Holger Rootzen

Professor at Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

My research is about random processes. High-dimensional statistics for extreme episodes and the "shape" of extreme episodes in non-differentiable Gaussian processes 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, and to modelling microscopic structures of soft materials. Journal editing takes up a not so small part of my life: I’m associate editor for Annals of Statistics and for Extremes; earlier co-editor for the Scandinavian Journal of Statistics, editor for Bernoulli, and editor for Extremes. I lead a Wallenberg project Big Data and Big Systems.Personal homepage: http://www.math.chalmers.se/~rootzen/

Source: chalmers.se

Projects

2012–2014

Extreme Episodes

Holger Rootzen Applied Mathematics and Statistics
Swedish Research Council (VR)

2013–2015

Analysis of the SHRP2 Naturalistic Driving Study Data

Trent Victor SAFER - Vehicle and Traffic Safety Centre
Holger Rootzen Applied Mathematics and Statistics
Jonas Bärgman Accident Prevention
Marco Dozza Accident Prevention
National Academy of Sciences (NAS)

2013–2018

Stochastics for big data and big systems - bridging local and global

Holger Rootzen Applied Mathematics and Statistics
Bernt Wennberg Mathematical Sciences
Rebecka Jörnsten Applied Mathematics and Statistics
Igor Rychlik Applied Mathematics and Statistics
Sergey Zuev Applied Mathematics and Statistics
Johan Jonasson Analysis and Probability Theory
Johan Wästlund Analysis and Probability Theory
Jeffrey Steif Analysis and Probability Theory
Olle Häggström Applied Mathematics and Statistics
Robert Berman Algebra and geometry
Aila Särkkä Applied Mathematics and Statistics
Knut and Alice Wallenberg Foundation

2014–2019

Material structures seen through microscopes and statistics

Aila Särkkä Applied Mathematics and Statistics
Charlotte Hamngren Blomqvist Eva Olsson Group
Mats Rudemo Applied Mathematics and Statistics
Cecilia Fager Eva Olsson Group
Sandra Eriksson Barman Applied Mathematics and Statistics
Eva Olsson Eva Olsson Group
Holger Rootzen Applied Mathematics and Statistics
David Bolin Applied Mathematics and Statistics
Marco Longfils Applied Mathematics and Statistics
Niklas Lorén Eva Olsson Group
Swedish Foundation for Strategic Research (SSF)

There might be more projects where Holger Rootzen participates, but you have to be logged in as a Chalmers employee to see them.

Publications

2017

Human life is unlimited - but short

Holger Rootzén, Dmitrii Zholud,
Preprint
2017

Multivariate generalized Pareto distributions: parametrizations, representations, and properties

Holger Rootzén, Johan Segers, Jennifer L. Wadsworth et al
Preprint
2017

Peaks over thresholds modelling with multivariate generalized Pareto distributions

Anna Kiriliouk, Holger Rootzén, Johan Segers et al
Preprint
2017

Multivariate peaks over thresholds models

Holger Rootzén, Johan Segers, Jennifer L. Wadsworth et al
Extremes. Vol. - (online-first)
Scientific journal article - peer reviewed
2016

Tail estimation for window censored processes

Holger Rootzén, Dmitrii Zholud,
Technometrics. Vol. 58 (1)
Scientific journal article - peer reviewed
2015

An interview with Ross Leadbetter

T. L. Hsing, Holger Rootzén,
Extremes. Vol. 18 (4), p. 529-561
Scientific journal article - non peer reviewed
2015

Efficient estimation of the number of false positives in high-throughput screening

Holger Rootzén, Dmitrii Zholud,
Biometrika. Vol. 102 (3), p. 695-704
Scientific journal article - peer reviewed
2014

Stationary stochastic processes for scientists and engineers

Georg Lindgren, Holger Rootzén, Maria Sandsten et al
Monograph, book
2014

Internal validation of near-crashes in naturalistic driving studies: a continuous and multivariate approach

Jenny Jonasson, Holger Rootzén,
Accident Analysis and Prevention. Vol. 62, p. 102-109
Scientific journal article - peer reviewed
2013

Design Life Level: Quantifying risk in a changing climate

Holger Rootzén, R. W. Katz,
Water Resources Research. Vol. 49 (9), p. 5964-5972
Scientific journal article - peer reviewed
2013

Safer Glances, Driver Inattention, and Crash Risk: An Investigation Using the SHRP 2 Naturalistic Driving Study

Trent Victor, Jonas Bärgman, Marco Dozza et al
Proceedings of the 3rd Conference of Driver Distraction and Inattention, Gothenbrug, 4-6 September, 2013
Conference paper - non peer reviewed
2013

Error distributions for random grid approximations of multidimensional stochastic integrals

Carl Lindberg, Holger Rootzén,
The Annals of Applied Probability. Vol. 23 (2), p. 834-857
Scientific journal article - peer reviewed
2010

Limit Theorems for Empirical Processes of Cluster Functionals

Holger Drees, Holger Rootzén,
Annals of statistics. Vol. 38 (4), p. 2145-2186
Scientific journal article - peer reviewed
2009

Models for Dependent Extremes Using Stable Mixtures.

Holger Rootzén, Anne-Laure Fougeres, Johan Nolan et al
Scandinavinan Journal of Statistics. Vol. 36, p. 42- 59
Scientific journal article - peer reviewed
2009

Weak convergence of the tail empirical function for dependent sequences

Holger Rootzén,
Stoch. Proc. Appl.. Vol. 119 (2), p. 468-490
Scientific journal article - peer reviewed
2009

Univariate and Bivariate GPD Methods for Predicting Extreme Wind Storm Losses

Holger Rootzén, Erik Brodin,
Insurance: Mathematics and Economics. Vol. 44 (2), p. 345-356
Scientific journal article - peer reviewed
2008

Pricing k-th to default swaps under default contagion: The matrix analytic approach

Alexander Herbertsson, Holger Rootzén,
Journal of Computational Finance. Vol. 12 (1), p. 49-78
Scientific journal article - peer reviewed
2006

The multivariate generalized Pareto distribution.

Holger Rootzén, Nader Tajvidi,
Bernoulli. Vol. 5 (5), p. 917-930
Scientific journal article - peer reviewed
2006

On the influence of the prior distribution in image reconstruction.

Jonny Olsson, Holger Rootzén,
Computational Statistics . Vol. 21, p. 431-444
Scientific journal article - peer reviewed
2006

Pitting corrosion: Comparison of treatments with extreme value distributed responses.

Anne-Laure Fougeres, Sture Holm, Holger Rootzén et al
Technometrics. Vol. 48 (2), p. 262-272
Scientific journal article - peer reviewed
2006

A discussion of statistical methods for estimation of extreme wind speeds

Olivier Perrin, Holger Rootzén, Roger Taessler et al
Theoretical and Applied Climatology, . Vol. 85 (4), p. 203-215
Scientific journal article - peer reviewed
2005

Extremes on Trees

Holger Rootzén, Tailen Hsing,
Annals of Probability. Vol. 33 (1), p. 413-444
Scientific journal article - peer reviewed
2005

Methods for estimating the sizes of large inclusions in clean steels.

Clive Anderson, Jacques de Maré, Holger Rootzén et al
Acta Materialia 53
Scientific journal article - peer reviewed
2003

Extreme values in finance, telecommunication and the environment

Bärbel Finkenstädt, Holger Rootzén,
Monograph, book
2003

Empirical testing of the infinite source poisson data traffice model

Charles-Antoine Guerin, Henrik Nyberg, Olivier Perrin et al
Stochastic models. Vol. 19, p. 156-196
Scientific journal article - peer reviewed
2002

A network traffic model with random transmission rate

Krishanu Maulik, Sidney Resnick, Holger Rootzén et al
Advances in Applied Probability. Vol. 39, p. 671-699
Scientific journal article - peer reviewed
2002

Is network traffic approximated by stable Lévy motion or fractional Brownian motion?

Thomas Mikosch, Sidney Resnick, Holger Rootzén et al
Annals of Applied Probabability. Vol. 12, p. 23-68
Scientific journal article - peer reviewed
1998

Self-similar communication models and very heavy tails

Sidney Resnick, Holger Rootzén,
Preprint
1975

Weak convergence of high level crossings and maxima for one or more Gaussian processes

Georg Lindgren, Jacques de Maré, Holger Rootzén et al
The Annals of Probability
Scientific journal article - peer reviewed