Professor
332 Hanes Hall
(919) 9621040 (phone)
mrl@email.unc.edu
Personal website

Probability, Statistics, Extreme Value Theory. Applications in Engineering, Oceanography, Environment

Education:

B.Sc. (1953), M.Sc. (1954), University of New Zealand
B.A. (1958), M.A. (1962) University of Cambridge
Ph.D. (1963), UNC-Chapel Hill

Positions:

New Zealand Applied Mathematics Laboratory, Wellington (1955-1956)
Naval Research Laboratory, Auckland (1958-1960)
Research Triangle Institute, North Carolina (1961-1966)
UNC-Chapel Hill (1966-)

Honors:

Honorary Doctorate, Lund University, Sweden 1991
Honorary Doctorate, Lisbon University, Portugal 2013
Fellow, American Statistical Association (ASA)
Fellow, Institute of Mathematical Statistics (IMS)
Member, IMS Council (2 terms)
Member, International Statistical Institute (ISI)
Carver Medal, for service to IMS & Statistical Profession, 2011.
Special award “for outstanding contributions to Statistics & its development in North Carolina”, ASA (NC Chapter) 2012

Selected Publications:

Books:

“Stationary and Related Stochastic Processes” (with Harald Cramer), Wiley, N.Y, 1967.
“Extremes and Related Properties of Random Sequences and Processes” (with G. Lindgren and H. Rootzen), Springer-Verlag, N.Y., 1983.
“A Basic Course in Measure and Probability. Theory for Applications” (with Stamatis Cambanis and Vladas Pipiras), Cambridge University Press, 2014.

Articles:

Limit theorems for strongly mixing stationary random measures (with T. Hsing), Stochastic Processes and their Applications, 36 (1990), 231-243.

On a basis for ‘Peaks over Threshold’ modeling, Statistics and Probability Letters, 12 (1991), 357-362.

On central limit theory for families of strongly mixing additive random functions (with H. Rootzen), in “Festschrift in Honour of G. Kallianpur” (S. Cambanis, et al.,eds), Springer-Verlag, N.Y (1993), 211-223.

Extremes and exceedance measures for continuous parameter stationary processes, in “Extreme Value Theory and Applications” (J. Galambos et al., eds.), Kluwer Academic Publishers (1994), 371-388.

On high level exceedance modeling and tail inference, Journal of Statistical Planning and Inference (1995),45, 247-260.

Estimating capsize risk for a vessel in a following sea. (with I Rychlik) Bull. Int. Stat. Ins., 2009

Estimating dynamic stability event probabilities from simulation & wave modeling methods. (with I Rychlik & K. Stambaugh) Proc.12 Int. Ship Stability Workshop, 147-161, 2011 

Research Interests:

Probability and statistics, stochastic processes, extremal theory, statistical communication theory; engineering, oceanographic, and environmental applications.