Edit Profile (opens in new tab) Mentemeier, Sebastian Compute Distance To: Compute Author ID: mentemeier.sebastian Published as: Mentemeier, Sebastian; Mentemeier, S. External Links: MGP Documents Indexed: 15 Publications since 2012, including 1 Book Reviewing Activity: 7 Reviews Co-Authors: 9 Co-Authors with 11 Joint Publications 121 Co-Co-Authors all top 5 Co-Authors 4 single-authored 5 Damek, Ewa 4 Buraczewski, Dariusz 2 Alsmeyer, Gerold 2 Mirek, Mariusz 1 Collamore, Jeffrey F. 1 Guivarc’h, Yves 1 Kolesko, Konrad 1 Meiners, Matthias 1 Zienkiewicz, Jacek all top 5 Serials 3 Electronic Communications in Probability 2 Probability Theory and Related Fields 2 Journal of Difference Equations and Applications 1 The Annals of Probability 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Potential Analysis 1 Electronic Journal of Probability 1 Markov Processes and Related Fields Fields 15 Probability theory and stochastic processes (60-XX) 3 Difference and functional equations (39-XX) 2 Functional analysis (46-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 11 Publications have been cited 71 times in 47 Documents Cited by ▼ Year ▼ Tail behaviour of stationary solutions of random difference equations: the case of regular matrices. Zbl 1254.60071Alsmeyer, Gerold; Mentemeier, Sebastian 14 2012 On multidimensional Mandelbrot cascades. Zbl 1312.15049Buraczewski, Dariusz; Damek, Ewa; Guivarc’h, Yves; Mentemeier, Sebastian 13 2014 Heavy tailed solutions of multivariate smoothing transforms. Zbl 1322.60183Buraczewski, Dariusz; Damek, Ewa; Mentemeier, Sebastian; Mirek, Mariusz 9 2013 Precise tail index of fixed points of the two-sided smoothing transform. Zbl 1280.60039Alsmeyer, Gerold; Damek, Ewa; Mentemeier, Sebastian 7 2013 Precise large deviation results for products of random matrices. Zbl 1357.60028Buraczewski, Dariusz; Mentemeier, Sebastian 6 2016 Solutions to complex smoothing equations. Zbl 1386.60294Meiners, Matthias; Mentemeier, Sebastian 6 2017 Large excursions and conditioned laws for recursive sequences generated by random matrices. Zbl 1430.60073Collamore, Jeffrey F.; Mentemeier, Sebastian 5 2018 The fixed points of the multivariate smoothing transform. Zbl 1347.60121Mentemeier, Sebastian 4 2016 Absolute continuity of complex martingales and of solutions to complex smoothing equations. Zbl 1401.60068Damek, Ewa; Mentemeier, Sebastian 3 2018 On multivariate stochastic fixed point equations. The smoothing transform and random difference equations. Zbl 1280.60004Mentemeier, Sebastian 2 2012 Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices. Zbl 1266.60041Damek, Ewa; Mentemeier, Sebastian; Mirek, Mariusz; Zienkiewicz, Jacek 2 2013 Large excursions and conditioned laws for recursive sequences generated by random matrices. Zbl 1430.60073Collamore, Jeffrey F.; Mentemeier, Sebastian 5 2018 Absolute continuity of complex martingales and of solutions to complex smoothing equations. Zbl 1401.60068Damek, Ewa; Mentemeier, Sebastian 3 2018 Solutions to complex smoothing equations. Zbl 1386.60294Meiners, Matthias; Mentemeier, Sebastian 6 2017 Precise large deviation results for products of random matrices. Zbl 1357.60028Buraczewski, Dariusz; Mentemeier, Sebastian 6 2016 The fixed points of the multivariate smoothing transform. Zbl 1347.60121Mentemeier, Sebastian 4 2016 On multidimensional Mandelbrot cascades. Zbl 1312.15049Buraczewski, Dariusz; Damek, Ewa; Guivarc’h, Yves; Mentemeier, Sebastian 13 2014 Heavy tailed solutions of multivariate smoothing transforms. Zbl 1322.60183Buraczewski, Dariusz; Damek, Ewa; Mentemeier, Sebastian; Mirek, Mariusz 9 2013 Precise tail index of fixed points of the two-sided smoothing transform. Zbl 1280.60039Alsmeyer, Gerold; Damek, Ewa; Mentemeier, Sebastian 7 2013 Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices. Zbl 1266.60041Damek, Ewa; Mentemeier, Sebastian; Mirek, Mariusz; Zienkiewicz, Jacek 2 2013 Tail behaviour of stationary solutions of random difference equations: the case of regular matrices. Zbl 1254.60071Alsmeyer, Gerold; Mentemeier, Sebastian 14 2012 On multivariate stochastic fixed point equations. The smoothing transform and random difference equations. Zbl 1280.60004Mentemeier, Sebastian 2 2012 all cited Publications top 5 cited Publications all top 5 Cited by 57 Authors 11 Damek, Ewa 8 Buraczewski, Dariusz 7 Mentemeier, Sebastian 4 Kolesko, Konrad 4 Liu, Quansheng 4 Mirek, Mariusz 4 Zienkiewicz, Jacek 3 Grama, Ion G. 3 Guivarc’h, Yves 3 Iksanov, Aleksander M. 3 Matsui, Muneya 3 Olvera-Cravioto, Mariana 3 Vatutin, Vladimir Alekseevich 3 Wintenberger, Olivier 2 D’yakonova, Elena Evgen’evna 2 Le Page, Emile 2 Meiners, Matthias 2 Mikosch, Thomas 2 Pedersen, Rasmus Søndergaard 2 Xiao, Hui 1 Alsmeyer, Gerold 1 Asmussen, Søren 1 Bassetti, Federico 1 Bertoin, Jean 1 Cheng, Xiaochun 1 Collamore, Jeffrey F. 1 Curien, Nicolas 1 Dyszewski, Piotr 1 Fernando, Kasun 1 Foss, Sergey G. 1 Fu, Weina 1 Gantert, Nina 1 Gao, Zhiqiang 1 Hallmann, S. 1 Hartung, Lisa Bärbel 1 Hebbar, Pratima 1 Huang, Chunmao 1 Jelenković, Predrag R. 1 Klimovsky, Anton 1 Kortchemski, Igor 1 Lacedelli, Octavio Ruiz 1 Latała, Rafał 1 Liang, Xingang 1 Liu, Shuai 1 Mallein, Bastien 1 Matthes, Daniel 1 Nayar, Piotr 1 Pan, Zheng 1 Pin, Erwan 1 Rezapour, Mohsen 1 Rösler, Uwe 1 Świątkowski, Witold 1 Tang, Qihe 1 Texier, Christophe 1 Tkocz, Tomasz 1 Wachtel, Vitali I. 1 Yuan, Zhongyi all top 5 Cited in 25 Serials 8 Stochastic Processes and their Applications 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Probability Theory and Related Fields 4 Journal of Difference Equations and Applications 3 Advances in Applied Probability 2 The Annals of Probability 2 Journal of Applied Probability 2 Electronic Communications in Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Mathematical Notes 1 Mathematics of Operations Research 1 Journal of Theoretical Probability 1 Asymptotic Analysis 1 The Annals of Applied Probability 1 Discrete Mathematics and Applications 1 Potential Analysis 1 Electronic Journal of Probability 1 Bernoulli 1 Extremes 1 Journal of the European Mathematical Society (JEMS) 1 Econometric Theory 1 Proceedings of the Steklov Institute of Mathematics 1 Journal of Nonlinear Science and Applications 1 Science China. Mathematics all top 5 Cited in 11 Fields 44 Probability theory and stochastic processes (60-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Statistics (62-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Difference and functional equations (39-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Approximations and expansions (41-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year