Holger Rootzen

Full Professor at Applied Mathematics and Statistics

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/

Source: chalmers.se
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Showing 42 publications

2024

Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts

Helga Kristín Ólafsdóttir, Holger Rootzen, David Bolin
International Journal of Forecasting. Vol. 40 (4), p. 1701-1720
Journal article
2023

Remembering Ross Leadbetter: some personal recollections

T. L. Hsing, Holger Rootzen
Extremes. Vol. In Press
Other text in scientific journal
2022

Real-time prediction of severe influenza epidemics using extreme value statistics

Maud Thomas, Holger Rootzen
Journal of the Royal Statistical Society. Series C: Applied Statistics. Vol. 71 (2), p. 376-394
Journal article
2022

Is There a Cap on Longevity? A Statistical Review

Léo R. Belzile, Anthony C. Davison, Jutta Gampe et al
Annual Review of Statistics and Its Application. Vol. 9, p. 21-45
Review article
2021

Human mortality at extreme age

Leo R. Belzile, Anthony C. Davison, Holger Rootzen et al
Royal Society Open Science. Vol. 8 (9)
Journal article
2021

New characterization measures of pore shape and connectivity applied to coatings used for controlled drug release

Sandra Eriksson Barman, Cecilia Fager, Magnus Röding et al
Journal of Pharmaceutical Sciences. Vol. 110 (7), p. 2753-2764
Journal article
2021

Extreme Rainfall Events in the Northeastern United States Become More Frequent with Rising Temperatures, but Their Intensity Distribution Remains Stable

Helga Kristín Ólafsdóttir, Holger Rootzen, David Bolin
Journal of Climate. Vol. 34 (22), p. 8863-8877
Journal article
2020

Does the death postponement phenomenon really exist?

Sergey Zuev, Holger Rootzen
SMTDA 2020 - Proceedings
Paper in proceeding
2020

3D high spatial resolution visualisation and quantification of interconnectivity in polymer films

Cecilia Fager, Sandra Eriksson Barman, Magnus Röding et al
International Journal of Pharmaceutics. Vol. 587
Journal article
2019

Prediction of diffusive transport through polymer films from characteristics of the pore geometry

Sandra Eriksson Barman, Holger Rootzen, David Bolin
AICHE Journal. Vol. 65 (1), p. 446-457
Journal article
2019

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Anna Kiriliouk, Holger Rootzen, Johan Segers et al
Technometrics. Vol. 61 (1), p. 123-135
Journal article
2018

Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

Holger Rootzen, Johan Segers, Jennifer L. Wadsworth
Journal of Multivariate Analysis. Vol. 165, p. 117-131
Journal article
2018

Multivariate peaks over thresholds models

Holger Rootzen, Johan Segers, Jennifer L. Wadsworth
Extremes. Vol. 21 (1), p. 115-145
Journal article
2018

Rejoinder to discussion of the paper “Human life is unlimited - but short”

Holger Rootzen, Dmitrii Zholud
Extremes. Vol. 21 (3), p. 415-424
Journal article
2018

Editorial: The 20th Anniversary of the Extremes Journal

Holger Rootzen, Jürg Hüsler, Thomas Mikosch
Extremes. Vol. 21 (3), p. 363-364
Other text in scientific journal
2017

Human life is unlimited - but short

Holger Rootzen, Dmitrii Zholud
Extremes. Vol. 20 (4), p. 713-728
Journal article
2016

Tail estimation for window censored processes

Holger Rootzen, Dmitrii Zholud
Technometrics. Vol. 58 (1), p. 95-103
Journal article
2015

An interview with Ross Leadbetter

T. L. Hsing, Holger Rootzen
Extremes. Vol. 18 (4), p. 529-561
Review article
2015

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

Holger Rootzen, Dmitrii Zholud
Biometrika. Vol. 102 (3), p. 695-704
Journal article
2014

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

Jenny Jonasson, Holger Rootzen
Accident Analysis and Prevention. Vol. 62, p. 102-109
Journal article
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
Other conference contribution
2013

Design Life Level: Quantifying risk in a changing climate

Holger Rootzen, R. W. Katz
Water Resources Research. Vol. 49 (9), p. 5964-5972
Journal article
2013

Error distributions for random grid approximations of multidimensional stochastic integrals

CARL LINDBERG, Holger Rootzen
Annals of Applied Probability. Vol. 23 (2), p. 834-857
Journal article
2013

Stationary stochastic processes for scientists and engineers

Georg Lindgren, Holger Rootzen, Maria Sandsten
Book
2010

Limit Theorems for Empirical Processes of Cluster Functionals

Holger Drees, Holger Rootzen
Annals of Statistics. Vol. 38 (4), p. 2145-2186
Journal article
2009

Univariate and Bivariate GPD Methods for Predicting Extreme Wind Storm Losses

Holger Rootzen, Erik Brodin
Insurance: Mathematics and Economics. Vol. 44 (2), p. 345-356
Journal article
2009

Models for Dependent Extremes Using Stable Mixtures.

Holger Rootzen, Anne-Laure Fougeres, Johan Nolan
Scandinavinan Journal of Statistics. Vol. 36, p. 42- 59
Journal article
2009

Weak convergence of the tail empirical function for dependent sequences

Holger Rootzen
Stoch. Proc. Appl.. Vol. 119 (2), p. 468-490
Journal article
2008

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

Alexander Herbertsson, Holger Rootzen
Journal of Computational Finance. Vol. 12 (1), p. 49-78
Journal article
2006

A discussion of statistical methods for estimation of extreme wind speeds

Olivier Perrin, Holger Rootzen, Roger Taessler
Theorectical and Applied Climatology. Vol. 85 (4), p. 203-215
Journal article
2006

On the influence of the prior distribution in image reconstruction.

Jonny Olsson, Holger Rootzen
Computational Statistics. Vol. 21, p. 431-444
Journal article
2006

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

Anne-Laure Fougeres, Sture Holm, Holger Rootzen
Technometrics. Vol. 48 (2), p. 262-272
Journal article
2006

The multivariate generalized Pareto distribution.

Holger Rootzen, Nader Tajvidi
Bernoulli. Vol. 5 (5), p. 917-930
Journal article
2005

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

Clive Anderson, Jacques de Maré, Holger Rootzen
Acta Materialia 53
Journal article
2005

Extremes on Trees

Holger Rootzen, Tailen Hsing
Annals of Probability. Vol. 33 (1), p. 413-444
Journal article
2003

Extreme values in finance, telecommunication and the environment

Bärbel Finkenstädt, Holger Rootzen
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
Journal article
2002

A network traffic model with random transmission rate

Krishanu Maulik, Sidney Resnick, Holger Rootzen
Advances in Applied Probability. Vol. 39, p. 671-699
Journal article
2002

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

Thomas Mikosch, Sidney Resnick, Holger Rootzen et al
Annals of Applied Probabability. Vol. 12, p. 23-68
Journal article
1998

Self-similar communication models and very heavy tails

Sidney Resnick, Holger Rootzen
Preprint
1975

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

Georg Lindgren, Jacques de Maré, Holger Rootzen
The Annals of Probability
Journal article

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Showing 4 research projects

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

8 publications exist
2013–2015

Analysis of the SHRP2 Naturalistic Driving Study Data

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

2012–2014

Extreme Episodes

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

2010–2014

Insurance risk: Realistic models for dependence

Holger Rootzen Applied Mathematics and Statistics
Gunnar Andersson Department of Mathematics, Mathematical Statistics
Swedish Research Council (VR)

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