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 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. [1]
From 1991 to 1994, Kallenberg served as the Editor-in-Chief of Probability Theory and Related Fields (a leading journal in probability). [2]
Olav Kallenberg was educated in Sweden. He has worked as a probabilist in Sweden and in the United States.[ citation needed ]
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 under the supervision of Harald Bergström. [3] [4] After earning his doctoral degree, Kallenberg stayed with Chalmers as a lecturer.[ citation needed ]
Kallenberg was appointed a full professor in Uppsala University.[ citation needed ]
Later he moved to the United States. Since 1986, he has been Professor of Mathematics and Statistics at Auburn University.[ citation needed ]
In 1977, Kallenberg was awarded the Rollo Davidson Prize from Cambridge University, and Kallenberg was only the second recipient of the prize in history. [5]
Kallenberg is a Fellow of the Institute of Mathematical Statistics. [6]
In April 2006 Kallenberg was selected Auburn's 32nd annual Distinguished Graduate Faculty Lecturer at Auburn. [7] Kallenberg delivered the 2003 AACTM Lewis-Parker Lecture at the University of Alabama in Huntsville. [8]
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event.
In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a sequence of random variables in a probability space, where the index of the sequence often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance.
Stochastic refers to the property of being well-described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselves, these two terms are often used synonymously. Furthermore, in probability theory, the formal concept of a stochastic process is also referred to as a random process.
Anders Martin-Löf is a Swedish physicist and mathematician. He has been a professor in insurance mathematics and mathematical statistics since 1987 at the Department of Mathematics of Stockholm University.
In statistics, an exchangeable sequence of random variables is a sequence X1, X2, X3, ... whose joint probability distribution does not change when the positions in the sequence in which finitely many of them appear are altered. In other words, the joint distribution is invariant to finite permutation. Thus, for example the sequences
Bálint Tόth is a Hungarian mathematician whose work concerns probability theory, stochastic process and probabilistic aspects of mathematical physics. He obtained PhD in 1988 from the Hungarian Academy of Sciences, worked as senior researcher at the Institute of Mathematics of the HAS and as professor of mathematics at TU Budapest. He holds the Chair of Probability at the University of Bristol and is a research professor at the Alfréd Rényi Institute of Mathematics, Budapest.
Harry Kesten was a Jewish American mathematician best known for his work in probability, most notably on random walks on groups and graphs, random matrices, branching processes, and percolation theory.
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Olle Häggström is a professor of mathematical statistics at Chalmers University of Technology. Häggström earned his doctorate in 1994 at Chalmers University of Technology with Jeffrey Steif as supervisor. He became an associate professor in the same university in 1997, and professor of mathematical statistics at University of Gothenburg in 2000. In 2002 he was back at Chalmers University of Technology as professor. He mainly researches on probability theory such as Markov chains, percolation theory and other models in statistical mechanics.
Nike Sun is a probability theorist who works as an associate professor of mathematics at the Massachusetts Institute of Technology, on leave from the department of statistics at the University of California, Berkeley. She won the Rollo Davidson Prize in 2017. Her research concerns phase transitions and the counting complexity of problems ranging from the Ising model in physics to the behavior of random instances of the Boolean satisfiability problem in computer science.
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Peter Jagers is a Professor Emeritus of Mathematical Statistics at University of Gothenburg and Chalmers University of Technology who made lasting contributions in probability and general branching processes. Jagers was first vice president (2007–2010) of the Royal Swedish Academy of Sciences and Chair of the Royal Society of Arts and Sciences in Gothenburg (2012). He in an elected member of the International Statistical Institute, a Fellow of the Institute of Mathematical Statistics and past President of the Bernoulli Society (2005–2007). He also served as a member of the Scientific Advisory Board of Statistics Sweden.
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