While at Gothenberg, Kallenberg was appointed to a full professorship in
Uppsala University, taking the position of
Carl-Gustav Esseen, who retired in 1984. This appointment caused him to lose his position at Gothenberg, but he was unable to afford the move to Uppsala to take the new appointment. This awkward circumstance led him to the United States.[5]
United States
Later he moved to the United States. Since 1986, he has been Professor of Mathematics and Statistics at
Auburn University.[citation needed]
In April 2006 Kallenberg was selected Auburn's 32nd annual Distinguished Graduate Faculty Lecturer at Auburn.[8] Kallenberg delivered the 2003 AACTM Lewis-Parker Lecture at the
University of Alabama in Huntsville.[9]
Selected publications
Books
Kallenberg, O., Probabilistic Symmetries and Invariance Principles. Springer -Verlag, New York (2005). 510 pp.
ISBN0-387-25115-4.[10]
Kallenberg, O., Foundations of Modern Probability, 2nd ed. Springer Series in Statistics. (2002). 650 pp.
ISBN0-387-95313-2; 3rd ed. Probability Theory and Stochastic Modelling. (2021). 946 pp.
ISBN978-3-030-61870-4
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 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.
^Author biography from Foundations of Modern Probability, 2nd ed. (Springer, 2002).
^Kallenberg, Olav (1972). Characterization and convergence of random measures and point processes. Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie, 0346-718X; 42. Gothenburg. libris: 97984.{{
cite book}}: CS1 maint: location missing publisher (
link)