Statistics Faculty

Ditlev Monrad

  • Associate Professor Emeritus
  • Department of Statistics
  • University of Illinois at Urbana-Champaign
  • 101 Illini Hall
  • 725 S. Wright St.
  • Champaign, IL 61820 USA
  •  
  • (217) 333-2167
  • d-monrad@illinois.edu
  • Website
  • Educational Background

  • PhD, Statistics, University of California Berkeley, 1976
  • Research Interests

  • Probability theory and stochastic processes, emphasizing Gaussian processes and processes with independent increments - with potential applications in finance and other areas.
  • Selected Publications

    Representations, decompositions, and sample function continuity of random fields with independent increments, (with R. J. Adler, R. H. Scissors, and R. Wtlson), Stoch. Proc. Appl., 15, 3-30, 1983.

    Gaussian measures in Bp (with N. C. Jain), Ann Probab., 11,46-57, 1983.

    Stable distributions (with W. Stout), Encyclopedia of Statistical Sciences, 3, 617-620,1988. Wiley-Interscience.

    The problem of embedding vector-valued martingales in a Gaussian process, (with W. Philipp), Theor. Veroyatnostey, Vol. 35, 384-387, 1990.

    Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales, (with W. Philipp), Probab, Th. Rel. Fields, Vol. 88, 381-404, 1991.

    Conditional versions of the Strassen-Dudley theorem, (with W. Philipp), Proceedings of the Eighth Conference on Probability in Banach Spaces, 1991.  Birkhauser, Boston, 116-127, 1992.

    Small values of Gaussian processes and functional laws of the iterated logarithm, (with H. Rootzen), Probab. Th. Rel. Fields, Vol. 101, 173-192, 1995.

    Statistics:  The Craft of Data Collection, Description and Inference, with W. Stout, B. Bailey, J. Fryxell, R. Gould, X. He, and L. Roussos, 2001.

    Statistics: Concepts and Methods, 2nd Edition. (with W. F. Stout and E. J. Harner) Mobius (2005).

    Life Stats: Collecting, Analyzing, and Interpreting Data (with W. F. Stout and E. J. Harner) Mobius (2006).