Research Interests
- Random Walks in Random Environments
- Random Matrices
- Random Graphs
UA-Ruhr Probability Seminar
27.10.2025, Ruhr-Universität Bochum (
Poster)
Lehrveranstaltungen Wintersemester 2025/2026
- Lineare Algebra II
- Risikotheorie
- Oberseminar Stochastik und Analysis
Weitere Lehrveranstaltungen
- Lineare Algebra I (SS 2025)
- Perkolationstheorie (SS 2024)
- Markov-Ketten (SS 2022, SS 2025)
- Zufällige Matrizen (WS 2021/2022)
- Markov-Prozesse (SS 2021)
- Stochastik II (WS 2020/2021, WS 2023/24)
- Stochastik I (SS 2020, SS 2023)
- Stochastische Analysis und Finanzstochastik (WS
2019/2020, SS 2024)
- Risikotheorie (SS 2019, WS 2022/23)
- Random Matrices and Random Schrödinger Operators (SS
2019)
Preprints
- Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle
arXiv:2509.23814 [math.PR]
F. Gamboa, J. Nagel and A. Rouault
- Nonstandard large and moderate deviations for the
Laguerre ensemble
arXiv:2503.15347 [math.PR]
H. Götz and J. Nagel
- Central limit theorem for a random
walk on Galton-Watson trees with random conductances
arXiv:2410.08768 [math.PR]
T. Glatzel and J. Nagel
- On some gateways between sum rules
arXiv:2301.09473
[math.PR]
To appear in: Annales de la Faculté des Sciences de Toulouse
F. Gamboa, J. Nagel and A. Rouault
Peer-Reviewed Articles
- Sum rules via large
deviations: extension to polynomial potentials and the
multi-cut regime
Journal of Functional Analysis, Vol. 282 (3),
109307 (2022)
F. Gamboa, J. Nagel and A. Rouault
- The speed of random walk on Galton-Watson trees with
vanishing conductances
Electronic Journal of Probability, Vol. 26, 1-19
(2021)
T. Glatzel and J. Nagel
- A functional CLT for partial traces of
random matrices
Journal
of Theoretical Probability, Vol. 34, 953-974 (2021)
J. Nagel
- Random walk on barely supercritical branching random walk
Probability
Theory and Related Fields, Vol. 177, 1-53
(2020)
R. van der Hofstad, T. Hulshof and J. Nagel
- Modeling of viscoelastic structures with random
material properties using time-separated stochastic
mechanics
International
Journal for Numerical Methods in Engineering,
Vol. 121 (2), 308-333 (2020)
P. Junker and J. Nagel
- Sum rules and large deviations for
spectral matrix measures in the Jacobi ensemble
Random
Matrices: Theory and Applications, DOI: 10.1142/S2010326321500088 (2019)
F. Gamboa, J. Nagel
and A. Rouault
- A relaxation approach to modeling
the stochastic behavior of elastic materials
European
Journal of Mechanics-A/Solids, Vol. 73, 192-203
(2019)
P. Junker and J. Nagel
- Sum rules and large deviations for
spectral matrix measures
Bernoulli,
Vol. 25 (1), 712-741 (2019)
F. Gamboa, J. Nagel and A. Rouault
- The speed of biased random walk
among random conductances
Annales de l'Institut Henri Poincaré: Probabilités et Statistiques, Vol. 55 (2), 862-881 (2019)
N. Berger, N. Gantert and J. Nagel
- An analytical approach to modeling the stochastic
behavior of visco-elastic
materials
Journal
of Applied Mathematics and Mechanics, DOI: 10.1002/zamm.201700257 (2018)
P. Junker and J. Nagel
- Einstein relation and steady states
for the random conductance model
Annals
of Probability, Vol. 45 (4), 2533-2567 (2017)
N. Gantert, X. Guo and J. Nagel
- Sum rules and large deviations for
spectral measures on the unit circle
Random
Matrices: Theory and Applications, DOI: 10.1142/S2010326317500058 (2017)
F. Gamboa, J. Nagel and A. Rouault
- Sum rules via large deviations
Journal of Functional Analysis,
Vol. 270 (2), 509-559 (2016)
F. Gamboa, J. Nagel and A. Rouault
- Nonstandard limit
theorems and large deviations for the Jacobi
beta ensemble
Random Matrices: Theory and
Applications, DOI:
10.1142/S2010326314500129 (2014)
J. Nagel
- Distributions on matrix moment
spaces
Journal
of Multivariate Analysis, Vol. 131, 17-31 (2014)
H. Dette, M. Guhlich and J. Nagel
- Reconstructing the environment seen
by a RWRE
Electronic
Communications in Probability, Vol. 19 (27), 1-9
(2014)
N. Gantert and J. Nagel
- Distributions on unbounded moment
spaces and random moment sequences
Annals
of Probability, Vol. 40, 2690-2704 (2012)
H. Dette and J. Nagel
- Large deviations for random matricial moment problems
Journal
of Multivariate Analysis, Vol. 106, 17-35
(2012)
F. Gamboa, J. Nagel, A. Rouault and J. Wagener
- Matrix measures, random
moments and Gaussian ensembles
Journal of Theoretical probability,
DOI: 10.1007/s10959-011-0370-7 (2011)
H. Dette and J. Nagel
- Random block matrices generalizing
the classical Jacobi and Laguerre ensemble
Journal
of Multivariate Analysis, Vol. 101,
1884-1897 (2010)
H. Dette, M. Guhlich and J. Nagel
- Some asymptotic
properties of the spectrum of the Jacobi
ensemble
SIAM Journal on Mathematical
Analysis, Vol. 41, 1491-1507 (2009)
H. Dette and J. Nagel