Olav Kallenberg
From Wikipedia, the free encyclopedia
Olav Kallenberg is a physicist and mathematician living in Auburn, AL, USA. He is known for books, numerous research papers and is an internationally recognized scientist in the area of probability theory.
Kallenberg was born and educated in Sweden, with an undergraduate exam in engineering physics from Royal Institute of Technology (KTH) in Stockholm, where he continued with graduate studies in Mathematical Statistics resulting in an intermediate exam. He took on a job as operation analysts for a consulting firm in Gothenburg, and a teaching position with Chalmers University of Technology. There his interest and enthusiasm for research came back and in half a year he received his Ph.D. in 1972 from Chalmers. Kallenberg stayed with Chalmers as a lecturer.
Kallenberg was appointed a full professor in Uppsala University, but after a while moved on to USA where he remained; He has been Professor of Mathematics and Statistics at Auburn University from 1986.
In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991-94, he served as the Editor-in-Chief of "Probability Theory and Related Fields" and is currently a Fellow of the Institute of Mathematical Statistics. In April 2006 Kallenberg was selected Auburn’s 32nd annual Distinguished Graduate Faculty Lecturer.
Olav Kallenberg is living with his wife and their four children in Auburn.
Kallenberg was a fellow student at KTH with mathematician Anders Martin-Löf.
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[edit] Selected publications
[edit] Books
- Kallenberg, O., Probabilistic Symmetries and Invariance Principles. Springer -Verlag, New York (2005). 510 pp. ISBN 0-387-25115-4
- Kallenberg, O., Foundations of Modern Probability, 2nd ed. Springer Series in Statistics. (2002). 650 pp. ISBN 0-387-95313-2
- Kallenberg, O., Random Measures , 4th edition. Academic Press, New York, London; Akademie-Verlag, Berlin (1986). MR0854102
[edit] 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 Levy 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.
