• 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
  

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