advances in Applied Probability, 40, 578-601, 2008
   
• Bootstrap - oder die Kunst, sich selbst aus dem Sumpf zu ziehen
  (with J. Engel)
   Math. Semesterberichte, 55, 113-130, 2008
   
• Cumulative record times in a Poisson process
  (with C. M. Goldie)
   Stochastics, 80, 157-174, 2008
   
• Distributional asymptotics in the analysis of algorithms: Periodicities and discretization
   Discrete Math. Theor. Comput. Sci. Proc., AH, 451-460, 2007
   
• Renewals for exponentially increasing lifetimes, with an application to digital search trees
  (with F. Dennert)
   Ann. Appl. Probab., 17, 676-687, 2007
   
• Zufällige binäre Bäume: Von der average-case Analyse zur Verteilungsasymptotik
   Math. Semesterberichte, 53, 210-230, 2006
   
• Monte Carlo algorithms for finding the maximum of a random walk with negative drift
  (with L. Baringhaus)
   Journal of Applied Probability, 43, 74-86, 2006
   
• Multivariate counting processes: copulas and beyond
  (with N. Bäuerle)
   ASTIN Bulletin, 35, 379-408, 2005
   
• Mixed Poisson approximation of node depth distributions in random binary search trees
  (with N. Stefanoski)
  Annals of Applied Probability, 15, 279-297, 2005
   
• Rarity and exponentiality: An extension of Keilson's theorem, with an application to the Ehrenfest urn model
  (with M. Reich)
   Journal of Applied Probability, 42, 393-406, 2005
   
• A hooray for Poisson approximation
   Discrete Mathematics and Theoretical Computer Science, AD, 181-192, 2005
   
• Decompounding Poisson random sums: recursively truncated estimates in the discrete case
  (with B. Buchmann)
   Ann. Inst. Statist. Math., 56, 743-756, 2004
   
• Transforms
   Encyclopedia of Actuarial Science , vol. III, J.L. Teugels and B. Sundt (ed.), Wiley, New York, 1693-1696, 2004
   
• On the multiplicity of the maximum in a discrete random sample
  (with F. Th. Bruss)
   Annals of Applied Probability, 13, 1252-1263, 2003
   
• Decompounding: an estimation problem for Poisson random sums
  (with B. Buchmann)
   Annals of Statistics, 31, 1054-1074, 2003
   
• From matchbox to bottle: a storage problem
  (with L. Baringhaus)
  Journal of Applied Probability, 39, 650-656, 2002
   
• On the total time spent in records by a discrete uniform sequence
  (with A. Reimers)
  Journal of Applied Probability, 38, 768-775, 2001
   
• Tail expansions for random record distributions
  (with N. von Öhsen)
  Math. Proc. of the Cambridge Phil. Society, 130, 365-382, 2001
   
• On the number of iterations required by von Neumann addition
  (with A. Reimers)
  Theor. Inform. Appl., 35, 187-206, 2001
   
•  Computation of compound distributions II: Discretization errors and Richardson extrapolation
  (with R. Hermesmeier)
  ASTIN Bulletin, 30, 309-331, 2000
   
•  Statistical aspects of perpetuities
  (with S. M. Pitts)
  Journal of Multivariate Analysis, 75, 143-162, 2000
   
• Computation of compound distributions I: Aliasing errors and exponential tilting
  (with R. Hermesmeier)
  ASTIN Bulletin, 29, 197-214, 1999
   
• HARCH processes are heavy tailed
  (with P. Embrechts)
  Extremes, 2, 87-93, 1999
   
• On the median-of-k version of Hoare's selection algorithm
  Theoretical Informatics and Applications, 33, 177-192, 1999
   
• Hoare's selection algorithm: a Markov chain approach
  Journal of Applied Probability, 35, 36-45, 1998
   
• On a class of characterization problems for random convex combinations
  (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
  (with P. Embrechts and S. M. Pitts)
  Advances in Applied Probability, 28, 802-827, 1996
   
• Perpetuities with thin tails
  (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
  (with U. Rösler)
  Advances in Applied Probability, 28, 252-269, 1996
   
• The first divisible sum 
  (with A. Barbour)
  Journal of Theoretical Probability, 8, 39-47, 1995
   
• 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 
  (with S. M. Pitts)
  Annals of Statistics, 21, 1431-1451, 1993
   
• Some applications of the Fast Fourier transform algorithm in insurance mathematics 
  (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 
  (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 
  (with D. M. Rocke)
   Journal of Multivariate Analysis, 35, 203-222, 1990
   
• 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
  (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
   
• 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 
  (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 
   (with P. L. Davies)
   Mathematische Nachrichten, 104, 119-128, 1981
   
• On the moments of the number of renewal epochs 
  (with U. Jensen)
   Zeitschrift f. Ang. Mathematik und Mechanik, 61, 531-532, 1980
   
• Das Pfadverhalten mengenwertiger Martingale
  Archiv der Mathematik, 29, 444-448, 1977