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Research Interests

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Peer Reviewed Publications

A.W.W. Ludwig / H. Schulz-Baldes / M. Stolz, Lyapunov spectra for all ten symmetry classes of quasi-one-dimensional disordered systems of non-interacting fermions, Journal of Statistical Physics (2013+), 30 pages,
Link to Online First version on SpringerLink

M. Stolz, Stein's method and central limit theorems for Haar distributed orthogonal matrices: some recent developments,
to appear in G. Alsmeyer / M. Löwe (eds.), Random Matrices and Iterated Random Functions,
Springer, Proceedings in Mathematics and Statistics

C. Döbler / M. Stolz, A quantitative central limit theorem for linear statistics of random matrix eigenvalues,
Journal of Theoretical Probability (2013+), 9 pages, Link to Online First version on SpringerLink

O. Friesen / M. Löwe / M. Stolz, Gaussian fluctuations for sample covariance matrices with dependent data,
Journal of Multivariate Analysis 114 (2013), 270--287. Link to published article on ScienceDirect

C. Döbler / M. Stolz, Stein's method and the multivariate CLT for traces of powers on the classical compact groups,
Electronic Journal of Probability 16 (2011), 2375--2405

P. Eichelsbacher / J. Sommerauer / M. Stolz, Large deviations for disordered bosons and multiple orthogonal polynomial ensembles.
Journal of Mathematical Physics 52 (2011), 073510 (16 pages)

M. Stolz, Ensembles of Hermitian random matrices associated to symmetric spaces, in: J. Hilgert et al. (eds.), Infinite Dimensional Harmonic Analysis IV. On the Interplay between Representation Theory, Random Matrices, Special Functions, and Probability, World Scientific, 2009, 291--307

K. Hofmann-Credner / M. Stolz, Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices,
Electronic Communications in Probability 13 (2008), 401--414

P. Eichelsbacher / M. Stolz, Large deviations for random matrix ensembles in mesoscopic physics,
Markov Processes and Related Fields 14 (2008), 207-232

B. Collins / M. Stolz, Borel theorems for random elements of the classical compact symmetric spaces,
Annals of Probability 36 (2008), 876--895

M. Stolz / T. Tate, Asymptotics of matrix integrals and tensor invariants of compact Lie groups,
Proceedings of the American Mathematical Society 136 (2008), 2235--2244

M. Stolz, On the Diaconis-Shahshahani method in random matrix theory,
Journal of Algebraic Combinatorics 22 (2005), 471--491.

M. Stolz, An application of the method of moments in random matrix theory, Infinite Dimensional Harmonic Analysis III, World Sci. Publ., Hackensack, NJ, 2005, 313--324

M. Stolz, The history of applied mathematics and the history of society, Synthese 133 (2002), 43--57

Other Publications

M. Stolz, Stein's method and multivariate normal approximation for random matrices from the compact classical groups. Oberwolfach Report 24/2011, (2p.)

M. Stolz, Limit theorems for random matrix ensembles associated to symmetric spaces, Oberwolfach Report 16/2008, 851-853


B. Franke / M. Stolz, A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances , December 2009


Lecture courses taught:
Mathematical Finance, University of Bochum, Summer 2012
Random Matrix Theory, University of Münster, Summer 2011
Mathematical Finance II, Duisburg-Essen University, Summer 2010
Mathematical Finance I, Duisburg-Essen University, Winter 2009
Introduction to Probability and Mathematical Statistics, University of Bochum, Winter 2007
Random Matrix Theory II, University of Bochum, Summer 2005

Student seminars held:
Stochastics and its Applications (jointly with M. Löwe), University of Münster, Summer 2011
Mathematical Finance and Risk Management, Duisburg-Essen University, Summer 2010

Statistics courses taught, introducing the R software:
University of Wuppertal, Summer 2010 (for linguists)
Duisburg-Essen University, Winter 2009 (for mathematicians)


Universitätsstraße 150
Building NA, 3rd Floor, Room 69
D-44801 Bochum