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Georg Lindgren

[Georg Lindgren]

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 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.

[Pontus Fahlbeck] [Sven Wicksell] [Carl Vilhelm Charlier]

New Wafo version, January 2016

The Wafo toolbox has been upgraded to work together with Matlab R2014b and later. It can be downloaded, together with a tutorial, from the Wafo homepage. The new version, tentatively called Wafo26 includes a module for generation and analysis of Gauss-Lagrange and Stokes-Lagrange waves.

International textbooks

Introductory textbook on stationary processes

[SSP4SE] 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

[SSP] 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.


At present (winter 2016) I am involved in the following major project:

[WAFO logo] WAFO, a MATLAB toolbox for Wave Analysis for Fatigue and Oceanography

Some recent projects:

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

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

[SEAMOCS logo] 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 available in LU database

Full list of publications

Recent publications

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:

[Umeå Report cover] 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.


Teaching - old

Mailing address:

Georg Lindgren
Mathematical Statistics
Centre for Mathematical Sciences
Box 118, SE-221 00 Lund, Sweden

Phones & email addresses:

+46 46 22 285 47 (office)
+46 46 22 285 50 (dept)
+46 46 22 246 23 (fax)
e-mail: georg (at) maths.lth.se

Visitors address:

Mathematics building
Sölvegatan 18
Lund, Sweden