Publications Holger Kösters
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M. Kieburg and H. Kösters.
Exact relation between singular value and eigenvalue statistics.
Random Matrices Theory Appl. 5 1650015 (57 pages), 2016.
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F. Götze, H. Kösters and A. N. Tikhomirov.
Asymptotic global spectra of products of independent random matrices and free probability.
Random Matrices Theory Appl. 4 1550005 (85 pages), 2015.
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M. Baake, H. Kösters and R. V. Moody.
Diffraction theory of point processes: systems with clumping and repulsion.
J. Stat. Phys. 159, no. 4, 915-936, 2015.
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S. Bobkov, G. Chistyakov and H. Kösters.
The Entropic Erdős-Kac Limit Theorem.
J. Theor. Probab. 28, no. 4, 1520-1555, 2014.
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M. Baake and H. Kösters.
Random point sets and their diffraction.
Philosophical Magazine 91, no. 19, 2671-2679, 2011.
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H. Kösters.
Characteristic polynomials of sample covariance matrices.
J. Theor. Probab. 24, no. 2, 545-576, 2011.
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H. Kösters.
Asymptotics of characteristic polynomials of Wigner matrices at the edge
of the spectrum.
Asymptot. Anal. 69, no. 3-4, 233-248, 2010.
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H. Kösters.
On the occurrence of the sine kernel in connection with the shifted moments
of the Riemann zeta function.
J. Number Theory 130, no. 11, 2596-2609, 2010.
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H. Kösters.
Characteristic polynomials of sample covariance matrices:
the non-square case.
Cent. Eur. J. Math. 8, no. 4, 763-779, 2010.
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F. Götze and H. Kösters.
On the second-order correlation function of the characteristic polynomial
of a Hermitian Wigner matrix,
Communications in Mathematical Physics 285, no. 3, 1183-1205, 2009.
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J.-D. Deuschel and H. Kösters.
The quenched invariance principle for random walks in random environments
admitting a bounded cycle representation,
Ann. Inst. Henri Poincaré Probab. Stat. 44, no. 3, 574-591, 2008.
- H. Kösters.
On the second-order correlation function of the characteristic
polynomial of a real symmetric Wigner matrix.
Electron. Commun. Probab. 13, 435-447, 2008.
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Holger Kösters.
Fluctuations of the free energy in the diluted SK-model.
Stochastic Process. Appl. 116, no. 9, 1254-1268, 2006.
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Holger Kösters.
Ratio prophet inequalities for the general Sn/n problem.
Sequential Anal. 25, no. 1, 45-57, 2006.
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Holger Kösters.
Difference prophet inequalities for [0,1]-valued i.i.d. random variables
with cost for observations.
Ann. Probab. 32, no. 4, 3324-3332, 2004.
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Holger Kösters.
A note on multiple stopping rules.
Optimization 53, no. 1, 69-75, 2004.