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M. R. Leadbetter
Professor
332 Hanes Hall
work(919) 962-1040 (phone)
Statistics


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
  
Professional Background:

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-) 
  
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.

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. 
 
Research Interests:

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

Awards:

Honorary Doctorate, Lund University
Fellow, ASA
Fellow, IMS
Member, IMS Council
Member, ISI.
 

 

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