Stochastische Analysis und Finanzstochastik (WS
2019/2020, SS 2024)
Risikotheorie (SS 2019, WS 2022/23)
Random Matrices and Random Schrödinger Operators (SS
2019)
Preprints
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]
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 del'Institut Henri Poincaré: Probabilités etStatistiques, 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
Proceedings
Time-separated stochastic mechanics for simulating
the visco-elastic response of construction parts Proceedings in Applied Mathematics and Mechanics,
PAMM, Vol. 20, e202000073 (2021)
P. Junker and J. Nagel
An analytical approach to the accurate modeling of
visco-elasticmaterials with stochastic microstructure Proceedings in Applied Mathematics and Mechanics,
PAMM, Vol. 18, e201800045 (2018)
P. Junker and J. Nagel
Modeling the behavior of elastic materials with
stochastic microstructure Conference on Computational Plasticity, COMPLAS,
296-307 (2017)
P. Junker and J. Nagel
On a relaxation approach tomodeling the stochastic
behavior of elastic materials Proceedings in Applied Mathematics and Mechanics,
PAMM, Vol. 17, 419-420 (2017)
P. Junker and J. Nagel
