Dr. Matthias Schulte

• 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

Preprints

• M. Schulte and J. E. Yukich (2018): Multivariate second order Poincaré inequalities for Poisson functionals

Published and accepted papers

• R. Lachieze-Rey, M. Schulte and J. E. Yukich (2018+): Normal approximation for stabilizing functionals, to appear in Ann. Appl. Probab.
• M. Schulte and C. Thäle (2017): Central limit theorems for the radial spanning tree, Random Structures Algorithms 50, 262–286
• M. Reitzner, M. Schulte and C. Thäle (2017): Limit theory for the Gilbert Graph, Adv. in Appl. Math. 88, 26-61
• D. Hug, M. Klatt, G. Last and M. Schulte (2017): Second order analysis of geometric functionals of Boolean models, chapter in the book "Tensor Valuations and their Applications in Stochastic Geometry and Imaging" (edited by Markus Kiderlen and Eva B. Vedel Jensen, Lecture Notes in Mathematics 2177, Springer)
• M. Schulte and C. Thäle (2016): Poisson point process convergence and extreme values in stochastic geometry, chapter in the book "Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Ito chaos expansions and stochastic geometry" (edited by Giovanni Peccati and Matthias Reitzner, Springer & Bocconi Series)
• G. Last, G. Peccati and M. Schulte (2016): Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization, Probab. Theory Related Fields 165, 667-723
• L. Decreusefond, M. Schulte and C. Thäle (2016): Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry, Ann. Probab. 44, 2147-2197
• M. Schulte and C. Thäle (2016): Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem, J. Funct. Anal. 270, 2223-2248
• M. Schulte (2016): Normal approximation of Poisson functionals in Kolmogorov distance, J. Theoret. Probab. 29, 96-117
• D. Hug, G. Last and M. Schulte (2016): Second order properties and central limit theorems for geometric functionals of Boolean models, Ann. Appl. Probab. 26, 73-135
• G. Last, M. Penrose, M. Schulte and C. Thäle (2014): Moments and central limit theorems for some multivariate Poisson functionals, Adv. in Appl. Probab. 46, 348-364
• M. Schulte and C. Thäle (2014): Distances between Poisson k-flats, Methodol. Comput. Appl. Probab. 16, 311-329
• M. Reitzner and M. Schulte (2013): Central limit theorems for U-statistics of Poisson point processes, Ann. Probab. 41, 3879-3909
• M. Schulte and C. Thäle (2012): The scaling limit of Poisson-driven order statistics with applications in geometric probability, Stochastic Process. Appl. 122, 4096-4120
• M. Schulte (2012): A central limit theorem for the Poisson-Voronoi approximation, Adv. in Appl. Math. 49, 285-306

• 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