Chair of Probability Theory
Organisational unit: Chair
Organisation profile
Chair holder: Prof. Dr. rer. nat. René Schilling
Contact
- TUD website: https://tu-dresden.de/mn/math/stochastik/schilling
Related content and researchers (public profile)
- Research output
- Journals
- Activities
Automated tail-informed threshold selection for extreme coastal sea levels
Collings, T., Murphy-Barltrop, C. J., Murphy, C., Haigh, I., Bates, P. & Quinn, N., 17 Nov 2025, In: Natural Hazards and Earth System Sciences. 25, 11, p. 4545–4562 18 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Deep Learning Joint Extremes of Metocean Variables Using the SPAR Model
Mackay, E., Murphy-Barltrop, C. J., Richards, J. & Jonathan, P., 21 Aug 2025, Proceedings of ASME 2025 44th International Conference on Ocean, Offshore and Arctic Engineering: Ocean Engineering: Polar and Arctic Sciences and Technology. Vol. 3. 13 p. V003T06A034Research output: Contribution to book/Conference proceedings/Anthology/Report › Conference contribution › Contributed › peer-review
Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes
Deng, C.-S., Schilling, R. L. & Xu, L., Aug 2025, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability. 31, 3, p. 1834-1857 24 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Inference for bivariate extremes via a semi-parametric angular-radial model
Murphy-Barltrop, C. J. R., Mackay, E. & Jonathan, P., Jun 2025, In: Extremes : statistical theory and applications in science, engineering and economics. 28, 2, p. 209-238 30 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Extreme value methods for estimating rare events in Utopia: EVA (2023) conference data challenge: team Lancopula Utopiversity
André, L. M., Campbell, R., D’Arcy, E., Farrell, A., Healy, D., Kakampakou, L. & Murphy, C. & 2 others, Murphy-Barltrop, C. J. R. & Speers, M., Mar 2025, In: Extremes : statistical theory and applications in science, engineering and economics. 28, 1, p. 23–45 23 p., 108025.Research output: Contribution to journal › Research article › Contributed › peer-review
Markov processes and related fields : MP & RF
ISSNs: 1024-2953
Polymat, United States of America
Scopus rating (2024): CiteScore 0.7 SJR 0.224 SNIP 0.578
Journal
Extremes : statistical theory and applications in science, engineering and economics
ISSNs: 1386-1999
Additional searchable ISSN (electronic): 1572-915X
Springer, Dordrecht [u. a.], Netherlands
Scopus rating (2024): CiteScore 2.8 SJR 0.782 SNIP 1.135
Journal
Journal of Offshore Mechanics and Arctic Engineering
ISSNs: 0892-7219
Additional searchable ISSN (electronic): 1528-896X
The American Society of Mechanical Engineers(ASME), United States of America
Scopus rating (2024): CiteScore 3.9 SJR 0.548 SNIP 0.969
Journal
Osaka Journal of Mathematics
ISSNs: 0030-6126
Additional searchable ISSN (electronic): 0030-6126
Osaka University, Japan
Scopus rating (2024): CiteScore 0.8 SJR 0.345 SNIP 0.753
Journal
Stochastics and dynamics : SD
ISSNs: 0219-4937
World Scientific Publishing Co. Pte Ltd, Singapore
Scopus rating (2024): CiteScore 1.4 SJR 0.503 SNIP 0.702
Journal
Workshop on Stochastic Analysis and Related Topics 2016
Schilling, R. L. (Organiser), Keller-Ressel, M. (Organiser)9 May 2016 → 10 May 2016
Activity: Organising or participating in an event › Organising an event
START 2014 - Workshop on Stochastic Analysis and Related Topics
Behme, A. D. (Organiser), Schilling, R. L. (Organiser)22 Sept 2014 → 23 Sept 2014
Activity: Organising or participating in an event › Organising an event