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Publikationen

Für Publikationen von Hans-Peter Scheffler sei auch auf seine Profile bei Google Scholar und ResearchGate verwiesen.


Monographien

Limit Distributions for Sums of Independent Random Vectors (mit Mark M. Meerschaert, 2001).
John Wiley and Sons, New York.

 SchefflerMeerschaert2001


Beiträge in Tagungsbänden und wissenschaftlichen Sammelbänden

  1. Portfolio Modeling With Heavy Tailed Random Vectors (mit Mark M. Meerschaert).
    In: Handbook of Heavy Tailed Distributions in Finance (Svetlozar T. Rachev, 2003), Chapter 15, 595–640.
  2. Nonparametric Methods for Heavy Tailed Vector Data: A Survey With Applications From Finance and Hydrology (mit Mark M. Meerschaert).
    In: Recent Advances and Trends in Nonparametric Statistics (Michael G. Akritas und Dimitris N. Politis, 2003), 265–279.
  3. Lagrangian Characterization of Contaminant Transport Through Multidimensional Heterogeneous Media With Limited Heterogeneity Information (mit Zhang Yong, David A. Benson, Eric M. LaBolle und Mark M. Meerschaert).
    In: Conference Proceedings for MODFLOW and MORE 2006: Managing Ground-Water Systems, International Ground Water Modeling Center (Eileen P. Poeter, Chunmiao Zheng und Mary C. Hill, 2006), 639–643.
  4. Efficient Simulations of Stable Random Fields and Its Applications (mit Wolfgang Karcher und Evgeny Spodarev).
    In: Stereology and Image Analysis: ECS10, 10th European Congress of ISS (Vincenzo Capasso, Giacomo Aletti und Alessandra Micheletti, 2009), 63–72.
  5. Continuous Time Random Walks and Space-Time Fractional Differential Equations (mit Mark M. Meerschaert).
    In: Handbook of Fractional Calculus with Applications, Volume 1: Basic Theory (Anatoly Kochubei und Yuri Luchko, 2019), 385–406.


Publikationen in begutachteten Zeitschriften (Stand: Mai 2025)

  1. The Domains of Partial Attraction of Probabilities on Groups and on Vector Spaces (mit Wilfried Hazod, 1991).
    Journal of Theoretical Probability, 6, 175–186.
  2. Domains of Attraction of Stable Measures on the Heisenberg Group (1993).
    Probability and Mathematical Statistics, 14(2), 327–345.
  3. D-Domains of Attraction of Stable Measures on Stratified Lie Groups (1994).
    Journal of Theoretical Probability, 7, 767–792.
  4. Domains of Semi–Stable Attraction of Nonnormal Semi-Stable Laws (1994).
    Journal of Multivariate Analysis, 51(2), 432–444.
  5. Moments of Measures Attracted to Operator Semi-Stable Laws (1995).
    Statistics and Probability Letters, 24(3), 187–192.
  6. The "Two Series Theorem" for Symmetric Random Variables on Nilpotent Lie Groups (mit Daniel Neuenschwander, 1995).
    Publicationes Mathematicae Debrecen, 47(1–2), 173–179.
  7. A Law of the Iterated Logarithm for Stable Laws on Homogeneous Groups (1995).
    Publicationes Mathematicae Debrecen, 47(3–4), 377–391.
  8. Laws of the Iterated Logarithm for the Central Part of (Semi-)Stable Measures on the Heisenberg Groups (mit Daniel Neuenschwander, 1996).
    Monatshefte für Mathematik, 121(3), 265–274.
  9. Generalized Domains of Semistable Attraction of Nonnormal Laws (mit Mark M. Meerschaert, 1996).
    Journal of Applied Analysis, 2(2), 203–215.
  10. Series Representations for Semistable Laws and Their Domains of Semistable Attraction (mit Mark M. Meerschaert, 1996).
    Journal of Theoretical Probability, 9, 931–959.
  11. Large Deviations and Law of the Iterated Logarithm for Generalized Domains of Attraction (1997).
    Probability and Mathematical Statistics, 17(1), 65–77.
  12. The Structure of Generalized Domains of Semistable Attraction (mit Mark M. Meerschaert, 1997).
    Statistics and Probability Letters, 33(4), 367–372.
  13. Spectral Decomposition for Generalized Domains of Semistable Attraction (mit Mark M. Meerschaert, 1997).
    Journal of Theoretical Probability, 10, 51–71.
  14. A Law of the Iterated Logarithm for Semistable Laws on Vector Spaces and Homogeneous Groups (1998).
    Journal of Mathematical Sciences, 89(5), 1545–1552.
  15. Convergence of Semitypes (mit Mark M. Meerschaert, 1998).
    Publicationes Mathematicae Debrecen, 53(1–2), 119–131.
  16. A Simple Robust Estimation Method for the Thickness of Heavy Tails (mit Mark M. Meerschaert, 1998).
    Journal of Statistical Planning and Inference, 71(1–2), 19–34.
  17. Normalizers of Compact Subgroups, the Existence of Commuting Automorphisms and Applications to Operator Semistable Measures (mit Wilfried Hazod, Karl Heinrich Hofmann, Michael Wüstner und Hansmartin Zeuner, 1998).
    Journal of Lie Theory, 8(2), 189–209.
  18. Series Representation for Operator Semistable Laws and Domains of Normal Attraction (1998).
    Journal of Mathematical Sciences, 92(4), 4062–4084.
  19. Domains of Attraction on Sturm-Liouville Hypergroups of Polynomial Growth (mit Hansmartin Zeuner, 1999).
    Journal of Applied Analysis, 5(2), 153–170.
  20. Sample Covariance Matrix for Random Vectors With Heavy Tails (mit Mark M. Meerschaert, 1999).
    Journal of Theoretical Probability, 12, 821–838.
  21. Moment Estimator for Random Vectors With Heavy Tails (mit Mark M. Meerschaert, 1999).
    Journal of Multivariate Analysis, 71(1), 145–159.
  22. On Estimation of the Spectral Measure of Certain Nonnormal Operator Stable Laws (1999).
    Statistics and Probability Letters, 43(4), 385–392.
  23. Multivariable Regular Variation of Functions and Measures (mit Mark M. Meerschaert, 1999).
    Journal of Applied Analysis, 5(1), 125–146.
  24. One-Dimensional Marginals of Operator Stable Laws and Their Domains of Attraction (mit Mark M. Meerschaert, 1999).
    Publicationes Mathematicae Debrecen, 55(3–4), 487–499.
  25. Spectral Decomposition for Operator Self-Similar Processes and Their Generalized Domains of Attraction (mit Mark M. Meerschaert, 1999).
    Stochastic Processes and Their Applications, 84(1), 71–80.
  26. Strongly τ-Decomposable and Selfdecomposable Laws on Simply Connected Nilpotent Lie Groups (mit Wilfried Hazod, 1999).
    Monatshefte der Mathematik, 128(4), 269–282.
  27. Moving Averages of Random Vectors With Regularly Varying Tails (mit Mark M. Meerschaert, 2000).
    Journal of Time Series Analysis, 21(3), 297–328.
  28. Limit Laws for Symmetric k-Tensors of Regularly Varying Measures (mit Mark M. Meerschaert, 2000).
    Journal of Multivariate Analysis, 73(2), 241–261.
  29. Multivariate R-O Varying Measures. Part I: Uniform Bounds (2000).
    Proceedings of the London Mathematical Society, 81(1), 231–256.
  30. A Law of the Iterated Logarithm for Heavy Tailed Random Vectors (2000).
    Probability Theory and Related Fields, 116(2), 257–271.
  31. A Law of the Iterated Logarithm for Randomly Stopped Sums of Heavy Tailed Random Vectors (mit Peter Becker-Kern, 2000).
    Monatshefte der Mathematik, 130(4), 329–347.
  32. Norming Operators for Generalized Domains of Semistable Attraction (2001).
    Publicationes Mathematicae Debrecen, 58(3), 391–409.
  33. Sample Cross-Correlations for Moving Averages With Regularly Varying Tails (mit Mark M. Meerschaert, 2001).
    Journal of Time Series Analysis, 22(4), 481–492.
  34. Multivariate R-O Varying Measures. Part II: Individual Bounds (2002).
    Journal of Mathematical Sciences, 111(6), 3868–3878.
  35. Semistable Lévy Motion (mit Mark M. Meerschaert, 2002).
    Fractional Calculus and Applied Analysis, 5(1), 27–54.
  36. Stochastic Solution of Space-Time Fractional Diffusion Equations (mit Mark M. Meerschaert, David A. Benson und Boris Baeumer, 2002).
    Physical Review E, 65, 041103.
  37. Governing Equations and Solutions of Anomalous Random Walk Limits (mit Mark M. Meerschaert, David A. Benson und Peter Becker-Kern, 2002).
    Physical Review E, 66, 060102.
  38. Hausdorff Dimension of Operator Stable Sample Path (mit Peter Becker-Kern und Mark M. Meerschaert, 2003).
    Monatshefte der Mathematik, 140(2), 91–101.
  39. Precise Asymptotics in Spitzer’s and Baum-Katz Law of Large Numbers: The Semistable Case (2003).
    Journal of Mathematical Analysis and Applications, 288(1), 285–298.
  40. The Operator ν-Stable Laws (mit Tomasz J. Kozubowski und Mark M. Meerschaert, 2004).
    Publicationes Mathematicae Debrecen, 63(4), 569–585.
  41. Limit Theorems for Coupled Continuous Time Random Walks (mit Peter Becker-Kern und Mark M. Meerschaert, 2004).
    Annals of Probability, 32(1B), 730–756.
  42. A Limit Theorem for Continuous Time Random Walks With Two Time Scales (mit Peter Becker-Kern und Mark M. Meerschaert, 2004).
    Journal of Applied Probability, 41(2), 455–466.
  43. Limit Theorems for Continuous Time Random Walks With Infinite Mean Waiting Times (mit Mark M. Meerschaert, 2004).
    Journal of Applied Probability, 41(3), 623–638.
  44. On Multiple-Particle Continuous Time Random Walks (mit Peter Becker-Kern, 2004).
    Journal of Applied Mathematics, 2004(3), 213–233.
  45. Limiting Behavior of Weighted Sums of Heavy-Tailed Random Vectors and Applications (mit Chen Pingyan, 2004).
    Probability and Mathematical Statistics, 24(2), 281–295.
  46. Vector Grünwald Formula for Fractional Derivatives (mit Mark M. Meerschaert und Jeff Mortensen, 2004).
    Journal of Fractional Calculus and Applied Analysis, 7(1), 61–81.
  47. Operator Geometric Stable Laws (mit Tomasz J. Kozubowski, Mark M. Meerschaert und Anna K. Panorska, 2005).
    Journal of Multivariate Analysis, 92(2), 298–323.
  48. Limit Theorems for Continuous Time Random Walks With Slowly Varying Waiting Times (mit Mark M. Meerschaert, 2005).
    Statistics and Probability Letters, 71(1), 15–22.
  49. Limiting Behavior of Weighted Sums of Heavy-Tailed Random Vectors (mit Chen Pingyan, 2005).
    Publicationes Mathematicae Debrecen, 66, 137–151.
  50. How to Find Stability in a Purely Semistable Context (mit Peter Becker-Kern, 2005).
    Yokohama Mathematical Journal, 51(2), 75–88.
  51. Finite Difference Methods for Two-Dimensional Fractional Dispersion Equation (mit Mark M. Meerschaert und Charles Tadjeran, 2005).
    Journal of Computational Physics, 211(1), 249–261.
  52. A Second-Order Accurate Numerical Approximation for the Fractional Diffusion Equation (mit Charles Tadjeran und Mark M. Meerschaert, 2005).
    Journal of Computational Physics, 213(1), 205–213.
  53. On Using Random Walks to Solve the Space-Fractional Advection-Dispersion Equations (mit Zhang Yong, David A. Benson und Mark M. Meerschaert, 2006).
    Journal of Statistical Physics, 123, 89–110.
  54. Stochastic Model for Ultraslow Diffusion (mit Mark M. Meerschaert, 2006).
    Stochastic Processes and Their Applications, 116(9), 1215–1235.
  55. Aquifer Operator-Scaling and the Effect on Solute Mixing and Dispersion (mit David A. Benson, Mark M. Meerschaert und Boris Baeumer, 2006).
    Water Resources Research, 42(1), 1–18.
  56. Random Walk Approximation of Fractional-Order Multiscaling Anomalous Diffusion (mit Yong Zhang, David A. Benson, Mark M. Meerschaert und Eric M. LaBolle, 2006).
    Physical Review E, 74, 026706.
  57. Operator Scaling Stable Random Fields (mit Hermine Biermé und Mark M. Meerschaert, 2007).
    Stochastic Processes and Their Applications, 117(3), 312–332.
  58. Fourier Series Approximation of Linear Fractional Stable Motion (mit Hermine Biermé, 2008).
    Journal of Fourier Analysis and Applications, 14, 180–202.
  59. Triangular Array Limits for Continuous Time Random Walks (mit Mark M. Meerschaert, 2008).
    Stochastic Processes and Their Applications, 118(9), 1606–1633.
  60. Transport of Conservative Solutes in Simulated Fracture Networks 2. Ensemble Solute Transport and the Correspondence to Operator-Stable Limit Distributions (mit Donald M. Reeves, David A. Benson und Mark M. Meerschaert, 2008).
    Water Resources Research, 44(5), W05410.
  61. Cluster Continuous Time Random Walks (mit Agnieszka Jurlewicz und Mark M. Meerschaert, 2011).
    Studia Mathematica, 205(1), 13–30.
  62. Multi-Operator Scaling Random Fields (mit Hermine Biermé und Céline Lacaux, 2011).
    Stochastic Processes and Their Applications, 121(11), 2642–2677.
  63. Application of Operator-Scaling Anisotropic Random Fields to Binary Mixtures (mit Denis Anders, Alexander Hoffmann und Kerstin Weinberg, 2011).
    Philosophical Magazine, 91(29), 3766–3792.
  64. Clustered Continuous-Time Random Walks: Diffusion and Relaxation Consequences (mit Karina Weron, Aleksander Stanislavsky, Agnieszka Jurlewicz und Mark M. Meerschaert, 2012).
    Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 468(2142), 1615–1628.
  65. Fractional Governing Equations for Coupled Random Walks (mit Agnieszka Jurlewicz, Peter Kern und Mark M. Meerschaert, 2012).
    Computers and Mathematics With Applications, 64(10), 3021–3036.
  66. Tauberian Theorems for Matrix Regular Variation (mit Mark M. Meerschaert, 2013).
    Transactions of the American Mathematical Society, 365(4), 2207–2221.
  67. Simulation of Infinitely Divisible Random Fields (mit Wolfgang Karcher und Evgeny Spodarev, 2013).
    Communications in Statistics: Simulation and Computation, 42(1), 215–246.
  68. Extreme Value Theory With Operator Norming (mit Mark M. Meerschaert und Stilian A. Stoev, 2013).
    Extremes, 16(4), 407–428.
  69. Parameter Estimation for Operator Scaling Random Fields (mit Chae Y. Lim und Mark M. Meerschaert, 2014).
    Journal of Multivariate Analysis, 123, 172–183.
  70. Limit Theorems and Governing Equations for Lévy Walks (mit Marcin Magdziarz, Peter Straka und Piotr Żebrowski, 2015).
    Stochastic Processes and Their Applications, 125(11), 4021–4038.
  71. Applications of Inverse Tempered Stable Subordinators (mit Mahmoud S. Alrawashdeh, James F. Kelly und Mark M. Meerschaert, 2017).
    Computers and Mathematics With Applications, 73(6), 892–905.
  72. Implicit Extremes and Implicit Max-Stable Laws (mit Stilian A. Stoev, 2017).
    Extremes, 20(2), 265–299.
  73. On Joint Sum/Max Stability and Sum/Max Domains of Attraction (mit Katharina Hees, 2018).
    Probability and Mathematical Statistics, 38(1), 157–189.
  74. Coupled Continuous Time Random Maxima (mit Katharina Hees, 2018).
    Extremes, 21(2), 235–259.
  75. Operator-Stable and Operator-Self-Similar Random Fields (mit Dustin Kremer, 2019).
    Stochastic Processes and Their Applications, 129(10), 4082–4107.
  76. Multi Operator-Stable Random Measures and Fields (mit Dustin Kremer, 2019).
    Stochastic Models, 35(4), 429–468.
  77. Theory of Generalized Discrepancies on a Ball of Arbitrary Finite Dimensions and Algorithms for Finding Low-Discrepancy Point Sets (mit Amna Ishtiaq und Volker Michel, 2019).
    GEM – International Journal on Geomathematics, 10, 21.
  78. Multivariate Stochastic Integrals With Respect to Independently Scattered Random Measures on δ-Rings (mit Dustin Kremer, 2019).
    Publicationes Mathematicae Debrecen, 95(1–2), 39–66.
  79. About Atomless Random Measures on δ-Rings (mit Dustin Kremer, 2020).
    Statistics and Probability Letters, 164, 108805.
  80. Multivariate Tempered Stable Random Fields (mit Dustin Kremer, 2021).
    Journal of Mathematical Analysis and Applications, 503(2), 125347.
  81. Operator-Stable-Like Processes (mit Alexander Schnurr und Daniel Schulte, 2023).
    Stochastic Analysis and Applications, 41(2), 185–213.
  82. Semistable Distributions as Marginals of Operator Stable Laws (mit Peter Kern, im Erscheinen).
    Statistics and Probability Letters.

Dissertation und Habilitationsschrift

  1. Anziehungsbereiche stabiler Wahrscheinlichkeitsmaße auf stratifizierbaren Lie–Gruppen.
    Dissertation, Universität Dortmund, 1992.
  2. Multivariable R-O Variation and Generalized Domains of Semistable Attraction.
    Habilitationsschrift, Universität Dortmund, 1997.
Aktualisiert via XIMS am 30.5.2025 von R. Mey
 
 
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