Albrecht Irle
Albrecht Irle (born January 27, 1949 in Hanover ) is a German mathematician specializing in statistics , stochastics and financial mathematics .
Professional background
Albrecht Irle studied mathematics and physics at the Free University of Berlin and at University College London from 1967 to 1972 . After graduating in 1972, he and his (future) doctoral supervisor Norbert Schmitz moved to the Westfälische Wilhelms-Universität in Münster, where he held an assistant position at the Institute for Mathematical Statistics .
In 1974 he received his doctorate with his dissertation Sequential Decision-Making Processes with Continuous Observation . Then Irle was a research assistant from 1974 to 1979 (including one year at the University of California, Berkeley ).
In 1979 he completed his habilitation in mathematics and was appointed to a C2 professorship for mathematical statistics at the University of Bayreuth . A year later Irle accepted a C3 professor for mathematical statistics at the WWU Münster. Since 1984 he has been a full professor for probability theory and statistics at the Mathematical Seminar of the Christian Albrechts University in Kiel . He retired before 2016 and now lives in Berlin .
Publications
- Probability Theory and Statistics: Basics - Results - Applications , 2nd revised. and exp. Ed., Teubner, 2005, 437 pages, ISBN 3-519-12395-9
- Financial mathematics: the valuation of derivatives , 2nd revised. and exp. Ed., Teubner, 2003, 302 pages, ISBN 3-519-12640-0
- (with Claas Prelle): Exercise book on financial mathematics: guidelines, tasks and solutions for derivative evaluation , Teubner, 2007, 221 pages, ISBN 978-3-8351-0086-2 , ISBN 3-8351-0086-6
- Sequential analysis: optimal sequential tests , Teubner, 1990, 175 pages, ISBN 3-519-02731-3
- Minimax theorems under convexity conditions: a survey , U. Bayreuth, 1980, 207 pages
Web links
- Literature by and about Albrecht Irle in the catalog of the German National Library
- Albrecht Irle on the website of the University of Kiel ( Memento from January 6, 2013 in the web archive archive.today )
- Norbert Schmitz : 1959 - 2009; 50 years of the Institute for Mathematical Statistics of the Westphalian Wilhelms University of Münster , Münster 2009. ( full text )
swell
- Book cover pages of the above publications
| personal data | |
|---|---|
| SURNAME | Irle, Albrecht |
| BRIEF DESCRIPTION | German mathematician |
| DATE OF BIRTH | January 27, 1949 |
| PLACE OF BIRTH | Hanover |