Olav Kallenberg (born 1939) is a
probability theorist known for his work on
exchangeable stochastic processes
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appe ...
and for his graduate-level textbooks and monographs. Kallenberg is a professor of mathematics at
Auburn University
Auburn University (AU or Auburn) is a public land-grant research university in Auburn, Alabama. With more than 24,600 undergraduate students and a total enrollment of more than 30,000 with 1,330 faculty members, Auburn is the second largest uni ...
in
Alabama
(We dare defend our rights)
, anthem = "Alabama (state song), Alabama"
, image_map = Alabama in United States.svg
, seat = Montgomery, Alabama, Montgomery
, LargestCity = Huntsville, Alabama, Huntsville
, LargestCounty = Baldwin County, Al ...
in the USA.
From 1991 to 1994, Kallenberg served as the Editor-in-Chief of ''Probability Theory and Related Fields'' (a leading journal in probability).
Biography
Olav Kallenberg was educated in Sweden. He has worked as a probabilist in Sweden and in the United States.
Sweden
Kallenberg was born and educated in
Sweden
Sweden, formally the Kingdom of Sweden,The United Nations Group of Experts on Geographical Names states that the country's formal name is the Kingdom of SwedenUNGEGN World Geographical Names, Sweden./ref> is a Nordic country located on ...
, with an undergraduate exam in
engineering physics
Engineering physics, or engineering science, refers to the study of the combined disciplines of physics, mathematics, chemistry, biology, and engineering, particularly computer, nuclear, electrical, electronic, aerospace, materials or mechanical en ...
from
Royal Institute of Technology
The KTH Royal Institute of Technology ( sv, Kungliga Tekniska högskolan, lit=Royal Institute of Technology), abbreviated KTH, is a public research university in Stockholm, Sweden. KTH conducts research and education in engineering and technolo ...
(KTH) in
Stockholm
Stockholm () is the Capital city, capital and List of urban areas in Sweden by population, largest city of Sweden as well as the List of urban areas in the Nordic countries, largest urban area in Scandinavia. Approximately 980,000 people liv ...
. Kallenberg entered doctoral studies in
mathematical statistics
Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical an ...
at KTH, but left his studies to work in
operations analysis
Operations research ( en-GB, operational research) (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a discipline that deals with the development and application of analytical methods to improve decis ...
for a consulting firm in
Gothenburg
Gothenburg (; abbreviated Gbg; sv, Göteborg ) is the second-largest city in Sweden, fifth-largest in the Nordic countries, and capital of the Västra Götaland County. It is situated by the Kattegat, on the west coast of Sweden, and has ...
. While in Gothenburg, Kallenberg also taught at
Chalmers University of Technology
Chalmers University of Technology ( sv, Chalmers tekniska högskola, often shortened to Chalmers) is a Swedish university located in Gothenburg that conducts research and education in technology and natural sciences at a high international level ...
, from which he received his
Ph.D.
A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields. Because it is a ...
in 1972 under the supervision of
Harald Bergström
Harald Bergström (1 April 1908, Mölltorp – 23 May 2001, Göteborg) was a Swedish mathematician, specializing in probability theory.
Education and career
Harald Bergström studied mathematics, physics and chemistry at the University of Uppsa ...
.
After earning his doctoral degree, Kallenberg stayed with Chalmers as a lecturer.
Kallenberg was appointed a full professor in
Uppsala University
Uppsala University ( sv, Uppsala universitet) is a public university, public research university in Uppsala, Sweden. Founded in 1477, it is the List of universities in Sweden, oldest university in Sweden and the Nordic countries still in opera ...
.
United States
Later he moved to the United States. Since 1986, he has been Professor of Mathematics and Statistics at
Auburn University
Auburn University (AU or Auburn) is a public land-grant research university in Auburn, Alabama. With more than 24,600 undergraduate students and a total enrollment of more than 30,000 with 1,330 faculty members, Auburn is the second largest uni ...
.
Honours and awards
In 1977, Kallenberg was awarded the
Rollo Davidson Prize
The Rollo Davidson Prize is a prize awarded annually to early-career probabilists by the Rollo Davidson trustees. It is named after English mathematician Rollo Davidson (1944–1970).
Rollo Davidson Trust
In 1970, Rollo Davidson, a Fellow-elec ...
from
Cambridge University
, mottoeng = Literal: From here, light and sacred draughts.
Non literal: From this place, we gain enlightenment and precious knowledge.
, established =
, other_name = The Chancellor, Masters and Schola ...
, and Kallenberg was only the second recipient of the prize in history.
Kallenberg is a Fellow of the
Institute of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts o ...
.
In April 2006 Kallenberg was selected Auburn's 32nd annual Distinguished Graduate Faculty Lecturer at Auburn. Kallenberg delivered the 2003 AACTM Lewis-Parker Lecture at the
University of Alabama in Huntsville
The University of Alabama in Huntsville (UAH) is a public research university in Huntsville, Alabama. The university is accredited by the Southern Association of Colleges and Schools and comprises nine colleges: arts, humanities & social science ...
.
Selected publications
Books
* Kallenberg, O., ''Probabilistic Symmetries and Invariance Principles''. Springer -Verlag, New York (2005). 510 pp. .
* Kallenberg, O., ''Foundations of Modern Probability'', 2nd ed. Springer Series in Statistics. (2002). 650 pp. ; 3rd ed. Probability Theory and Stochastic Modelling. (2021). 946 pp.
* Kallenberg, O., ''Random Measures'', 4th edition. Academic Press, New York, London; Akademie-Verlag, Berlin (1986).
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
External links
Brief CV for the 2003 Lewis-Parker Lecturer
{{DEFAULTSORT:Kallenberg, Olav
Living people
20th-century American mathematicians
21st-century American mathematicians
Swedish emigrants to the United States
Swedish mathematicians
Probability theorists
KTH Royal Institute of Technology alumni
Chalmers University of Technology alumni
Auburn University faculty
1939 births
Measure theorists
Uppsala University faculty
Probability Theory and Related Fields editors