Mathematical Stochastics

Welcome to the group mathematical stochastics

Chair of Mathematical Stochastics

TK

Chair of Mathematical Stochastics

Professors

Address

Cauerstraße 11 91058 Erlangen

Contact

Phone: +49 9131 85-67090

Website: https://sites.google.com/site/torbenkruegermath/

Secretary

KB

Chair of Mathematical Stochastics

Administrative staff

Address

Cauerstraße 11 91058 Erlangen

Contact

Scientific Staff

CR

Faculty of Sciences

Adjunct professors

Address

Cauerstraße 11 91058 Erlangen

Contact

Phone: +49 9131 85-67086

Website: https://en.www.math.fau.de/stochastics/prof-dr-christoph-richard

ME

Professorship for Applied Mathematics (Applied Analysis)

Professors

Contact

Phone: +49 9131 85-67115

MF

Chair of Mathematical Stochastics

Research associates

Address

Cauerstraße 11 91058 Erlangen

Contact

JM

Chair of Mathematical Stochastics

Research associates

Contact

Phone. : +49 9131 85-67083

Emeriti

Prof. Dr. Andreas Greven
E-Mail: greven@mi.uni-erlangen.de
Webseite: https://www.math.fau.de/stochastik/andreas-greven

Prof. Dr. Gerhard Keller
E-Mail: keller@math.fau.de
Webseite: https://www.math.fau.de/stochastik/gerhard-keller/

Summer Semester 2026
01.07 2026, 16:30 Uhr, Raum 04.363 – Oleksii Kolupaiev – Two-resolvent local laws with decorrelation in energy space
Winter Semester 2025/26
04.02 2026, 16:15 Uhr, Raum Übung 4 -Sebastian Kühnert – Aspects of Functional Time Series Models and Estimation
21.01.2026, 16:15 Uhr, Raum Übung 4 – Philipp Gohlke – Entropy of random substitution systems
14.01.2026, 16:15 Uhr, Raum 04.363 – Mohammed Osman – Bulk universality for sparse complex matrices
 
Summer Semester 2025
10.07.2025, 14:00 Uhr, Raum 01.382 -Kurt de los Santos, Jim Raphealo Mijares, and Eden Delight Miro – Dynamical systems arising from random substitutions and quadratic number field  
Winter Semester 2024/25
12.02.2025, 16:15 Uhr, Lecture hall : H9 Werner-von-Siemens – Inack Estelle – Variational Neural Annealing: Optimization in Physics, Biology, and Finance
05.02.2025, 16:15 Uhr, Lecture hall : H9 Werner-von-Siemens – Christoph Hertrich – Understanding Neural Networks via Polyhedral Geometry
29.01.2025, 16:15 Uhr, Hörsaal : H9 Werner-von-Siemens – Elvis Dohmatob – Provable Neural Scaling Laws
22.01.2025, 16:15 Uhr, Lecture hall : H9 Werner-von-Siemens – Joscha Henheik
Summer Semester 2024
17.07.2024, 16:15 Uhr, Raum 04.363 – Martin Metodiev – Estimating large covariance matrices
10.07.2024, 16:15 Uhr, Raum 04.363 -Nicolae Strungaru – Diffraction and unitary representations on Hilbert spaces
19.06.2024, 16:15 Uhr, Raum 04.363 – Pavlos Zoubouloglou – Large Deviations for Empirical Measures of Self-Interacting Markov Chains
29.05.2024, 16:15 Uhr, Raum 04.363 – Andreas Brendel – Neural Audio Coding – Challenges and Opportunities
Winter Semester 2023/24
07.02.2024, 16:15 Uhr, Raum H13 – Frederik Nagel : DSAI – The Center for Digital Signal Processing with AI
31.01.2024, 16:15 Uhr, Raum H13 – Michael Döllinger : Analyzing the human voice production
24.01.2024, 16:15 Uhr, Raum H13 – Pritpal Matharu : Adjoint-Based Enforcement of State Constraints in PDE Optimization Problems
20.12.2023, 16:15 Uhr, Raum H13 – Christian Pascal Hirsch : On the topology of higher-order age-dependent random connection models
15.11.2023, 16:15 Uhr, Raum H13 – Tomas Masák : The Functional Graphical Lasso
08.11.2023, 16:15 Uhr, Raum H13 – Stefan Richter
Summer Semester 2023
19.07.2023, 16:15 Uhr, Raum 04.363 – Markus Ebke : Disk Counting Statistics for the Real and Symplectic Ginibre Ensemble
28.06.2023, 16:15 Uhr, Room 04.363 – Yacin Ameur : The two-dimensional Coulomb gas with spectral gaps
14.06.2023, 16:15 Uhr, Room 04.363 – Jana Reker : Functional Central Limit Theorems for Wigner Matrices
07.06.2023, 16:15 Uhr, Raum 04.363 – Neil Manibo : Ghost measures and the finiteness conjecture for matrices 
10.05.2023, 16:15 Uhr, Room 04.363 – Yuanyuan XU: Precise asymptotics for the extreme eigenvalues of a large random matrix
03.05.2023, 16:15 Uhr, Room 04.363 – Sven Joscha Henheik: “On eigenvector overlaps for random matrices”
Winter Semester 2022/23
14.12.2022, 16:15 Uhr, Raum 04.363 – Giorgio Cipoloni
Summer Semester 2022
 26.07.2022, 16:15 Uhr, Raum 04.363 – David Renfrew : Eigenvalues of large random matrices with non-iid enries
19.07.2022, 16:15 Uhr, Raum 04.363 – Johannes Alt : Spectral Phases of Erdős–Rényi graphs
12.07.2022, 16:15 Uhr, Raum 04.363 – Jacob Fronk : Non-Hermitian random matrices beyond the circular law
14.06.2022, 16:15 Uhr, Raum 04.363 – Timo Spendler : Random substitution subshifts
31.05.2022, 16:15 Uhr, Raum 04.363 – Till Hauser : Pure point diffraction and entropy beyond the euclidean space
10.5.2022, 16:15 Uhr, Room 04.363 – Christoph Richard: “On uniform distributions in model sets”

TK

Chair of Mathematical Stochastics

Professors

Address

Cauerstraße 11 91058 Erlangen

Contact


Room: Raum 02.338
Cauerstraße 11
91058 Erlangen
Phone number: +49 9131 85-67090
Fax number: +49 9131 85-67089
Website: https://sites.google.com/site/torbenkruegermath/

Teaching

 

 

Winter term 2023/2024

  • Stochastische Modelle Integrated Life Science/ Stochastische Modellbildung;
    • Termin:
      • Di 08:00-10:00, Raum HD Hörsaal Physikum
      • Mi 08:00-10:00, Raum HD Hörsaal Physikum
  • Stochastische Analysis;
    • Termin:
      • Mo 14:00-16:00, Raum Übung 4
  • Seminar: Random Matrices (Masterseminar, Querschnittsmodulseminar);
    • Termin:
      • Mo 08:00-10:00, Raum 04.363
      • Mo 10:00-12:00, Raum Übung 2

Correspondent of the German Actuarial Association

In my function as a correspondent of the German Actuarial Association (DAV) at the FAU Erlangen-Nuremberg, I can issue a corresponding certificate to those graduates who aspire to become actuaries and can prove their knowledge of mathematics or stochastics according to the “Learning Objectives of the DAV Education (Appendix A or Appendix B)” by means of performance records. It is up to the DAV Admissions Committee to decide whether the demonstrated knowledge is deemed sufficient to be recognized in lieu of the corresponding DAV Admissions Examination.

To request such a certificate, please email me with the following information:

  •  Name
  •  Matriculation number
  • Field of study (e.g. BSc Mathematics, MSc Mathematics, BSc Business Mathematics)
  • List of mathematics lectures attended in which the knowledge required in Appendix A was acquired (with indication of semester, lecturer, Transcript of records)
  • List of attended stochastics/statistics lectures in which the knowledge required in Appendix B was acquired (with indication of semester, lecturer, Transcript of records)
  • Address for sending the certificate

 

Universality in Disordered Quantum Systems
 
https://sites.google.com/site/torbenkruegermath/q-universality?authuser=0
 
 
Dynamics on Correlated Networks
 
https://sites.google.com/site/torbenkruegermath/networks?authuser=0
 

CR

Faculty of Sciences

Adjunct professors

Address

Cauerstraße 11 91058 Erlangen

Contact

Raum 02.335
Cauerstraße 11
91058 Erlangen

Phone number: +49 9131 85-67086
Fax number: +49 9131 85-67089

Office hours
appointment by e-mail

ME

Professorship for Applied Mathematics (Applied Analysis)

Professors

Contact

Room: 02.377
Cauerstr. 11
91058 Erlangen

Phone: +49 9131 85-67115
Fax number: +49 9131 85-67089

Publications

 

Summer term 2023

– Probability Theory (Prof. Krüger)
– Introduction to Statistics and Statistical Programming (Prof. Richard)
– Bachelor seminar: Statistics (Prof. Richard)
– Masterseminar: Large deviations and concentration of measure (Dr. Ebke)

 

Winter term 2022/23

– Stochastic Modeling (Prof. Krüger)
– Stochastic Models for ILS (Prof. Krüger)
– Stochastic Analysis (Prof. Krüger)
– Mathematical Modeling and Statistics for Natural Scientists (Prof. Richard)