Alexander Klump

E-Mail: für Mailadresse hier klicken

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Publications:

• Klump, Alexander; Savov, Mladen: Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions, ArXiv-Preprint (2023)
• Klump, Alexander; Kolb, Martin: An elementary approach to the inverse first-passage time problem for soft-killed Brownian motion, To appear in Journal of Applied Probability (2023)
• Klump, Alexander: The inverse first-passage time problem as hydrodynamic limit of a particle system, Methodology and Computing in Applied Probability (2023)
• Klump, Alexander; Kolb, Martin: Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary, Theory of Probability and its Applications (2023)
• Klump, Alexander: The classical and the soft-killing Inverse First-Passage Time Problem: a stochastic order approach, Ph.D. Thesis - Paderborn University, (2022)

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Simulations:

• The Lower Invariant Process: JavaScript-Simulation
• Brownian Motion via Donsker's Theorem: JavaScript-Simulation
• Simulation of the solution of the inverse first-passage time problem for reflected Brownian motion: embedded R-Script
• Simulation of the process of Figure 1 from The inverse first-passage time problem as hydrodynamic limit of a particle system(2023): JavaScript-Simulation

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Talks:

• 21.04.2023/The 24th Conference of the Romanian Society of Probability and Statistics/Bucharest: The inverse first-passage time problem as hydrodynamic limit of a particle system, slides
• 27.03.2023/Recent Developments in Stochastic Processes 2023/Sofia: The inverse first-passage time problem as hydrodynamic limit of a particle system, slides
• 01.03.2023/IMI-BAS National Seminar on Probability and Statistics/Sofia: The inverse first-passage time problem for Brownian motion, slides
• 15.12.2022/Vortrag im Rahmen der mündlichen Promotionsprüfung/Paderborn: The classical and the soft-killing inverse first-passage time problem: A stochastic order approach
• 15.09.2022/DMV-Tagung 2022/Berlin: The classical and the soft-killing inverse first-passage time problem: A stochastic order approach, slides
• 19.08.2022/Westfälische Stochastiktage 2022/Paderborn: The classical and the soft-killing inverse first-passage time problem: A stochastic order approach, slides
• 16.07.2022/10th Summer school on Lévy Processes/Mannheim: The classical and the soft-killing inverse first-passage time problem for Brownian motion, slides
• 27.01.2022/Oberseminar Stochastik/Paderborn: An elementary approach to the inverse first-passage time problem for Brownian motion with soft-killing
• 05.05.2021/Oberseminar Stochastik/Paderborn: Uniqueness of the inverse first-passage time problem of reflected Brownian motion and the shape of the Shiryaev barrier
• 21.11.2019/Oberseminar Stochastik/Paderborn: Anulova's approach to the Shiryaev Problem and consequences
• 24.09.2019/DMV Studierendenkonferenz/Karlsruhe: A specific N particle system of Fleming Viot type, presentation
• 21.08.2019/IRTG summer school/Bielefeld: exponential convergence to quasistationary distribution and Q process, notes
• 29.05.2019/Science Day/Paderborn: Population model for cells with mutation and selection, presentation
• 06.02.2019/IMI-BAS National Seminar on Probability and Statistics/Sofia: A specific N particle system of Fleming Viot type - recurrence transience properties

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Lehre (Veranstaltungsassistenz):

• SS22: Stochastik 1
• WS21/22: Stochastik für Informatiker und Lehramtsstudierende
• SS21: Stochastische Prozesse, Fundamente der Stochastik 1
• WS20/21: Fundamente der Stochastik 2
• SS20: Stochastische Prozesse
• WS19/20: Fundamente der Stochastik 2
• SS19: Fundamente der Stochastik 1

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"Wäre es mir gelungen, dann hätte man mich gekrönt, so aber muß ich hinter Schloß und Riegel."

"For be a man’s intellectual superiority what it will, it can never assume the practical, available supremacy over other men, without the aid of some sort of external arts and entrenchments, always, in themselves, more or less paltry and base. This it is, that for ever keeps God’s true princes of the Empire from the world’s hustings; and leaves the highest honors that this air can give, to those men who become famous more through their infinite inferiority to the choice hidden handful of the Divine Inert, than through their undoubted superiority over the dead level of the mass."

"Muß ich, dachte er, durch das Geschwätz dieser niedrigsten Organe – sie geben selbst zu, es zu sein – mich noch mehr verwirren lassen? Sie reden doch jedenfalls von Dingen, die sie gar nicht verstehen. Ihre Sicherheit ist nur durch ihre Dummheit möglich. Ein paar Worte, die ich mit einem mir ebenbürtigen Menschen sprechen werde, werden alles unvergleichlich klarer machen als die längsten Reden mit diesen."

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