Probability Theory and its Applications
Faculties » Faculty of Mathematics » Chairs » Lehrstuhl XII: Stochastik

Prof. Dr. Herold Dehling


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"

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. 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).

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

  • European Meeting of Statisticians 2015, Amsterdam, 06.—10. Juli 2015.
  • Conference in Honor of Thomas Mikosch, Copenhagen, 22. Juni 2015.
  • SSC 2015: Annual Meeting of the Statistical Society of Canada, Halifax, 14.—17. Juni 2015.
  • Conference in Honor of Paul Doukhan, Institut Henri Poincare, Paris, 11.-13. Mai 2015.
  • "Robust change-point tests for time series". 7th International Conference of the ERCIM WG on Computational and Methodological Statistics, Pisa, Italien, 06. - 08. Dezember 2014. [link]
  • "Robust Change-Point Tests for Time Series", Prague Stochastics Workshop: Limit Theorems, Prague, 25.-29. August 2014. [link]
  • "Empirical Processes fo Dependent Data", Conference on Asymptotic Results in Probability and Statistics, in honor of E. Csáki and P. Révész, Budapest, 21. - 23. August 2014
  • "Robust Change-Point Tests for Time Series", SSC 2014: Annual Meeting of the Statistical Society of Canada, Toronto, 25.-28. Mai 2014. [link]
  • " Robust Change-Point Tests for Time Series", Workshop on Recent Advances and Trends in Time Series Analysis, BIRS, Banff, Canada, 27.04. bis 02.05.2014 [link]
  • "Dependence in Probability, Statistics and Analysis", Colloquium of the Uzbek Mathematical Society , Tashkent, 13. März 2014.
  • "Asymptotic Distribution of Robust Tests for Change-Points in Time Series", Seminar of the Department of Probability and Mathematical Statistics , National University of Uzbekistan, Tashkent, 12. März 2014.

Scientific publications


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.