Homepage of Allan Gut
På
svenska tack
Professor of Mathematical Statistics (1988, emeritus 2010) at the
Department of Mathematics at
Uppsala University, founded in 1477. The
department is located at the Ångström laboratory,
,
The mathematics department is located on the fourth floor. In
particular, the Mathematical statistics section in the newly built
House number 7 which has not yet found its way onto the map.
Here is a sketch of the
area together with a description of how to get here.
Research
My research interests are mainly within the more classical parts of
probability theory. My PhD thesis (1972) dealt with renewal theory and
stopped random walks, which later resulted in the research monograph
Stopped Random Walks that appeared in 1988. A second
edition appeared in the spring of 2009. Another area of
interest are the classical limit theorems, some of which I have
studied for multidimensional index sets, lately, in particular for
moving windows and Cesàro summation. Some applications in the area of
sequential analysis and multiple tests/comparisons have also been
investigated. During the last few years I have also worked on
sequential approaches in the area of change-point problems. Some
papers on shock models, two papers on the moment problem, one one
the Riemann zeta distribution and some wrok on the St. Petersburg
paradox or game have also emerged. During a period of
around 1 1/2 years my main occupation was the writing of a textbook
Probability: A Graduate Course, which i.a. may serve as a text
for a graduate course in probability (as the title suggests). The book
has appeared at Springer-Verlag in 2005; a second (corrected) printing
appeared in 2007. A second edition of the 1995 textbook An
Intermediate Course in Probability appeared in the summer of 2009.
For further details on my work I
refer to the
list of publications 2005 - for the more recent material or to
the complete list
of publications.
As for my looks, here is a photo dated December 2008.
Teaching
During the first part of fall I used to teach An intermediate course in
probability theory (based on my Springer book with that title).
During the academic year 2008/09 I gave a PhD course in probability
theory based on my book Probability: A Graduate Course,
Springer-Verlag, New York, Corr 2nd printing (2007).
We met once a week, Tuesdays at 15.25-17.10 in room P2115,
until the end of May.
During the academic year 2007/08 I gave a PhD course based on
Billingsley's book Convergence of Probability Measures. The
that participants took turns in presenting the material.
How to reach me
Allan Gut, Uppsala University, Department of Mathematics, Box 480,
SE-751 06 Uppsala, Sweden;
Phone: +46-18-4713182;
e-mail: allan.gut (at) math.uu.se;
FAX: +46-18-4713201.
2010-09-08, Allan Gut (allan.gut (at) math.uu.se)
