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Dr Matthias Winkel
Dipl.-Math., MSc., PhD
- Departmental Lecturer in Actuarial Statistics
eMail:
Matthias [dot] Winkel [-at-] maths [dot] ox [dot] ac [dot] uk
Contact Form
Phone Number(s):
Reception/Secretary: +44 1865 273525
Direct: +44 1865 272875
Preferred Address:
Email: winkel@stats.ox.ac.uk
Department of Statistics
1 South Parks Road
Oxford OX1 3TG
Departmental Address:
Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England
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Research Interests:
Probability theory and stochastic processes: random trees, Levy processes
Major/Recent Publications:
- See my research homepage for an up-to-date list, also including preprints. In September 2009, the following were accepted for publication, but not yet available on MathSciNet:
- McCullagh, P., Pitman, J. and Winkel, M.: Gibbs fragmentation trees. Bernoulli 14(4), 988-1002 (2008)
- Haas, B., Pitman, J. and Winkel, M.: Spinal partitions and invariance under re-rooting of continuum random trees. Ann. Prob. 37, No. 4, 1381-1411 (2009)
- Pitman, J. and Winkel, M.: Regenerative tree growth: binary self-similar continuum random trees and Poisson-Dirichlet compositions. Ann. Prob. 37, No. 5, 1999-2041 (2009)
- Veraart, A. and Winkel, M.: Time change. to appear in Encyclopedia of Quantitative Finance, ed. R. Cont, Wiley (2010)
Recent Publications (from MathSciNet):
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MR2746335 Reviewed Savov, Mladen; Winkel, Matthias Right inverses on Lévy processes: the excursion measure in the
general case.
Electron. Commun. Probab. 15 (2010), 572–584. (Reviewer: Maria E. Caballero) 60G51
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MR2561439 Reviewed Pitman, Jim; Winkel, Matthias Regenerative tree growth: binary self-similar continuum random trees
and Poisson-Dirichlet compositions.
Ann. Probab. 37 (2009), no. 5, 1999–2041. (Reviewer: Edward C. Waymire) 60J80
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MR2546748 Reviewed Haas, Bénédicte; Pitman, Jim; Winkel, Matthias Spinal partitions and invariance under re-rooting of continuum random
trees.
Ann. Probab. 37 (2009), no. 4, 1381–1411. (Reviewer: Peter Mörters) 60J80
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MR2480547 Reviewed Chen, Bo; Ford, Daniel; Winkel, Matthias A new family of Markov branching trees: the alpha-gamma model.
Electron. J. Probab. 14 (2009), no. 15, 400–430. 60J80
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MR2543583 Reviewed McCullagh, Peter; Pitman, Jim; Winkel, Matthias Gibbs fragmentation trees.
Bernoulli 14 (2008), no. 4, 988–1002. (Reviewer: Inés Maria del Puerto) 60J80
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MR2440924 Reviewed Haas, Bénédicte; Miermont, Grégory; Pitman, Jim; Winkel, Matthias Continuum tree asymptotics of discrete fragmentations and applications
to phylogenetic models.
Ann. Probab. 36 (2008), no. 5, 1790–1837. 60J80 (92D15)
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MR2435848 Reviewed Guan, Qing-Yang; Winkel, Matthias SLE and $\alpha$\alpha-SLE driven by Lévy processes.
Ann. Probab. 36 (2008), no. 4, 1221–1266. (Reviewer: Robert Otto Bauer) 60J67 (60G51 60G52 60J45)
More publications
Teaching:
Lecturing
Tutorials and classes
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1st year, for St Catherine's (2007-2009) and Trinity College (since 2008): Intro to Pure Maths, Linear Algebra I+II (2007-2009), Analysis I-III, Groups, Rings and Fields I-II, Geometry I
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2nd year, for Trinity College (since 2003) and St Catherine's College (2007-2009):
Probability and Statistics (since 2003), Analysis (2007), Algebra
(2005, since 2007), Topology (2005, 2007-2008), Integration (2005 and since 2008), Groups (2005), Fields (2005, 2008), Number Theory (2005, 2008),
Multivariable Calculus (2005, 2008)
- 3rd year: Actuarial Science I (2002-2004, since 2008), Actuarial Science II (2003-2005), Applied Probability (2003-2007), Statistical Lifetime-Models (2005-2007)
- 4th year: Levy Processes and Finance (since 2007)
Supervision (other than research students)
- 4th year: MMath dissertation in Mathematics (2002-03,2009-10) and Mathematics and Statistics (since 2004)
- M.Sc. Applied Statistics: Coursework (2002-03, since 2008) and dissertation (since 2003)
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