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The list of publications has been updated and many links to full text added; April 2019.

Wafo on Matlab 2018b, November 2018

The Wafo toolbox, version 2017, has now been tested on Matlab R2018b, and it seems to work fine. If you encounter any problems, send an e-mail to wafo (at) maths.lth.se

On the history of mathematical statistics in Lund

During the first decades of the 20th century statistical science became recognized as an academic discipline in its own right. Its role in social and natural sciences and in economics seemed obvious, but the role of mathematics in statistics was much discussed. In May 1915, Lund university named Sven Dag Wicksell the first academic teacher in Mathematical statistics, the first in Sweden and the third in the world.

Read the story of how it happened in Why distinguish between statistics and mathematical statistics - the case of Swedish academia, in International Statistical Review, a study by Peter Guttorp and Georg Lindgren, and take a look at the presentation Fahlbeck vs. Charlier - Wicksell in the middle - in the early days of Lund statistics.

New Wafo version, October 2017

The Wafo toolbox has been upgraded to work together with Matlab R2017b. It can be downloaded, together with  tutorial, from the Wafo homepage. The new version includes a tutorial for the Lagrange module for generation and analysis of Stokes-Lagrange waves.

International textbooks

Introductory textbook on stationary processes

A new introductory textbook on Stationary stochastic processes for scientists and engineers appeared in October 2013 at Chapman & Hall/CRC, written by myself, Holger Rootzén and Maria Sandsten. It represents "episode one" in companion with the more advanced book from 2012. Click on the book to access solutions to the exercises in the book and Matlab material for practical experience.

Advanced textbook on stationary processes

The advanced 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. Click on the book to get access to an update, with comments and some errata.

Projects

At present (spring 2019) I am involved in the following major projects:

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

Computational methods for Gaussian processes

History of statistics

Some recent 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.

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, statistical extremes, level crossings, computational statistics, Markov regime models. tatistics in ophthalmology, statistics education, history of statistics.

Publications

Publications in LU database

Full list of publications

Recent publications

• Lindgren, G.: Steve O.Rice (1907-1986) - inspired by random noise, inspiring statistics research. Invited paper to ISI 2019. (2019).
• Lindgren, G.: Gaussian integrals and Rice series in crossing distributions - to compute the distribution of maxima and othe features of Gaussian processes. Statistical Science, 34 (2019) 100-128.
• Guttorp, P. and Lindgren, G.: Why distinguish between Statistics and Mathematical statistics - the case of Swedish academia. International Statistical Review, 87 (2019) 110-126.
• P. Guttorp and Lindgren, G.: Charlier, Carl V.L.. Wiley StatsRef: Statistics Reference Online. (2018). John Wiley and Sons.
• P. Guttorp and Lindgren, G.: Bertil Matérn. Wiley StatsRef: Statistics Reference Online. (2018). John Wiley and Sons.
• Lindgren, G.: Horseshoe-like patterns in first-order 3D random Gauss-Lagrange waves with directional spreading. Waves in Random and Complex Media, (2015); DOI: 10.1080/17455030.2015.10822673.
• Lindgren, G.: Asymmetric waves in wave energy systems analysed by the stochastic Gauss-Lagrange wave model. Proceedings of the Estonian Academy of Sciences; Vol 64 (2015) 291-296.
• 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.
• Ruban, V. ... , Lindgren, G. et al.: Rogue waves - towards a unifying concept? Disucssion and debates. Eur. Phys. J. Special Topics, 185 (2010) 5-15.
• 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, ten years later (1986) studied by i.a. Hamilton.

Presentations

• 2018: The unexpected influence of a mathematician - on engineering - and on statistics. Talk at Carl-Gustav Esseen Centenary, September 18, 2018, Uppsala.
• 2018: Crest/trough and front/back asymmetric waves in wave energy systems. Talk at Workshop on "Can stochastic geometry handle dynamics of risk management? Lund April 18-20, 2018.
• 2017: The importance of being Ernest - a trivial comedy for serious people. Talk at BIRS Workshop July 13, 2017, Banff, Canada, in honour of Peter Guttorp.
• 2016 and 2017: Stochastic properties of optical black holes. Seminar at Chalmers, October 20, 2016, and Lund, April 7, 2017.
• 2016: Stochastic models for ocean waves - Gaussian fields made more realistic by Rice formula and some physics. Seminar at Bocconi University of Milan, January 21, 2016.
• 2015: Stochastic models for ocean waves - Gaussian fields made more realistic by Rice formula and some physics. Talk in Statistics seminar, University of Bath, November 24, 2015.
• 2015: Fahlbeck vs. Charlier - Wicksell in the middle - in the early days of Lund statistics. Talk at Mathematical statistics Centenary 2015, May 12.
• 2014: Asymmetric waves in wave energy systems analysed by the Gauss-Lagrange wave model. Talk at IUTAM Symposium 2014 on Complexity of Nonlinear waves, Tallin, Estonia, September 8-12, 2014.
• 2013: Extremes, wave asymmetry, and other stochastic properties of an ocean wave energy system - aspects on model choice in an engineering application. Talk at EVT2013, Extremes in Vimeiro today, Vimeiro, Portugal, September 8 - 11, 2013.
• 2013: (Extremes and related properties of) Stochastic asymmetric Lagrange waves. Talk at Symposium on recent advances in Extreme value theory, honoring Ross Leadbetter, Lisbon, March 18 - 20, 2013.
• 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: Statistical/Mathematical wave models - for what purpose? Discussion in session IPS098 at ISI2011, Dublin, August 24, 2011.
• 2011: Random deformation of Gaussian fields with an applications to Lagrange models for asymmetric ocean waves. Talk at ISI2011, Dublin, August 23, 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: Klimatförändringar och statistik - orsaker? Konsekvenser! Talk at Cramérsällskapets klimatkonferens i Lund, 22 oktober 2009 (in Swedish).
• 2009: Further development of the stochastic Lagrange model for asymmetric ocean waves - some new results. Talk at Seamocs meeting, Toulouse, Sept 8-10, 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.