Olav Kallenberg
Olav Kallenberg | |
---|---|
Born | 1939 (age 84–85) |
Education | Royal Institute of Technology Chalmers University of Technology |
Awards | Rollo Davidson Prize |
Scientific career | |
Institutions | Uppsala University Auburn University |
Doctoral advisor | Harald Bergström |
Olav Kallenberg (born 1939) is a
From 1991 to 1994, Kallenberg served as the Editor-in-Chief of Probability Theory and Related Fields (a leading journal in probability).[2]
Biography
Olav Kallenberg was educated in Sweden. He has worked as a probabilist in Sweden and in the United States.[citation needed]
Sweden
Kallenberg was born and educated in
After earning his doctoral degree, Kallenberg stayed with Chalmers as a lecturer.[citation needed]While at Gothenberg, Kallenberg was appointed to a full professorship in Uppsala University, taking the position of Carl-Gustav Esseen, who retired in 1984. This appointment caused him to lose his position at Gothenberg, but he was unable to afford the move to Uppsala to take the new appointment. This awkward circumstance led him to the United States.[5]
United States
Later he moved to the United States. Since 1986, he has been Professor of Mathematics and Statistics at Auburn University.[citation needed]
Honours and awards
In 1977, Kallenberg was awarded the
Kallenberg is a Fellow of the Institute of Mathematical Statistics.[7]
In April 2006 Kallenberg was selected Auburn's 32nd annual Distinguished Graduate Faculty Lecturer at Auburn.[8] Kallenberg delivered the 2003 AACTM Lewis-Parker Lecture at the University of Alabama in Huntsville.[9]
Selected publications
Books
- Kallenberg, O., Probabilistic Symmetries and Invariance Principles. Springer -Verlag, New York (2005). 510 pp. ISBN 0-387-25115-4.[10]
- Kallenberg, O., Foundations of Modern Probability, 2nd ed. Springer Series in Statistics. (2002). 650 pp. ISBN 978-3-030-61870-4
- Kallenberg, O., Random Measures, 4th edition. Academic Press, New York, London; Akademie-Verlag, Berlin (1986). MR0854102
Scientific papers
- Homogeneity and the strong Markov property. Ann. Probab. 15 (1987), 213–240.
- Spreading and predictable sampling in exchangeable sequences and processes. Ann. Probab. 16 (1988), 508–534.
- Multiple integration with respect to Poisson and Lévy processes (with J. Szulga). Probab. Th. Rel. Fields (1989), 101–134.
- General Wald-type identities for exchangeable sequences and processes. Probab. Th. Rel. Fields 83 (1989), 447–487.
- Random time change and an integral representation for marked stopping times. Probab. Th. Rel. Fields 86 (1990), 167–202.
- Some dimension-free features of vector-valued martingales (with R. Sztencel). Probab. Th. Rel. Fields 88 (1991), 215–247.
- Symmetries on random arrays and set-indexed processes. J. Theor. Probab. 5 (1992), 727–765.
- Random arrays and functionals with multivariate rotational symmetries. Probab. Th. Rel. Fields 103 (1995), 91–141.
- On the existence of universal functional solutions to classical SDEs. Ann. Probab. 24 (1996), 196–205.
References
- ^ Faculty profile, Auburn University, retrieved 2013-12-20.
- ^ Author biography from Foundations of Modern Probability, 2nd ed. (Springer, 2002).
- ^ Kallenberg, Olav (1972). Characterization and convergence of random measures and point processes. Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie, 0346-718X; 42. Gothenburg. libris: 97984.
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: CS1 maint: location missing publisher (link) - ^ Olav Kallenberg at the Mathematics Genealogy Project
- ^ "Correspondence of Olav Kallenberg, 1980–1996". University of Florida. Retrieved 2024-04-11. See last page of Letter to K. L. Chung, March 10, 1991, pp. 3-6.
- Cambridge University. Accessed January 24, 2010
- ^ IMS Awards Archived 2014-03-02 at the Wayback Machine, Institute of Mathematical Statistics. Accessed January 24, 2010
- ^ Math professor named Distinguished Graduate Faculty Lecturer for 2006, AU Report, Vol. 39, no. 11, March 2006. Accessed January 24, 2010
- ^ 2003 AACTM Lewis-Parker Lecturer Prof. Olav Kallenberg, Alabama Association of College Teachers of Mathematics. Accessed January 24, 2010
- MR 2525743.