Homepage of Allan Gut
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 is located opoosite of House 6, although this is not
visible on the map.
Here is a sketch of the
area together with a description of how to get here.
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,
moving windows and Cesàro summation, and the St. Petersburg game.
Some papers concern applications in the area of
sequential analysis and multiple tests/comparisons,
sequential approaches in the area of change-point problems, and shock
models. More recent research has been on Elephant random walks together with Ulrich Stadtmüller in Ulm. A few "singletons" also exist in the list.
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, and a second edition in 2013.
A second edition of the 1995 textbook An
Intermediate Course in Probability appeared in the summer of 2009.
For details I
refer to the
list of publications 2010 - for the more recent material or, else, to
the complete list.
Popular science A special interest has been to present
elements of probabiliy and statistics related to "How to lie with
statistics" and thelike to a more general audience. This has resulted
in three books, several articles in daily newspapers and talks for various
Elected member of "The International Statistical Institute" 1986.
"Årets statistikfrämjare 2008'' (The statistics promoter of the year
2008), award by Svenska statistikfrämjandet (The Swedish
Statistical Society), March 26, 2009.
"The Abraham Wald Prize in Sequential Analysis'', July 21, 2013, for best
article in the journal Sequential Analysis during 2012.
Fellow, Institute of Mathematical Statistics, August 5, 2013.
How to reach me
Allan Gut, Uppsala University, Department of Mathematics, Box 480,
SE-751 06 Uppsala, Sweden;
e-mail: allan.gut (at) math.uu.se;
2022-04-18, Allan Gut