Benedek Valko

Benedek Valko is a Professor in the Department of Mathematics at the University of Wisconsin-Madison, specializing in probability theory and stochastic processes. He maintains an active teaching schedule across undergraduate and graduate probability courses and has advised numerous PhD students.

His research interests focus on probability theory, stochastic processes, random matrix theory, and Brownian motion. His scholarly work includes co-authoring the textbook Introduction to Probability (2017) with Anderson and Seppäläinen, which has become a standard reference for undergraduate probability courses.

His recent publications demonstrate expertise in martingale theory and limit theorems, with particular emphasis on central limit theorems for martingales and foundational probability concepts. His work bridges theoretical developments with practical applications in stochastic processes.

Valko is an active member of the UW probability group, participating in the probability seminar and graduate student reading seminar. His teaching portfolio spans from introductory probability (MATH 431) to advanced graduate courses like Theory of Probability (MATH 733/734) and Topics in Probability (MATH 833).

He has advised multiple PhD students including Yahui Qu (current), Jiaming Xu, Yun Li, Hans Chaumont, Diane Holcomb, and Chris Janjigian, demonstrating his commitment to graduate education in probability theory.