@incollection{BozakovSander2013, author = {Bozakov, Zdravko and Sander, Volker}, title = {OpenFlow: A Perspective for Building Versatile Networks}, series = {Network-Embedded Management and Applications}, booktitle = {Network-Embedded Management and Applications}, publisher = {Springer}, address = {New York, NY}, isbn = {978-1-4419-6769-5}, doi = {10.1007/978-1-4419-6769-5_11}, pages = {217 -- 245}, year = {2013}, language = {en} } @article{HuckJollyWagneretal.2011, author = {Huck, Christina and Jolly, Christina and Wagner, Patrick and Poghossian, Arshak and Sch{\"o}ning, Michael Josef}, title = {One-chip integrated dual amperometric/field-effect sensor for the detection of dissolved hydrogen}, series = {Procedia Engineering. 25 (2011)}, journal = {Procedia Engineering. 25 (2011)}, publisher = {Elsevier}, address = {Amsterdam}, isbn = {1877-7058}, pages = {1161 -- 1164}, year = {2011}, language = {en} } @article{MuellerVeggianBeuscherHaennietal.1978, author = {M{\"u}ller-Veggian, Mattea and Beuscher, H. and Haenni, D. R. and Gono, Y.}, title = {On-line experiments with the orange-β-spectrometer}, series = {Annual report 1977 / Institut f{\"u}r Kernphysik Kernforschungsanlage J{\"u}lich}, journal = {Annual report 1977 / Institut f{\"u}r Kernphysik Kernforschungsanlage J{\"u}lich}, publisher = {Verlag des Forschungszentrums J{\"u}lich}, address = {J{\"u}lich}, pages = {51 -- 52}, year = {1978}, language = {en} } @article{PieronekKleefeld2024, author = {Pieronek, Lukas and Kleefeld, Andreas}, title = {On trajectories of complex-valued interior transmission eigenvalues}, series = {Inverse problems and imaging : IPI}, volume = {18}, journal = {Inverse problems and imaging : IPI}, number = {2}, publisher = {AIMS}, address = {Springfield, Mo}, issn = {1930-8337 (Print)}, doi = {10.3934/ipi.2023041}, pages = {480 -- 516}, year = {2024}, abstract = {This paper investigates the interior transmission problem for homogeneous media via eigenvalue trajectories parameterized by the magnitude of the refractive index. In the case that the scatterer is the unit disk, we prove that there is a one-to-one correspondence between complex-valued interior transmission eigenvalue trajectories and Dirichlet eigenvalues of the Laplacian which turn out to be exactly the trajectorial limit points as the refractive index tends to infinity. For general simply-connected scatterers in two or three dimensions, a corresponding relation is still open, but further theoretical results and numerical studies indicate a similar connection.}, language = {en} } @article{ReisselQuell1996, author = {Reißel, Martin and Quell, P.}, title = {On the Vanishing Displacement Current Limit for Eddy-Current Problems / Quell, P. ; Reißel, M.}, series = {ZAMM - Zeitschrift f{\"u}r Angewandte Mathematik und Mechanik. 76 (1996), H. S2}, journal = {ZAMM - Zeitschrift f{\"u}r Angewandte Mathematik und Mechanik. 76 (1996), H. S2}, isbn = {0044-2267}, pages = {649 -- 650}, year = {1996}, language = {en} } @article{Stulpe1992, author = {Stulpe, Werner}, title = {On the Representation of Quantum Mechanics on Phase Space}, series = {International Journal of Theoretical Physics. 31 (1992), H. 9}, journal = {International Journal of Theoretical Physics. 31 (1992), H. 9}, isbn = {1572-9575}, pages = {1785 -- 1795}, year = {1992}, language = {en} } @article{Stulpe1998, author = {Stulpe, Werner}, title = {On the Representation of Quantum Mechanics on a Classical Sample Space}, series = {International Journal of Theoretical Physics. 37 (1998), H. 1}, journal = {International Journal of Theoretical Physics. 37 (1998), H. 1}, isbn = {1572-9575}, pages = {349 -- 356}, year = {1998}, language = {en} } @article{Gaigall2023, author = {Gaigall, Daniel}, title = {On the applicability of several tests to models with not identically distributed random effects}, series = {Statistics : A Journal of Theoretical and Applied Statistics}, volume = {57}, journal = {Statistics : A Journal of Theoretical and Applied Statistics}, publisher = {Taylor \& Francis}, address = {London}, isbn = {0323-3944}, issn = {1029-4910}, doi = {10.1080/02331888.2023.2193748}, pages = {14 Seiten}, year = {2023}, abstract = {We consider Kolmogorov-Smirnov and Cram{\´e}r-von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application.}, language = {en} } @article{GrotendorstJansenSchoberth1993, author = {Grotendorst, Johannes and Jansen, Paul and Schoberth, Siegfried}, title = {On Solving the McConnell Equations in Biochemistry / Grotendorst, Johannes ; Jansen, Paul ; Schoberth, Siegfried}, series = {MapleTech. 1 (1993)}, journal = {MapleTech. 1 (1993)}, isbn = {1061-5733}, pages = {56 -- 62}, year = {1993}, language = {en} } @article{Dikta1998, author = {Dikta, Gerhard}, title = {On Semiparametric Random Censorship Models}, series = {Journal of Statistical Planning and Inference. 66 (1998), H. 2}, journal = {Journal of Statistical Planning and Inference. 66 (1998), H. 2}, isbn = {0378-3758}, pages = {253 -- 279}, year = {1998}, language = {en} } @phdthesis{Gaigall2023, author = {Gaigall, Daniel}, title = {On selected problems in multivariate analysis}, doi = {10.15488/14304}, pages = {17 Seiten}, year = {2023}, abstract = {Selected problems in the field of multivariate statistical analysis are treated. Thereby, one focus is on the paired sample case. Among other things, statistical testing problems of marginal homogeneity are under consideration. In detail, properties of Hotelling's T² test in a special parametric situation are obtained. Moreover, the nonparametric problem of marginal homogeneity is discussed on the basis of possibly incomplete data. In the bivariate data case, properties of the Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on the basis of partly not identically distributed data are investigated. Similar testing problems are treated within the scope of the application of a result for the empirical process of the concomitants for partly categorial data. Furthermore, testing changes in the modeled solvency capital requirement of an insurance company by means of a paired sample from an internal risk model is discussed. Beyond the paired sample case, a new asymptotic relative efficiency concept based on the expected volumes of multidimensional confidence regions is introduced. Besides, a new approach for the treatment of the multi-sample goodness-of-fit problem is presented. Finally, a consistent test for the treatment of the goodness-of-fit problem is developed for the background of huge or infinite dimensional data.}, language = {en} } @article{ReisselHerbstGottschalketal.2008, author = {Reißel, Martin and Herbst, Michael and Gottschalk, Swen and Hardelauf, Horst}, title = {On preconditioning for a parallel solution of the Richards equation / Herbst, Michael ; Gottschalk, Swen ; Reißel, Martin ; Hardelauf, Horst ; Kasteel, Roy ; Javaux, Matthieu ; Vanderborght, Jan ; Vereecken, Harry}, series = {Computers \& Geosciences. 34 (2008), H. 12}, journal = {Computers \& Geosciences. 34 (2008), H. 12}, isbn = {0098-3004}, pages = {1958 -- 1963}, year = {2008}, language = {en} } @article{BaringhausGaigall2017, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On Hotelling's T² test in a special paired sample case}, series = {Communications in Statistics - Theory and Methods}, volume = {48}, journal = {Communications in Statistics - Theory and Methods}, number = {2}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-415X}, doi = {10.1080/03610926.2017.1408828}, pages = {257 -- 267}, year = {2017}, abstract = {In a special paired sample case, Hotelling's T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.}, language = {en} } @article{StulpeBugajskiHellwig1998, author = {Stulpe, Werner and Bugajski, S. and Hellwig, K.-E.}, title = {On Fuzzy Random Variables and Statistical Maps. Bugajski, S.; Hellwig, K.-E.; Stulpe, W.}, series = {Reports on Mathematical Physics. 41 (1998), H. 1}, journal = {Reports on Mathematical Physics. 41 (1998), H. 1}, isbn = {0034-4877}, pages = {1 -- 11}, year = {1998}, language = {en} } @inproceedings{Gaigall2022, author = {Gaigall, Daniel}, title = {On Consistent Hypothesis Testing In General Hilbert Spaces}, publisher = {Avestia Publishing}, address = {Orl{\´e}ans, Kanada}, doi = {10.11159/icsta22.157}, pages = {Paper No. 157}, year = {2022}, abstract = {Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cram{\´e}rvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential L{\´e}vy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.}, language = {en} } @article{Grotendorst2011, author = {Grotendorst, Johannes}, title = {On calculating the rate of linear convergence of non-linear transformed sequences}, series = {Proceeding SNC '11 Proceedings of the 2011 International Workshop on Symbolic-Numeric Computation}, journal = {Proceeding SNC '11 Proceedings of the 2011 International Workshop on Symbolic-Numeric Computation}, publisher = {ACM}, address = {New York, NY}, isbn = {978-1-4503-0515-0}, pages = {24 -- 33}, year = {2011}, language = {en} } @article{BaringhausGaigall2015, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On an independence test approach to the goodness-of-fit problem}, series = {Journal of Multivariate Analysis}, volume = {2015}, journal = {Journal of Multivariate Analysis}, number = {140}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0047-259X}, doi = {10.1016/j.jmva.2015.05.013}, pages = {193 -- 208}, year = {2015}, abstract = {Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov-Smirnov and Cram{\´e}r-von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions.}, language = {en} } @article{BaringhausGaigall2019, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On an asymptotic relative efficiency concept based on expected volumes of confidence regions}, series = {Statistics - A Journal of Theoretical and Applied Statistic}, volume = {53}, journal = {Statistics - A Journal of Theoretical and Applied Statistic}, number = {6}, publisher = {Taylor \& Francis}, address = {London}, issn = {1029-4910}, doi = {10.1080/02331888.2019.1683560}, pages = {1396 -- 1436}, year = {2019}, abstract = {The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.}, language = {en} } @article{Reissel1992, author = {Reißel, Martin}, title = {On a transmission boundary-value problem for the time-harmonic Maxwell equations without displacement currents / Martin Reissel}, pages = {19 S.}, year = {1992}, language = {en} } @article{Reissel1993, author = {Reißel, Martin}, title = {On a Transmission Boundary Value Problem for the Time-Harmonic Maxwell Equations without Displacement Currents / Martin Reissel}, series = {SIAM Journal on Mathematical Analysis. 24 (1993), H. 6}, journal = {SIAM Journal on Mathematical Analysis. 24 (1993), H. 6}, isbn = {0036-1410}, pages = {1440 -- 1457}, year = {1993}, language = {en} }