Fakultät Informatik/Mathematik

Prof. Dr. rer. nat. Andreas Löpker

Vorlesungen im Sommersemester 2024

Im Sommersemester 2024 biete ich wieder drei Veranstaltungen an. Bitte schreiben Sie sich bei Interesse im OPAL ein. Sie finden unten mehr Informationen zu den Vorlesungen.

 

Prof. Dr. rer. nat. Andreas Harry Löpker

Prof. Dr. rer. nat. Andreas Harry Löpker

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
Modul in Modulux
  • Pflichtmodul im Studiengang I47 - Angewandte Informatik
    im 1. Semester in der Studienrichtung "Medieninformatik"
Modul in Modulux
  • Pflichtmodul im Studiengang I41 - Informatik
    im 6. Semester
  • Pflichtmodul im Studiengang I42 - Wirtschaftsinformatik
    im 6. Semester
  • Pflichtmodul im Studiengang I43 - Medieninformatik
    im 6. Semester
Modul in Modulux
  • Pflichtmodul im Studiengang W72 - Wirtschaftsingenieurwesen
    im 2. Semester
Modul in Modulux
  • 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
Modul in Modulux

Wintersemester 2024/25

  • Pflichtmodul im Studiengang I42 - Wirtschaftsinformatik
    im 3. Semester
Modul in Modulux
  • Pflichtmodul im Studiengang I48 - Verwaltungsinformatik
    im 3. Semester
  • Pflichtmodul im Studiengang I42 - Wirtschaftsinformatik
    im 3. Semester
Modul in Modulux
  • Pflichtmodul im Studiengang W71 - Betriebswirtschaft
    im 1. Semester
Modul in Modulux
  • 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
Modul in Modulux

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