Institut für Statistik und Quantitative Ökonomik
Computational Statistics Group

office: Maschmühlenweg 8-10, 37073 Göttingen
phone: +49 (0)551 3913 509
fax: +49 (0)551 3913 505
email: s c h l a t h @ m a t h . u n i - g o e t t i n g e n . d e

Research Interests
Publications
Software (R packages)
Curriculum vitae

Research Interests

Extreme value theory
Finance
Geostatistics
Soil physics
Stochastic geometry

Publications

Technical reports
Articles in conference proceedings
  1. M. Schlather and D. Stoyan (1999) Edge systems of time-dependent incomplete Poisson Voronoi tessellations. Stoch. Models 15 (4), p. 599-615.
  2. M. Schlather (2000) On a class of models of stochastic geometry constructed by random measures. Math. Nach. 213, p. 141-154.
  3. M. Schlather (2000) A formula for the edge length distribution function of the Poisson Voronoi tessellation. Math. Nach. 214, p. 113-119.
  4. D. Stoyan and M. Schlather (2000) Random sequential adsorption: relationship to dead leaves and characterization of variability J. Stat. Phys. 100, p. 969-979.
  5. M. Schlather (2001) On the second-order characteristics of marked point processes. Bernoulli 7, p. 99-117.
  6. M. Schlather (2001) Limit distributions of norms of vectors of positive i.i.d. random variables. Ann. Probab. 29, p. 862-881.
  7. M. Schlather (2001) Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution. Stat. Probab. Lett. 53 (3), p. 325-329.
  8. M. Schlather (2001) Simulation and Analysis of Random Fields. R News 1 (2), p. 18-20. [See also the R extension package RandomFields.]
  9. T. Gneiting, Z. Sasvári, and M. Schlather (2001) Analogies and correspondences between variograms and covariance functions. Adv. Appl. Probab. 33 (3), p. 617-630.
  10. T. Gneiting and M. Schlather (2002) Space-time covariance models. In: A.H. El-Shaarawi and W.W. Piegorsch (eds) Encyclopedia of Environmetrics. Wiley, p. 2041--2045.
  11. M. Schlather (2002) Characterisation of point processes with Gaussian marks independent of locations. Math. Nachr. 239-240, p. 204-214.
  12. M. Schlather and J. Tawn (2002) Inequalities for the extremal coefficients of multivariate extreme value distributions. Extremes 5 (1), p.87-102.
  13. M. Schlather (2002) Models for stationary max-stable random fields. Extremes 5 (1), p. 33-44.
  14. M. Schlather (2002) Advanced applications of marked point processes in probability theory and spatial statistics. Habilitationsschrift, TU Bergakademie Freiberg.
  15. M. Schlather and J. Tawn (2003) A dependence measure for multivariate and spatial extreme values: Properties and Inference. Biometrika. 90 (1), p. 139-156.
  16. M. Schlather, P. Ribeiro, and P. Diggle (2004) Detecting dependence between marks and locations of marked point processes. J. R. Statist. Soc., Ser. B. 66, 79-93. [See also the R extension package MarkedPointProcess]
  17. M. Schlather and B. Huwe (2004) The use of the language interface of R: two examples for modelling water flux and solute transport. Computers & Geosciences 30, 197-201.
  18. T. Gneiting and M. Schlather (2004) Stochastic models that separate fractal dimension and the Hurst effect. SIAM Review 46, 269-282.
  19. M. Schlather and B. Huwe (2005) A stochastic model for 3-dimensional flow patterns in infiltration experiments. J. Hydrol. 310, 17-27.
  20. M. Schlather and B. Huwe (2005) A risk index for characterising flow pattern in soils using dye tracer distributions. J. Contam. Hydrol. 79, 25-44.
  21. M. Schlather and T. Gneiting (2006) Local approximation of variograms by covariance functions. Stat. Probab. Lett. 76, 1303-4.

Technical reports

  1. M. Schlather (1999) Introduction to positive definite functions and to unconditional simulation of random fields. Technical report ST 99-10, Lancaster University. [Gzipped postscript. 1GB] [pdf 16 GB !] [Erratum] [RandomFields]
  2. M. Schlather and J. Tawn (2000) Properties of extremal coefficients. Technical report ST 00-01, Lancaster University.
  3. T. Gneiting and M. Schlather (2001) Stochastic models which separate fractal dimension and Hurst effect. Technical report 69, NRCSE, Unversity of Washington.
  4. M. Schlather, P.J. Ribeiro and P.J. Diggle (2002) Detecting dependence between marks and locations of marked point processes Technical report ST-02-15, Lancaster University.

Articles in conference proceedings

  1. M.P. Schillinger, M. Schlather, and B. Huwe (1994) Räumliche Schätzverfahren in der Ökometrie. In Ökobilanzen, Produktlinienanalysen, Öko-Audit, UVP, Integrierter Umweltschutz, Modellierung und Risikoabschätzung, Ökometrie, Wien, pages 499-512. ECOINFORMA. Vol. 7.
  2. M. Schlather and D. Stoyan (1997) The covariance of the Stienen model. In D. Jeulin, editor, Proceedings of the International Symposium on Advances in Theory and Applications of Random Sets, pages 157-174. World Scientific, Singapore, New Jersey, London, Hong Kong.
  3. M. Schlather und B. Huwe (2000) Dynamisch induzierte Muster von Transportprozessen in Waldböden. In HydroGeoEvent 2000, Band 12 der Schriftenreihe der Deutsche Geologischen Gesellschaft, p. 124.
  4. M. Schlather und B.Huwe (2001) Skalenabhängigkeit von Invasionsperkolationsmodellen. Mitteil. Deutsch. Bodenkundl. Gesell. 96, p. 117-118.
  5. M. Schlather und B.Huwe (2003) Ansätze zur Charakterisierung des Gefährdungspotenzials bei Wald- und Ackerböden. In U. Busch, editor, Tagungsband Herbstkolloquium 2002 der Arbeitsgruppe Ökologie, IBS-GR, Tübingen, pages 59-62.
  6. B.Huwe, M. Schlather und M. Mertens (2003) Nutzerfreundliche Programme zur Modellierung des Stickstoffhaushaltes und des Wasser- und Lösungstransports. Mitteil. Deutsch. Bodenk. Gesell. 102 (1), p. 87-88.
  7. M. Schlather und B.Huwe (2003) Ein Ansatz zur Charakterisierung des Gefährdungspotenzials bei Böden; Mitteil. Deutsch. Bodenk. Gesell. 102 (1), p. 125-126.

Software (R packages)

RandomFields R extension package on Simulation and Analysis of Random Fields.
Download
SoPhy (formerly SoilPhysics) R extension package on the simulation and analysis of water flow.
Download
MarkedPointProcess R extension package on the analysis of the marks of marked point processes.
Download


Curriculum vitae

1968 Year of birth
9/90 Vordiplom in Mathematics at Universität Stuttgart, Germany
11/92 Vordiplom in Geoecology at Universität Bayreuth, Germany
3/94 Diplom in Mathematics at Universität Bayreuth
4/94-9/94 Assistant at Mathematisches Institut, Universität Bayreuth
6/95 D.E.A. in Geostatistics at the Ecole des Mines de Paris, Fontainebleau, France, funded by DAAD
10/97 PhD at the Graduierten Kolleg Räumliche Statistik, Technische Universität Bergakademie Freiberg, Freiberg (Sachs), Germany
10/97-12/97 Guest at the Seminar für Statistik of the Eidgenössische Technische Hochschule Zürich, Switzerland
2/98-7/99 Research Associate at the Department of Mathematics and Statistics, Lancaster University, UK, funded by the EU TMR network on Spatial and Computational Statistics
8/99-7/03 Research Associate at Abteilung Bodenphysik, BITÖK, Universität Bayreuth, Germany
12/02 Habilitation at the Fakultät für Mathematik und Informatik, of the Technische Universität Bergakademie Freiberg, Freiberg (Sachs), Germany
4/03-9/03Privatdozent at the Fakultät für Mathematik und Informatik, of the Technische Universität Bergakademie Freiberg, Freiberg (Sachs), Germany
10/03-12/04Assistant professeur at the Faculté des Sciences, de la Technologie et de la Communication, Université du Luxembourg, Luxemburg
12/04-09/06Associate Professor at the Institut für Statistik und Quantitative Ökonomik of the Fachbereich Wirtschafts- und Organisationswissenschaften, Helmut-Schmidt-Universität, Hamburg, Germany
since 10/06Full Professor at the Institut für Mathematische Stochastik of the Faculty of Mathematics, Universtität Göttingen, Göttingen, Germany

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Last update: 29.09.2006 (Prof. M. Schlather)
© 2006 Martin Schlather
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