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Institute of Stochastics

Secretariat
Allianz-Gebäude (05.20)
Room 5A-23 und 5A-22

Address
Karlsruhe Institute of Technology
Institut für Stochastik
Kaiserstraße 89
D-76133 Karlsruhe, Germany

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: ++49 721 608 43265/ 43270

Fax.: ++49 721 608 46691/ 46066

Publications

Publikationen von Günter Last

1. G. Last: "Some remarks on conditional distributions for point processes",
Stochastic Process. Appl. 34, 121-135, 1990.

2. G. Last: "On Bayes' formula for doubly stochastic point processes on the real half-line",
Statistics 22, 431-448, 1991.

3. G. Last: "On dependent marking and thinning of point processes",
Stochastic Process. Appl. 45, 73-94, 1993.

4. A. Brandt and G. Last : "On the pathwise comparison of jump processes driven by stochastic intensities", Mathematische Nachrichten 167, 21-42, 1994.

5. G. Last: "Filtering of derived point processes",
Stochastic Process. Appl. 49, 297-330, 1994.

6. G. Last: "Predictable projections for point process filtrations",
Probability Theory and Related Fields 99, 361-388, 1994.

7. G. Last and R. Schassberger: "A flow conservation law for surface processes",
Advances in Applied Probability 28, 13 - 28, 1996.

8. G. Last: "Coupling with compensators",
Stochastic Process. Appl. 65, 147 - 170, 1996.

9. S. Foss and G. Last: "Stability of polling systems with exhaustive service policies and state dependent routing", Annals of Applied Probability 6, 116 - 137, 1996.

10. G. Last and R. Schassberger: "On the distribution of the spherical contact vector of stationary grain models", Advances in Applied Probability 30, 36 - 52, 1998.

11. G. Last and R. Szekli: "Stochastic comparison of repairable systems by coupling",
Journal of Applied Probability 35, 348 - 370, 1998.

12.S. Foss and G. Last: "On the stability of greedy polling systems with general service policies",
Probability in the Engineering and Informational Sciences 12, 49 - 68, 1998.

13. G. Last and R. Szekli: "Asymptotic and monotonicity properties of some repairable systems",
Advances in Applied Probability 30, 1089-1110, 1998.

14. G. Last and R. Szekli: "Time and Palm stationarity of repairable systems",
Stochastic Processes and their Applications 79, 17-43, 1999.

15. G. Last and M. Holtmann : "On the empty space function of some germ-grain models",
Pattern Recognition 32, 1587-1600, 1999.

16. T. Konstantopoulos and G. Last: "On the use of Lyapunov function methods in renewal theory", Stochastic Processes and their Applications 79, 165-178, 1999.

17. G. Last and H. Stamer: "Recurrence and transience properties of some neural networks: an approach via fluid limit models",
Queueing Systems, 32, 99-130, 1999.

18. G. Last and R. Schassberger: "On stationary stochastic flows and Palm probabilities of surface processes",
Annals of Applied Probability, 10, 463-492, 2000.

19. D. Hug and G. Last: "On support measures in Minkowski spaces and contact distributions in stochastic geometry", Annals of Probability, 28, 796-850, 2000.

20. T. Konstantopoulos and G. Last: "On the dynamics and performance of stochastic fluid systems",
Journal of Applied Probability, 37, 652-667, 2000.

21. G. Last and R. Schassberger: "On the second derivative of the spherical contact distribution function of smooth grain models",
Probability Theory and Related Fields, 121, 49-72, 2001.

22. G. Last and R. Szekli: "Moments and Blackwell's convergence for repairable systems with heavy tailed lifetimes", Markov Processes and Related Fields, 7, 469-490, 2001.

23. Y.M. Kabanov and G. Last: "Hedging under transaction costs in currency markets: a continuous-time model", Mathematical Finance, 12, 63-70, 2002.

24. D. Hug, G. Last and W. Weil: "Generalized contact distributions of inhomogeneous Boolean models",
Advances in Applied Probability, 34, 21-47, 2002.

25. D. Hug, G. Last and W. Weil: "A survey on contact distributions", Morphology of Condensed Matter. Physics and Geometry of Spatially Complex Systems. (K. Mecke, D. Stoyan, eds.), Lecture Notes in Physics, 317-357, Springer, Berlin, 2002.

26. D. Hug, G. Last and W. Weil: "Distance measurements on processes of flats",
Advances in Applied Probability, 35, 70-95, 2003.

27. Y.M. Kabanov and G. Last: "Hedging in a model with transaction costs",
Proceedings of Steklov Institute of Mathematics, 237, 208-214, 2003.

28. M. Heveling, D. Hug and G. Last (2004): "Does parallel volume imply convexity?",
Mathematische Annalen, 328, 469-479.

29. D. Hug, G. Last and W. Weil (2004): "A local Steiner-type formula for general closed sets and applications", Mathematische Zeitschrift, 246, 237-272.

30. G. Last (2004): "Ergodicity properties of stress release, repairable system and workload models",
Advances in Applied Probability, 36, 471-498.

31. T. Konstantopoulos, G. Last and S. Lin (2004): "On a class of Lévy stochastic networks",
Queueing Systems, 46, 409-437.

32. D. Daley and G. Last (2004): "Descending chains, the lilypond model, and mutual nearest neighbour matching", Advances in Applied Probability, 37, 604-628.

33. M. Heveling and G. Last (2005): "Characterization of Palm measures via bijective point-shifts", Annals of Probability 33, 1698-1715. pdf

34. D. Hug, G. Last and W. Weil (2006): "Polynomial parallel volume, convexity and contact distributions of random sets",
Probability Theory and Related Fields, 135, 169-200.

35. M. Heveling and G. Last (2006): "Existence, uniqueness and algorithmic computation of general lilypond systems", Random Structures & Algorithms, 29, 338-350.

36. G. Last (2006): "Stationary partitions and Palm probabilities",
Advances in Applied Probability, 38, 602-620.

37. G. Last (2006): "On mean curvature functions of Brownian paths",
Stochastic Processes and their Applications, 116, 1876-1891.

38. V. Baumstark and G. Last (2007): "Some distributional results for Poisson Voronoi tessellations",
Advances in Applied Probability 39, 16-40.

39. M. Heveling and G. Last (2007): "Point shift characterization of Palm measures on Abelian groups", Electronic Journal of Probability, 12, 122-137. pdf

40. K. Borovkov and G. Last (2008): "On level crossings for a general class of piecewise-deterministic Markov processes",
Advances in Applied Probability 40, 815-834.

41. G. Last and H. Thorisson (2009): "Invariant transports of stationary random measures and mass-stationarity", Annals of Probability 37, 790-813. (electronic reprint in ArXiv)

42. V. Baumstark and G. Last (2009): "Gamma distributions for stationary Poisson flat processes".
Advances in Applied Probability 41, 911-939. pdf

43. J. Hoferer, L.M. Hoffmann, J. Goebbels, G. Last, W. Weil and G. Kasper (2009): "Reconstruction algorithms for the internal packing density distribution of fibrous filter media based on tomographic data".
Filtration 9, 147-154.

44. G. Last (2010): "Modern random measures: Palm theory and related models". New Perspectives in Stochastic Geometry (W. Kendall und I. Molchanov, eds.), Oxford University Press, 2010.

45. G. Last (2010): "Stationary random measures on homogeneous spaces".
Journal of Theoretical Probability 23, 478-497. DOI: 10.1007/s10959-009-0231-9. pdf

46. D. Gentner and G. Last (2011): "Palm pairs and the general mass transport principle".
Mathematische Zeitschrift 267, 695-716. An earlier version is available via arXiv:0902.0068v2.

47. G. Last and M. Penrose (2011): "Poisson process Fock space representation, chaos expansion and covariance inequalities".
Probability Theory and Related Fields. 150, 663-690.
DOI: 10.1007/s00440-010-0288-5. An earlier version is available via arXiv:0909.3205v1.

48. G. Last and H. Thorisson (2011): "Characterization of mass-stationarity by Bernoulli and Cox transports". Communications on Stochastic Analysis 5, 251-269. pdf

49. G. Last and H. Thorisson (2011): "What is typical?"
Journal of Applied Probability 48A (Special Volume), 379-390. An earlier version is available via arXiv:1103.0092v1

50. J. Kampf, G. Last and I. Molchanov (2011): "On the convex hull of symmetric stable processes".
To appear in Proceedings of the American Mathematical Society. An older, less general, version is available via arXiv:1004.1534v1

51. C. Bordenave, S. Foss and G. Last (2011): "On the greedy walk problem".
Queueing Systems: Theory and Applications 68, 333-338. An earlier version is available here: pdf

52. G. Last and M. Penrose (2011): "Percolation and limit theory for the Poisson lilypond model".
To appear in Random Structures & Algorithms. An earlier version is available via arXiv:1008.0769v1

53. K.A. Borovkov and G. Last (2011): "On Rice's formula for stationary multivariate piecewise smooth processes".
To appear in Journal of Applied Probability. An earlier version is available via arXiv:1009.3885v1

54. G. Last and M. Penrose (2011): "Martingale representation for Poisson processes with applications to minimal variance hedging".
Stochastic Processes and their Applications, 121, 1588-1606. An earlier version is available via arXiv:1001.3972v1

55. G. Last and R. Szekli (2011): "Comparisons and asymptotics for empty space hazard functions of germ-grain models".
Adv. in Appl. Probab. 43, 943-962. An earlier version is available via arXiv:1012.3056v1



Preprints von Günter Last

  • G. Last, P. Mörters, H. Thorisson (2011): "Unbiased shifts of Brownian motion". arXiv:1112.5373v1


Bücher von Günter Last

  • G. Last und A. Brandt: "Marked Point Processes on the Real Line: The Dynamic Approach", Springer-Verlag, New York, 1995.

  • N. Henze und G. Last: "Mathematik für Wirtschaftsingenieure und für naturwissenschaftlich-technische Studiengänge", Band 1, Vieweg Verlag, 2. Überarbeitete und erweiterte Auflage 2005.

  • N. Henze und G. Last: "Mathematik für Wirtschaftsingenieure und für naturwissenschaftlich-technische Studiengänge", Band 2, Vieweg Verlag, 1. Auflage 2004.

Vorträge von Günter Last

  • "On the absence of percolation in the lilypond model", 6th German Open Conference on Probability and Stochastics, Karlsruhe, 23-26 April, 2004: pdf

  • "Palm measures and point stationarity", Workshop on spatial stochastic modelling, Edinburgh, 9-12 June, 2004: pdf

  • "On Boolean models with general compact particles", Gaussian Measure and Geometric Convexity, Snowbird, 18-23 July, 2004: pdf

  • "Filtering of marked point processes", National ICT Australia, Canberra, 20.07.2005: pdf

  • "On Palm measures of stationary spatial point processes": Stochastic Geometry and its Applications, 3-7 October 2005, University of Bern: pdf

  • "Stationary partitions and shift-coupling": Frankfurter Stochastik-Tage 2006, Frankfurt am Main, 14-17 March 2006: pdf

  • "Distributional properties of Poisson Voronoi tessellations", Prague Stochastics 2006, 22 August, 2006: pdf

  • "On level crossings of certain Markovian jump processes", Stochastic Networks and Related Topics, Bedlewo, 27.05-01.2007: pdf

  • "On the chaos expansion of Poisson functionals", 53rd Annual Meeting of the Australian Mathematical Society, Adelaide, 28.09-01.10.2009: pdf
  • "Gamma distributions in Poisson Voronoi and hyperplane tessellations", Spatial Network Models for Wireless Communications, Newton Institute Cambridge, 06.04.2010-09.04.2010: pdf
  • "Unbiased shifts of Brownian motion and balancing random measures", 10th German Probability and Statistics Days 2012, Stochastik-Tage Mainz, 06.-09.03.2012: pdf

Stand: 15.03.2012