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 Rootzen, Dmitrii Zholud
Preprint
2017

Multivariate generalized Pareto distributions: parametrizations, representations, and properties

Holger Rootzen, Johan Segers, Jennifer L. Wadsworth
Preprint
2017

Peaks over thresholds modelling with multivariate generalized Pareto distributions

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

Multivariate peaks over thresholds models

Holger Rootzen, Johan Segers, Jennifer L. Wadsworth
Extremes. Vol. - (online-first)
Journal article
2016

Tail estimation for window censored processes

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

An interview with Ross Leadbetter

T. L. Hsing, Holger Rootzen
Journal of Logic and Computation. Vol. 18 (4), p. 529-561
Magazine article
2014

Stationary stochastic processes for scientists and engineers

Georg Lindgren, Holger Rootzen, Maria Sandsten
Book
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
Conference contribution
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

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
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

Weak convergence of the tail empirical function for dependent sequences

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

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
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

The multivariate generalized Pareto distribution.

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

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

On the influence of the prior distribution in image reconstruction.

Jonny Olsson, Holger Rootzen
Computational Statistics. Vol. 21, p. 431-444
Journal article
2005

Extremes on Trees

Holger Rootzen, Tailen Hsing
Annals of Probability. Vol. 33 (1), p. 413-444
Journal article
2005

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

Clive Anderson, Jacques de Maré, Holger Rootzen
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

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
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
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
Journal article