121 citations · 331 across the 43 of their papers we have counts for
53 papers
A characterization of real matrix semigroups
Benedict Bauer, Stefan Gerhold
We characterize all real matrix semigroups satisfying a mild boundedness assumption, without assuming continuity. Besides the continuous solutions of the semigroup functional equat…
The Fan-Taussky-Todd inequalities and the Lumer-Phillips theorem
Benedict Bauer, Stefan Gerhold
We argue that a classical inequality due to Fan, Taussky and Todd (1955) is equivalent to the dissipativity of a Jordan block. As the latter can be characterised via the zeros of C…
Small ball probabilities and large deviations for grey Brownian motion
Stefan Gerhold
We show that the uniform norm of generalized grey Brownian motion over the unit interval has an analytic density, excluding the special case of fractional Brownian motion. Our main…
A converse to the neo-classical inequality with an application to the Mittag-Leffler function
Stefan Gerhold, Thomas Simon
We prove two inequalities for the Mittag-Leffler function, namely that the function is sub-additive for and super-additive for These assertions foll…
Geometric properties of some generalized Mathieu power series inside the unit disk
Stefan Gerhold, Zivorad Tomovski, Deepak Bansal +1
We consider two parametric families of special functions: One is defined by a power series generalizing the classical Mathieu series, and the other one is a generalized Mathieu typ…
A note on large deviations in life insurance
Stefan Gerhold
We study large and moderate deviations for a life insurance portfolio, without assuming identically distributed losses. The crucial assumption is that losses are bounded, and that…