Olav Kallenberg

Olav Kallenberg

Olav Kallenberg, is a probability theorist known for his work on exchangeable stochastic processes and for his graduate-level textbooks and monographs. Kallenberg is a professor of mathematics at Auburn University in Alabama in the USA.

During 1991-1994, Kallenberg served as the Editor-in-Chief of Probability Theory and Related Fields, one of the world's leading journals in probability.



Olav Kallenberg was educated in Sweden. He has worked as a probabilist in Sweden and in the United States.


Kallenberg was born and educated in Sweden, with an undergraduate exam in engineering physics from Royal Institute of Technology (KTH) in Stockholm. Kallenberg entered doctoral studies in mathematical statistics at KTH, but left his studies to work in operations analysis for a consulting firm in Gothenburg. While in Gothenburg, Kallenberg also taught at Chalmers University of Technology, from which he received his Ph.D. in 1972.[1] After earning his doctoral degree, Kallenberg stayed with Chalmers as a lecturer.

Kallenberg was appointed a full professor in Uppsala University.

United States

Later he moved to the United States. Since 1986, he has been Professor of Mathematics and Statistics at Auburn University.

Family life

Kallenberg is living with his wife and their four children in Auburn.

Honours and awards

In 1977, Kallenberg was awarded the Rollo Davidson Prize from Cambridge University, and Kallenberg was only the second recipient of the prize in history.[2]

Kallenberg is a Fellow of the Institute of Mathematical Statistics.[3]

In April 2006 Kallenberg was selected Auburn’s 32nd annual Distinguished Graduate Faculty Lecturer at Auburn.[4] Kallenberg delivered the 2003 AACTM Lewis-Parker Lecture at the University of Alabama at Huntsville.[5]

Selected publications


  • Kallenberg, O., Probabilistic Symmetries and Invariance Principles. Springer -Verlag, New York (2005). 510 pp. ISBN 0-387-25115-4.[6]
  • 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

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.

Notes and references

  1. ^ Kallenberg, Olav (1972). Characterization and convergence of random measures and point processes.. Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie, 0346-718X ; 42. Gothenburg. 
  2. ^ ROLLO DAVIDSON AWARDS, Rollo Davidson Trust, Cambridge University. Accessed January 24, 2010
  3. ^ IMS Awards, Institute of Mathematical Statistics. Accessed January 24, 2010
  4. ^ Math professor named Distinguished Graduate Faculty Lecturer for 2006, AU Report, Vol. 39, no. 11, March 2006. Accessed January 24, 2010
  5. ^ 2003 AACTM Lewis-Parker Lecturer Prof. Olav Kallenberg, Alabama Association of College Teachers of Mathematics. Accessed January 24, 2010
  6. ^ Diaconis, Persi (2009). "Book review: Probabilistic symmetries and invariance principles (Olav Kallenberg, Springer, New York, 2005)". Bulletin of the Amererican Mathematical Society (New Series) 46 (4): 691–696. doi:10.1090/S0273-0979-09-01262-2. MR2525743. http://www.ams.org/journals/bull/2009-46-04/S0273-0979-09-01262-2/home.html. 

External links

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