Olav Kallenberg
Professor
Probability

346 Parker Hall
334-844-6592
kalleoh@auburn.edu


Probability Theory - Stochastic Processes


Random measures and measure-valued processes

Probabilistic symmetries 


Ph.D. from Chalmers University, Gothenburg, Sweden

Visiting positions at UNC, Chapel Hill, and UBC, Vancouver

Professor of Mathematics at AU since 1986

Editor-in-Chief of Probability Theory and Related Fields, 1991–94

The Rollo Davidson Prize, Cambridge University, 1977

Fellow of the Institute of Mathematical Statistics, 1989

Distinguished Graduate Faculty Lecturer, AU, 2006


Random Measures, 4th ed. Academic Press, Berlin and London 1986

Foundations of Modern Probability, 2nd ed. Springer, NY 2002

Probabilistic Symmetries and Invariance Principles, Springer, NY 2005

Numerous research papers in all areas of probability theory


One-hour opening lecture, 9th International Conference on Probability and Mathematical Statistics, Vilnius, Lithuania, 2006

One-hour plenary talk, de Finetti 100 years Anniversary Conference, Rome, Italy, 2006

One-hour plenary talk, 1st Franco-Nordic Congress of Mathematicians, Reykjavik, Iceland, 2005

The Parker–Lewis Lecture, Huntsville, AL, 2003 • One-hour invited talk, Seminar on Stochastic Processes, Gainesville, FL, 1995

One-hour invited lecture, American Mathematical Society, Knoxville, TN, 1993

One-hour plenary talk, 2nd World Congress of Mathematical Statistics and Probability, Uppsala, Sweden, 1990


classical music, piano playing, cultural history, modern science, hiking, downhill skiing