Prof. Dr. rer. nat. Andreas Löpker
Prof. Dr. rer. nat. Andreas Harry Löpker
- Z 456
- +49 351 462 2412
Inhalte der Vorlesungen und OPAL-Link
Wir verwenden die Statistiksoftware JASP, um am Rechner Statistik zu betreiben, u.a.
- deskriptive Statistik (einfache Statistiken, Grafiken, Boxplots),
- induktive Statistik (Hypothesentests),
- multivariate Statistik (z.B. Clusteranalyse, Regression).
Link zur OPAL-Seite:
https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/43416485889?6
Wir verwenden die Programmiersprache R, um Statistik/Stochastik zu betreiben, u.a.
- klassische statistische Verfahren,
- Regression, Clusteranalyse,
- Monte-Carlo-Simulation.
Link zur OPAL-Seite:
https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/43416485889?6
Wir betrachten stochastische Prozesse, z.B.
- Markovketten,
- den Poisson-Prozess,
- Warteschlangenmodelle.
OPAL-Link:
https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/43416485890?5
Meine Vorlesungen
Sommersemester 2024
- Wahlpflichtmodul im Studiengang I42 - Wirtschaftsinformatik
im 4. Semester
- Pflichtmodul im Studiengang I47 - Angewandte Informatik
im 1. Semester in der Studienrichtung "Medieninformatik"
- Pflichtmodul im Studiengang I41 - Informatik
im 6. Semester - Pflichtmodul im Studiengang I42 - Wirtschaftsinformatik
im 6. Semester - Pflichtmodul im Studiengang I43 - Medieninformatik
im 6. Semester
- Pflichtmodul im Studiengang W72 - Wirtschaftsingenieurwesen
im 2. Semester
- Wahlpflichtmodul im Studiengang W71 - Betriebswirtschaft
im 4. Semester - Wahlpflichtmodul im Studiengang W72 - Wirtschaftsingenieurwesen
im 4. Semester - Wahlpflichtmodul im Studiengang W74 - International Business
im 4. Semester
Wintersemester 2024/25
- Pflichtmodul im Studiengang I42 - Wirtschaftsinformatik
im 3. Semester
- Pflichtmodul im Studiengang I48 - Verwaltungsinformatik
im 3. Semester - Pflichtmodul im Studiengang I42 - Wirtschaftsinformatik
im 3. Semester
- Pflichtmodul im Studiengang W71 - Betriebswirtschaft
im 1. Semester
- Wahlpflichtmodul im Studiengang W71 - Betriebswirtschaft
im 5. Semester - Wahlpflichtmodul im Studiengang W72 - Wirtschaftsingenieurwesen
im 5. Semester - Wahlpflichtmodul im Studiengang W74 - International Business
im 3. Semester
Zur Person
Interessengebiete
Stochastische Prozesse
- Markov Prozesse, Piecewise Deterministic Markov Processes
- Martingale
Angewandte Wahrscheinlichkeitstheorie
- Warteschlangentheorie
- Risk theory
- Erneuerungstheorie
- Analytische Methoden
Publikationen
Holmes, M., Fralix, B., Löpker, A.
"A Markovian Arrival Stream Approach to Stochastic Gene Expression in Cells"
Journal of Mathematical Biology (2023) 86:79
doi.org/10.1007/s00285-023-01913-9
Kella,O., Löpker, A.
"On binomial thinning and mixing"
Indagationes Mathematicae (Available online 24 September 2022)
doi.org/10.1016/j.indag.2022.09.003
Löpker, A.
"The Wei–Norman method for the infinite-server queue with phase-type arrivals."
Queueing Syst 100, 221–223 (2022). doi.org/10.1007/s11134-022-09784-5
Boxma, O., Löpker, A., Mandjes, M., Palmowski Z.
"A Multiplicative Version of the Lindley Recursion"
Queueing Syst (2021). doi.org/10.1007/s11134-021-09698-8
Boxma, O., Löpker, A., Mandjes, M.
"On two classes of reflected autoregressive processes"
Journal of Applied Probability 57.2 (2020)
Löpker, A.
"On the overflow time of a fluid model."
Mathematical Methods of Operations Research 84.1 (2016): 1-34.
Heidergott, B., Leahu, H., Löpker, A., & Pflug, G.
"Perturbation analysis of inhomogeneous finite Markov chains."
Advances in Applied Probability 48.1 (2016): 255-273.
Kerner, Yoav, and Andreas Löpker.
"On a Generalization of the Stationary Excess Operator"
Probability in the Engineering and Informational Sciences 29.02 (2015): 219-232.
Boxma, O., A. Löpker, and D. Perry.
"On a make-to-stock production/mountain modeln with hysteretic control."
Annals of Operations Research 241.1-2 (2016): 53-82.
Kella, Offer, and Andreas Löpker.
"Weak convergence of subordinators to extremal processes."
Stochastic Processes and their Applications 123.8 (2013): 3122-3131.
Löpker, Andreas, and Zbigniew Palmowski.
"On time reversal of piecewise deterministic Markov processes."
Electron. J. Probab 18.13 (2013): 1-29.
Bar-Lev, Shaul K., Offer Kella, and Andreas Löpker.
"Small parameter behavior of families of distributions."
Statistics & Probability Letters 83.3 (2013): 783-789.
Kella, Offer, and Andreas Löpker.
"A generalized memoryless property."
Probability in the Engineering and Informational Sciences 26.03 (2012): 425-436.
Bar-Lev, Shaul K., Andreas Löpker, and Wolfgang Stadje.
"On the small-time behavior of subordinators."
Bernoulli 18.3 (2012): 823-835.
Bar‐Lev, Shaul K., et al.
"Group testing procedures with quantitative features and incomplete identification."
Naval Research Logistics (NRL) 59.1 (2012): 39-51.
Boxma, Onno J., Andreas Löpker, and David Perry.
"Threshold strategies for risk processes and their relation to queueing theory."
Journal of Applied Probability 48 (2011): 29-38.
Löpker, Andreas, and Wolfgang Stadje.
"Hitting times and the running maximum of Markovian growth-collapse processes."
Journal of Applied Probability (2011): 295-312.
Kella, Offer, and Andreas Löpker.
"A Markov-modulated growth collapse model."
Probability in the Engineering and Informational Sciences 24.01 (2010): 99-107.
Leeuwaarden, JSH van, A. H. Löpker, and A. J. E. M. Janssen.
"Connecting renewal age processes with M/D/1 and M/D/∞ queues through stick breaking."
Stochastic Models 26.1 (2010): 141-163.
Löpker, Andreas, and David Perry.
"The idle period of the finite G/M/1 queue with an interpretation in risk theory."
Queueing Systems 64.4 (2010): 395-407.
Leeuwaarden, JSH van, Andreas H. Löpker, and Teunis J. Ott.
"TCP and iso-stationary transformations."
Queueing Systems 63.1-4 (2009): 459-475.
Löpker, A. H., & Van Leeuwaarden, J. S.
Trasient Moments of the TCP Window Size Process.
Journal of Applied Probability 45.1 (2008), 163-175.
Kurzlebenslauf
2016 | Professur für Mathematik/Stochastik, HTW Dresden |
2013 | Vertretungsprofessur, Ökonometrie, Statistik, Helmut Schmidt Universität, Hamburg |
2011 | Vertretungsprofessur, Quantitative Methoden, Helmut Schmidt Universität, Hamburg |
2008 | Assistant Professor, Technical University Eindhoven, Niederlande |
2006 | Postdoktorand EURANDOM, Eindhoven, Niederlande |
2005 | Promotion Mathematik, Universität Osnabrück |
Vorträge
3/2019, Conference on Stochastic Models, Statistics and Their Applications, TU Dresden,
On two Classes of Refected Autoregressive Processes
2/2017, Workshop on Stochastic Models, Statistics and Their Applications, Humboldt Universität Berlin,
Time reversal and perfect simulation for the INAR(1) autoregressive process
10/2016, Workhop in honour of Wolfgang Stadje, Osnabrück
Time reversal and perfect simulation for the INAR(1) autoregressive process
6/2016, Stochastic seminar, HSU Hamburg
Time reversal and perfect simulation for the INAR(1) autoregressive process
7/2015, INFORMS Applied Probability Society Conference, Istanbul 2015
An On/Off-System with Emphasis on the Overflow Time
7/2015, European Conference on OPerations Research, Glasgow
Time reversal of Piecewise Deterministic Markov Processes
3/2014, 11th German Probability and Statistics Days, Ulm
Time reversal of Piecewise Deterministic Markov Processes
5/2013, Universität Aarhus/Dänemark
Small-Time Behaviour of subordinators and its connection to extremal processes
3/2013, Workshop "Queues & Risk", Eurandom, Eindhoven
Small-Time Behaviour of subordinators and its connection to extremal processes
2/2012, Workshop Stochastische Modelle und ihre Anwendungen, Hamburg
Small-Time Behavior of Subordinators and connection to extremal processes
7/2012, 8th World Congress in Probability and Statistics, Istanbul, Turkey
Small-Time Behavior of Subordinators and connection to extremal processes
9/2011, Universität Wroclaw/Polen
The small-time behavior of subordinators
8/2011, Conference in Honour of Søren Asmussen, Sønderborg, Dänemark
Threshold strategies for risk processes and their relation to queueing theory
9/2010, Second Israeli-Dutch Workshop on Queueing Theory, Eurandom, Eindhoven
On the stationary excess operator
8/2010, Universität von Amsterdam, Korteweg-de Vries Institute for Mathematics
Transformations for Markov Processes
7/2010, Third Madrid Conference on Queueing Theory, Toledo, Spanien
Connecting renewal age processes with M/D/1 and M/D/8 queues through stick breaking
7/2010, International Workshop in Applied Probability, Madrid, Spanien, Session chair
The idle period of the finite G/M/1 queue with an interpretation in risk theory
12/2009, STAR Reading Seminar, Amsterdam
Duality
5/2009, Workshop Stochastic Networks And Related Topics, Bedlewo/Polen
On a Markovian growth collapse process
10/2008, Second Wroclaw Workshop on Stochastic Geometry and Stochastic Models, Wroclav/Polen
Hitting times and extreme value theory for Markovian Growth Collapse Models
3/2008, Workshop bei CWI, Amsterdam
The asymptotic behaviour of the maximum process and the first hitting time of Markovian growth collapse models
2/2008, Philips-Eurandom meeting, Philips Research Eindhoven
The asymptotic behaviour of the maximum process of Markovian growth collapse models
12/2007, INRIA, Roquencourt/Frankreich
Some results for the TCP window size process
10/2007, Workshop YEQT I,Queueing theory without limits Eurandom
Analysis of a multiplicative growth collapse model
7/2007, Workshop Stochastic Networks, Heriot-Watt University, Edinburgh, Schottland
Transient analysis and asymptotics of the mean of the first hitting time for a TCP window size process
7/2007, INFORMS Conference of the Applied Probability Society, Eindhoven
Transient analysis and asymptotics of the mean of the first hitting time for a TCP window size process
6/2007, Radon Institute for Computational and Applied Mathematics (RICAM), Linz/Österreich
Transient analysis and asymptotics of the mean of the first hitting time for a TCP window size process
6/2007, CWI Amsterdam, Queueing colloquium
Transient analysis and asymptotics of the mean of the first hitting time for a TCP window size process
4/2007, Seminar über Levy-Prozesse bei Eurandom
General Storage models and paths of bounded variation
3/2007, QPA-Seminar bei Eurandom, Eindhoven
Transient analysis of a Data transfer model
12/2006, TU Delft
Martingales, generators and Piecewise Deterministic Markov Processes
12/2006, Vrije Universiteit Amsterdam
Martingales, generators and Piecewise Deterministic Markov Processes
11/2006, Post-Doktoranden-Seminar, Eurandom, Eindhoven
Martingales, generators and Piecewise Deterministic Markov Processes
7/2006, Eurandom-Seminar, Eindhoven
Some Martingale Methods for Piecewise Deterministic Markov Processes