Carl-Gustav Esseen

from Wikipedia, the free encyclopedia

Carl-Gustav Esseen (born September 18, 1918 - † November 10, 2001 ) was a Swedish mathematician . His specialty was probability theory .

Life

Carl-Gustav Esseen attended school in Linköping . From 1936 he studied at the University of Uppsala mathematics, astronomy, physics and chemistry and worked as a research assistant at the University of Uppsala. Inspired by the work of Harald Cramér and Arne Beurling , he examined the accuracy of the approximation to the normal distribution in the Central Limit Theorem and determined the best accuracy for the case of independent and identically distributed summands . This result, which he found independently of the mathematician Andrew C. Berry , is now known as the Berry-Esseen Theorem .

In 1944 Carl-Gustav Esseen received his doctorate with a thesis on the Fourier analysis of distribution functions . In 1949 he was appointed full professor of applied mathematics at the Royal Technical University in Stockholm. In 1962 he became professor for mathematical statistics at the institute and in 1967 he was the first professor for mathematical statistics at Uppsala University. In 1984 he retired .

Scientific work

Although Esseen dealt with the Central Limit Theorem and related topics in most of his work, he also made important contributions in other areas. Some of his writings had an impact on industrial applications, for example his research on control theory in telecommunications. After his retirement he dealt with topics from number theory , in particular with factorization methods , which are of importance for cryptology .

Esseen supervised several doctoral students. His lectures and writings were distinguished by their methodical preparation. His colleagues valued his ability to find inaccuracies in work and to correct them.

Honors

Festschrift

  • Allan Gut, Lars Holst (Ed.): Probability and mathematical statistics. Essays in honor of Carl-Gustav Esseen. Festschrift for the 65th birthday of Carl-Gustav Esseen. Academic Press, New York 1983.

Fonts

  • On the Liapounoff limit of error in the theory of probability. In: Arkiv för Mathematik, Astronomi och Fysik . Stockholm 1942.
  • Determination of the maximum deviation from the Gaussian law. Almqvist & Wiksell, Stockholm 1943.
  • Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law . Dissertation. In: Acta mathematica. 77, 1944.
  • On Mean Central Limit Theorems. Elander, Gothenburg 1958.
  • Bounds for the absolute third moment. In: Scandinavian Journal of Statistics. Volume 2. Blackwell, Oxford 1975, ISSN  0303-6898 , pp. 149-152.
  • mit Svante Janson: On moment conditions for normed sums of independent variables and Martingale differences. Uppsala 1983.
  • A stochastic model for primitive roots. Uppsala 1991.

Web links