Deutsch Intern
    Lehrstuhl für Mathematik VIII - Statistik

    Research

    Main research interests: extreme value theory and stochastic processes

    Current work

    • On Max-stable Processes and the Functional D-norm, 2011; submitted (arXiv:1107.5136v3). Joint with Stefan Aulbach and Michael Falk.
    • On the Hitting Probability of Max-Stable Processes, 2012; submitted (arXiv:1206.5913)
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    Articles

       

    • Sojourn Times and the Fragility Index, Stochastic Processes and their Applications 122 (2012); 1110-1128. Joint with Michael Falk.
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    • The multivariate Piecing-Together approach revisited, , Journal of Multivariate Analysis (2012) to appear.  joint with Stefan Aulbach and Michael Falk.

    Contributions to Workshops and Conferences:

    Contact

    Lehrstuhl für Mathematik VIII (Statistik)
    Emil-Fischer-Straße 30
    Campus Hubland Nord
    97074 Würzburg

    Phone: +49 931 31-84938
    Email

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    Hubland Nord, Geb. 30