Homepage of Allan Gut

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,


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. of publications.

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 audiences.

Awards, honors

  • 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;
    2022-08-29, Allan Gut