Veröffentlichungen Holger Kösters


Veröffentlichungen (inklusive zur Veröffentlichung angenommener Arbeiten)

  • M. Kieburg and H. Kösters. Products of random matrices from polynomial ensembles. Ann. Inst. Henri Poincaré Probab. Stat.  55, no. 1, 98-126, 2019.
  • H. Kösters and A. Tikhomirov. Limiting spectral distributions of sums of products of non-Hermitian random matrices. Probab. Math. Statist.  38, no. 2, 359-384, 2018.
  • M. Kieburg and H. Kösters. Exact relation between singular value and eigenvalue statistics. Random Matrices Theory Appl.  5 1650015 (57 pages), 2016.
  • 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.
  • 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.
  • S. Bobkov, G. Chistyakov and H. Kösters. The Entropic Erdős-Kac Limit Theorem. J. Theor. Probab.  28, no. 4, 1520-1555, 2014.
  • M. Baake and H. Kösters. Random point sets and their diffraction. Philosophical Magazine  91, no. 19, 2671-2679, 2011.
  • H. Kösters. Characteristic polynomials of sample covariance matrices. J. Theor. Probab.  24, no. 2, 545-576, 2011.
  • H. Kösters. Asymptotics of characteristic polynomials of Wigner matrices at the edge of the spectrum. Asymptot. Anal.  69, no. 3-4, 233-248, 2010.
  • 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.
  • H. Kösters. Characteristic polynomials of sample covariance matrices: the non-square case. Cent. Eur. J. Math.  8, no. 4, 763-779, 2010.
  • 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.
  • 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.
  • H. Kösters. Fluctuations of the free energy in the diluted SK-model. Stochastic Process. Appl.  116, no. 9, 1254-1268, 2006.
  • H. Kösters. Ratio prophet inequalities for the general Sn/n problem. Sequential Anal.  25, no. 1, 45-57, 2006.
  • H. 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.
  • H. Kösters. A note on multiple stopping rules. Optimization  53, no. 1, 69-75, 2004.


Veröffentlichungen in Sammelbänden

  • F. Götze and H. Kösters. Convergence and asymptotic approximations to universal distributions in probability (Übersichtsarbeit), in: M. Baake, F. Götze and W. Hoffmann (Hrsg.), Spectral Structures and Topological Methods in Mathematics, European Mathematical Society, 2019, 1-28.



  • Yanik-Pascal Förster, Mario Kieburg and Holger Kösters. Polynomial Ensembles and Pólya Frequency Functions. Preprint, 2019. arXiv:1710.08794