Olav Kallenberg is a probability theorist known for his work on exchangeable and for his graduate-level textbooks and monographs. Kallenberg is a professor of mathematics at Auburn University in Alabama in the USA.
From 1991 to 1994, Kallenberg served as the Editor-in-Chief of Probability Theory and Related Fields, one of the world's leading journals in probability.
Olav Kallenberg was educated in Sweden. He has worked as a probabilist in Sweden and in the United States.
Kallenberg was born and educated in Sweden, with an undergraduate exam in engineering physics from Royal Institute of Technology (KTH) in . 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. After earning his doctoral degree, Kallenberg stayed with Chalmers as a lecturer.
Kallenberg was appointed a full professor in Uppsala University.
Later he moved to the United States. Since 1986, he has been Professor of Mathematics and Statistics at Auburn University.
In 1977, Kallenberg was awarded the Rollo Davidson Prize from Cambridge University, and Kallenberg was only the second recipient of the prize in history.
Kallenberg is a Fellow of the Institute of Mathematical Statistics.