Dr. Matthias Schulte


Institut für Mathematische Statistik und Versicherungslehre (IMSV)

+41 31 631 88 42
Alpeneggstrasse 22
CH-3012 Bern
nach Vereinbarung
  • since 04/2016: Oberassistent at University of Bern
  • 04/2013-03/2016: Wissenschaftlicher Mitarbeiter at Karlsruhe Institute of Technology
  • 03/2013: PhD in Mathematics, University of Osnabrück
  • 04/2010-03/2013: Wissenschaftlicher Mitarbeiter at University of Osnabrück
  • 02/2012-07/2012: Research stay at Case Western Reserve University, Cleveland, Ohio
  • 03/2010: Diploma in Wirtschaftsmathematik, Clausthal University of Technology

Stochastic Geometry

random tessellations, Boolean models, random graphs

Stein's Method

Malliavin-Stein-Method, normal approximation, Poisson approximation, Poisson process approximation

Stochastic Analysis

Malliavin calculus, product formulas for stochastic integrals

Stochastic Processes

Poisson processes, point processes, Gaussian processes

Large Deviations and Extremes

moderate and large deviation principles, concentration inequalities, extreme value theory


Published and accepted papers

  • since 03/2018: SNF funded project Poisson approximation and extreme values in stochastic geometry (together with Ilya Molchanov)
  • 03/2014: Prize for outstanding dissertations (Probability & Statistics Group of the German Mathematical Society)
  • 02/2012-07/2012: DAAD-Fellowship for a research stay at Case Western Reserve University, Cleveland, Ohio
  • 04/2008-03/2010: Scholarship from Studienstiftung des Deutschen Volkes