Holger Rootzen

Professor in mathematical statistics, Mathematical Sciences

My research is about random processes. High-dimensional statistics for extreme episodes; the “shape” of extremes in non-differentiable Gaussian processes; whether human lifelenght is bounded or not; prediction of epidemics; and detection of anomalies is what I think most about right now. I try to contribute to mitigation of the impact of extreme floods, windstorms, and heat waves caused by climate change, to financial risk handling, and to modelling microscopic structures of soft materials. I am associate editor for Journal of the American Statistical Association and for Extremes, and member of the program Management AI/Math group for WASP.

Personal homepage: http://www.math.chalmers.se/~rootzen/
High-dimensional data

Page manager Published: Tue 22 Dec 2020.