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Teaching - 2013

PhD-course on Stationary stochastic processes will start on Friday 22 February 2013. Time: 10.30; Room: Mh227.
Schedule:

Time	Room	Topic
March 4, 10.15-12.00, 13.15-15.00	Mh 227	Chapter 1, Appendix A1, Section 2.1
March 11, 10.15-12.00, 13.15-15.00	Mh 332B	Section 2.2.1-2.2.4, 2.3.1-2.3.2
March 25, 10.15-12.00, 13.15-15.00	Mh 227	Section 2.2.3-2.4
April 8, 10.15-12.00, 13.15-15.00	Mh 309A	Section 3.2
April 15, 10.15-12.00, 13.15-15.00	Mh 309A	Section 3.3
April 22, 10.15-12.00, 13.15-15.00	Mh 309A	Section 3.3-3.4
April 29, 10.15-12.00, 13.15-15.00	Mh 309A	Section 4.1-4.3
May 6, 10.15-12.00, 13.15-15.00	Mh 309A	Section 4.4, 5.1-5.3
May 13, 10.15-12.00, 13.15-15.00	Mh 309A	Section 6.1-6.4
May 20, 10.15-12.00, 13.15-15.00	Mh 309A	Section 6.4-6.6
May 27, 10.15-12.00, 13.15-15.00	Mh 309A	Chapter 7
June 3, 10.15-12.00, 13.15-15.00	Mh 309A	Chapter 8

Examination will be in the form of individual written solutions to selected problems + oral exam.

International textbooks

New advanced textbook on stationary processes

A new textbook on Stationary stochastic processes: Theory and applications appeared in October 2012 at Chapman & Hall/CRC. It is intended for "a second course" on the topic and covers spectral theory, linear filters, ergodicity, random fields, extreme values and sample function properties.

Forthcoming introductory textbook on stationary processes

A new textbook Stationary stochastic processes for scientists and engineers is planned to appear in July/August 2013 at Chapman & Hall/CRC, by myself, Holger Rootzén and Maria Sandsten.

Projects

At present (winter 2012/2013) I am involved in the following major projects:

SARMA, a Nordic Network on Statistical Approaches to Regional Climate Models for Adaptation, supported by NordForsk through Toppforskningsinitiativet.
Event in Lund: Workshop on Statistical approaches to down- and upscaling in climate models, April 27-29, 2011.

WAFO, a MATLAB toolbox for Wave Analysis for Fatigue and Oceanography

Some recent projects:

Vind i Öresund, INTERREG IVA project for regional integration in Öresund together with DTU Informatik. Supported by the European Union,

SEAMOCS, a EU FP6 Marie Curie Research Training Network for stochastics in the marin sciences.

FRIVA, Framework Programme for Risk and Vulnerability Analysis

A list of other old projects.

Research interests

Stochastic processes and their applications in engineering, statistics and the environment, stochastic models in marine science, stochastic wave models, Markov regime models. Statistics in ophthalmology. Statistics education.

Publications

Publications available in LU database

Full list of publications

Recent publications

• Lindgren, G.: A detailed statistical representation of the local structure of optical vortices in random wavefields. Journal of Optics A: Pure and Applied Optics, 14 (2012) 035704. doi:10.1088/2040-8978/14/3/035704.
• Lindgren, G. and Lindgren, F.: Stochastic asymmetry properties of 3D Gauss-Lagrange ocean waves with directional spreading. Stochastic Models, 23:3 (2011) 490-520; DOI: 10.1080/15326349.2011.593410 .
• Lindgren, G., Bolin, D. and Lindgren, F.: Non-traditional stochastic models for ocean waves - Lagrange models and nested SPDE models. Eur. Phys. J. Special Topics, 185 (2010) 209-224; DOI: 10.1140/epjst/e2010-01250-y.
• Lindgren, G.: Slope distribution in front-back asymmetric stochastic Lagrange time waves. Advances in Applied Probability, 42 (2010) 489-508.
• Grage, H., Holst, J., Lindgren, G. and Saklak, M.: Level crossing prediction with neural networks. Methodol Comput Appl Probab, (2009) DOI: 10/1007/s11009-009-9153-3.
• Lindgren, G.: Exact asymmetric slope distributions in stochastic Gauss-Lagrange ocean waves. Applied Ocean Research, 31 (2009) 65-73.
• Lindgren, G. and Åberg, S.: First order stochastic Lagrange models for front-back asymmetric ocean waves. J. Offshore Mech. Arct. Eng. 131 (2009) 031602-1 - 031602-8.
• Guttorp, P. and Lindgren, G.: Karl Pearson and the Scandinavian School of Statistics. International Statistical Review, 77 (2009) 64-71.
• Aberg, S. and Lindgren, G.: Height distributions of stochastic Lagrange ocean waves. Probabilistic Engineering Mechanics, Vol 23 (2008) 359-363.
• Lindgren, G.: Slepian models for the stochastic shape of individual Lagrange sea waves. Advances in Applied Probability, Vol 38 (2006) 430-450.
• Lindgren, G. and Zetterqvist, L.: Teaching modern engineering statistics: the contribution of collaboration and shared views of the roles of mathematical statistics in engineering. Invited paper to ICOTS-7, Salvador, Brazil 2006.
• Lindgren, G. & Broberg, K.B.: Cycle range distributions for Gaussian processes - exact and approximate results. Extremes, 7 (2004) 69 - 89.
• Brodtkorb, P.A., Johannesson, P., Lindgren, G., Rychlik, I, Rydén, J. & Sjö, E.: WAFO - a Matlab toolbox for analysis of random waves and loads. ISOPE'2000.
• Lindgren, G.: Wave analysis by Slepian models. Probabilistic Engineering Mechanics, 15 (2000) 49-57.

Some old publications, which are still much cited

Extremes and crossings:

Two early papers, Some properties of a Gaussian process near a local maximum, in the Annals of Mathematical Statistics, (1970), and Local maxima of Gaussian fields, Arkiv för Matematik (1972), are now often quoted, and they form the basis for much of my later research on statistical extremes and their applications.

Markov regime models and switching autoregression:

The paper Markov regime models for mixed distributions and switching regressions, Scandinavian Journal of Statistics (1978), is based on a technical report, 1976 from Umeå university. The report includes two examples, Ex 2.3 and 3.1, of a Markov Switching Autoregression, later studied by i.a. Hamilton.

Presentations

• 2012: Extremvärdesteori som ett hjälpmedel att sätta gränser - Blickar bakåt och framåt. Talk at Cramérsällskapets årsmöte i Alnarp, 22 mars 2012 (in Swedish).
• 2011: Stochastic properties of optical black holes. Statistics seminar, Lund September 9, 2011, and UNC October 24, 2011.
• 2011: Random load models for use in stochastic fatigue life assessment -- some unpredicted consequences of Bertram Broberg's urge to understand. Talk at the 3rd Bertram Broberg symposium, Lund, May 30, 2011.
• 2011: Stochastic 3D Lagrange waves, asymmetry properties and consequences for marine safety. Talk at European Geosciences Union General Assembly 2011, Wien, April 8, 2011.
• 2010: 3D stochastic Lagrange model for asymmetric ocean waves. Stochastic field Workshop, Lund, November 17, 2010.
• 2010: Extremes for data with phase shifting seasons - some observations from marine climate. Talk at Workshop on Extreme events in climate and weather", Banff, August 22-27, 2010.
• 2010: Ulf Grenander - "mathematical tools for practical problems". Invited talk at 23rd Nordic Conference on Mathematical Statistics, Voss, June 15, 2010.
• 2010: Fatigue limit for Rice's formula = + infinity. Talk at the Jacques de Maré symposium in Göteborg, June 4, 2010.
• 2009: Realistic and practical stochastic models for ocean waves. Invited talk at XI CLAPEM, Naiguatá, Venezuela, November 1-6, 2009.
• 2009: Further development of the stochastic Lagrange model for asymmetric ocean waves - some new results. Talk at Seamocs meeting, Toulouse, Sept8-10, 2009.
• 2009: Lagrange models for asymmetric random waves. Poster at Seamocs meeting at Preluna Hotel and Spa, Malta, March 16-20, 2009.
• 2008: Stochastic models in marine sciences. Invited talk at International Workshop on Applied Probability, Compiègne, July 10, 2008.

Teaching - old

• SMHI-kurs
• Stationary stochastic processes, PhD course, fall 2006 and spring 2007 (also 2000, 2002, spring/fall 2004)