Faculties » Faculty of Mathematics » Chairs » Lehrstuhl XII: Stochastik

Prof. Dr. Herold Dehling

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Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl XII
NA 3/33
Universitätsstraße 150
44780 Bochum
Tel.:+49 (0)234 / 32 25678
Fax: +49 (0)234 / 32 14039
E-Mail: herold.dehling "at" ruhr-uni-bochum.de








Biographical sketch

Born in 1954, Herold Dehling grew up on his parents' farm in East Frisia, in the northwest of Germany. He attended grammar school in Papenburg, graduating in 1973. From 1973 to 1981 Herold Dehling studied Mathematics at Göttingen, graduating with an M.Sc. in 1979, and a Ph.D. in 1981. His Ph.D. advisor was Prof. Manfred Denker. In the academic year 1979/80, he studied at the University of Illinois at Urbana-Champaign with Prof. Walter Philipp. In 1982 Herold Dehling became postdoctoral researcher at the Göttingen Institute for Mathematical Stochastics. From 1985 to 1987, he was Visiting Assistant Professor at Boston University, where he worked with Prof. Murad Taqqu. In 1988 Herold Dehling became Associate Professor of Mathematics at the University of Groningen (The Netherlands); in 1996 he was promoted to Full Professor. In 2000 Herold Dehling moved to his current position at Ruhr-University Bochum, where he holds the chair in Probability Theory and its Applications.
Herold Dehling is an elected member of the International Statistical Institute and Fellow of the Institute of mathematical Statistics. In 2005, we was awarded the Prix Gay-Lussac-Humboldt of the Republic of France. Herold Dehling has held short term visiting positions at Oregon State University (1987, 1983), University of Kiel (1997), Université de Rouen (2002), Université de Rennes (2007), Université de Tours (2012) and Acadia University, Nova Scotia (2015).
Herold Dehling has been chair of the Scientic Programme Committees of several major conferences, e.g. the 2006 European Meeting of Statisticians, the 2012 German Probability and Statistics Days, and the 2013 German-Polish Joint Conference on Probability and Mathematical Statistics.
Since 1981, Herold Dehling has been married to Gundula Busse-Dehling; they have 5 children: Eike (Göttingen, 1983), Malte (Boston, 1985), Geeske (Groningen, 1988), Wiete (Groningen, 1994), and Birte (Groningen, 1996).

Short CV  

Selected current scholarly activities

Research topics

Asymptotic methods in probability and statistics, short and long range dependence, empirical processes of dependent data, U-statistics, nonparametric statistics, vector-valued processes, change-point analysis for time series.

Research grants

Selected recent talks

  • International Conference on Probability Theory and Statistics, Tiflis, Georgien, 9.—14. September 2019
  • Mathematisches Kolloquium, Universität Konstanz, 12. Juli 2018
  • “Robust Tests for Change-Points in Time Series”, 4th International Conference of the International Society for Nonparametric Statistics, Salerno, Italy, 11.—15. Juni 2018
  • “Robust Tests for Change-Points in Time Series”, Conference on Nonstationarity, Cergy-Pontoise, France, 04.—06. Juni 2018
  • “Robust Tests for Change-Points in Time Series: A tribute to Bob Burton on the Occasion of his Retirement”, Frontier Probability Days 2018, Corvallis, Oregon, 29.--31. Maerz 2018 [pdf]
  • "Asymtotic distribution of the two-sample U-statistic process vor long-range dependent data", Workshop "Limit theorems for dependent random variables and applications", University of Rouen, Frankreich, 09.-10. Oktober 2017; [link]
  • "Some robust change point tests for time series", Mathematical Statistics Seminar, University of Lund, Schweden, 29. September 2017 [link]
  • "Testing for structural breaks in ordinal pattern dependence", Workshop “Goodness of fit and change-point problems”, Bad Herrenalb, 08.—10. September 2017
  • Change-Point Detection in Time Series using Ordinal Patterns. SSC 2017: Annual Meeting of the Statistical Society of Canada, Winnipeg, 11.—14. Juni 2017 [link]
  • Two-sample U-statistic processes for long-range dependent data. AMS Spring Sectional Meeting, Bloomington, Indiana, 01.—02. April 2017 [link]

Scientific publications

Books

List of publications

List of Publications

What else

I am an active member and secretary of the church council of the English-speaking Christian Congregation Bochum. Christians of all denominations and from all parts of the world meet on Sundays at 12:30 in the Pauluskirche Bochum for an ecumennical worship.

Picture gallery

Talking to Professor Jon Aaronson (Tel Aviv, Israel) during the colloquium on the occasion of the 60th birthday of my PH.D advisor, Prof. Manfred Denker (Göttingen, June 2004).

Participants of the workshop "Short and Long Memory in Statistics", Bochum, 16.-17. January 2015.