Inhaltsverzeichnis - Mathematisches Institut der Universität zu Köln

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Hella Timmermann Universität zu Köln On sequential detection of a gradual change DMV Tagung 2011 - Köln, 19. - 22. September We will describe and analyze some sequential monitoring procedures for detecting a gradual change in the drift parameter of a general stochastic process satisfying a certain (weak) invariance principle. It is shown that the tests can be constructed such that the false alarm rate attains a prescribed level and that the tests have asymptotic power one. A more precise analysis of the procedures under the alternative proves that the stopping times, suitably normalized, have a standard normal limit distribution. A few results from a small simulation study are also presented in order to give an idea of the finite sample behavior of the suggested procedures. Literatur Steinebach, J. and Timmermann, H. (2011). Sequential testing of gradual changes in the drift of a stochastic process. Journal of Statistical Planning and Inference, 141, 2682-2699. Martin Wendler Ruhr-Universität Bochum Strong invariance principle for the generalized quantile process under dependence A strong invariance principle for the empirical distribution function (the approximation by a Kiefer-Müller process) has been established by Berkes and Philipp (1977) for dependent data. We extend this results to the empirical U-process (the empirical process of the values h(Xi,Xi) for a bivariate, symmetric function h). With the help of a generalized Bahadur representation, it follows that such a strong invariance principle also holds for the empirical U-quantile process and consequently for GL-statistics (linear combination of U-quantiles). GL-statistics have applications in robust estimation and robust change point detection. We obtain the functional central limit theorem and the functional law of the iterated logarithm for GL-statistics under dependence as straightforward corollaries. 90
Sektion 10 Geometrie und Topologie Christian Bär (Potsdam), Hansjörg Geiges (Köln) DMV Tagung 2011 - Köln, 19. - 22. September Christian Becker Fiber integration for Cheeger-Simons differential characters 94 Ruth Kellerhals Small hyperbolic orbifolds, scissors congruence and arithmetic 94 Rolfdieter Frank Eine einfache Formel für das Volumen beliebiger Hyperebenenschnitte des n-dimensionalen Würfels Bernd Hanke Positive scalar curvature, K-area and essentialness 94 Ivan Izmestiev Infinitesimal rigidity of convex surfaces and variations of the Hilbert-Einstein functional Ines Kath Indefinite extrinsic symmetric spaces 95 Christoph Böhm Ricci flow in higher dimensions 95 Wolfgang Lück On the Farrell-Jones Conjecture 95 Stefan Müller Continuous Hamiltonian and contact dynamics 96 Frank Pfäffle On torsion, gravity and the spectral action principle 96 Thomas Schick Metrics of positive scalar curvature: existence and classification 96 Felix Schlenk From symplectic geometry to number theory? 97 Rolf Sulanke Möbius Geometrie mit Mathematica 97 Andreas Thom L 2 -Invariants for groups and manifolds 97 94 95 91
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Inhaltsverzeichnis - Mathematisches Institut der Universität zu Köln

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