Eugene Lukacs

Eugene Lukacs (born August 14, 1906 in Szombathely , Hungary , † December 21, 1987 in Washington, DC ; actually Jenő Lukács ) was an American mathematician of Hungarian origin. His main areas of work were actuarial mathematics and stochastics , especially the theory of characteristic functions .

Life

Eugene Lukacs grew up in Vienna , where his father worked as a bank clerk. In 1925 he began studying mechanical engineering at the Vienna University of Technology , which he broke off to study mathematics at the University of Vienna . His teachers included Eduard Helly , Leopold Vietoris , Wilhelm Wirtinger and Hans Hahn . He received his doctorate in 1930 with a thesis on a geometric topic, and in 1931 he obtained another degree in insurance statistics. Afterwards he worked, among other things for economic reasons, as a teacher at a Viennese secondary school. In 1933 he took a position as an actuary at an insurance company in which his former teacher Eduard Helly worked. In 1937 he left the insurance company and taught mathematics at the Vienna Adult Education Center.

Lukacs married Elizabeth Weisz in 1935, whom he met in 1927 at the University of Vienna while studying mathematics and physics. After Hitler invaded Austria in March 1938, like many Austrians and Germans of Jewish origin, he prepared to move to the United States. Elizabeth Lukacs left Austria in late 1938, Eugene Lukacs followed her in February 1939. He worked as a teacher of higher mathematics at a high school in Baltimore (1940 to 1942) and taught physics and mathematics as an assistant professor at Illinois College, Jacksonville (1942) and as Associate Professor at Berea College, Kentucky (1944).

In 1945 Lukacs received US citizenship and was appointed professor at the University of Cincinnati . There he worked with Otto Szász and wrote several joint works on probability theory with him. From 1948 to 1955 Lukacs worked at the National Bureau of Standards and as the head of the statistics department at the Office of Naval Research , in addition, he lectured at several universities.

In 1955 he was appointed professor at the Catholic University of America in Washington DC, where in 1959 he became head of the statistical laboratory . This institution developed into an important research facility, where Lukacs worked together with mathematicians such as Harald Cramér , John von Neumann , Alfréd Rényi , Paul Lévy , Ronald Fisher , Paul Erdős , Jacob Wolfowitz and William Feller .

Eugene Lukacs retired from the Catholic University in 1972 and then worked for four years with his colleagues Radha Govinda Laha and Vijay Kumar Rohatgi at Bowling Green State University , where he continued the statistical laboratory .

Scientific work

Eugene Lukacs made contributions in the first years of his scientific activity in particular to actuarial mathematics, about which he wrote about 20 publications. After his arrival in the United States, from 1940 onwards he heard lectures from Abraham Wald , whom he had already met in Vienna, at Columbia University New York . This is how Lukacs began to be interested in statistics and probability theory and has since worked almost exclusively in this field. He succeeded in using functional theory methods to solve problems in stochastics. He investigated analytical properties of characteristic functions in order to infer properties of the associated distribution functions and thus the investigated random variables . He formulated several sets of characterization for normally distributed and gamma distributed random variables. His analytical investigations related mainly to infinitely divisible and stable distribution functions.

Guest stays and visiting professorships have taken Lukacs to Europe several times. 1961/1962 he worked at the Sorbonne Paris, the Swiss Federal Institute in Zurich and the universities of Brussels and Athens . In 1965/1966 he came again to the Sorbonne and the University of Applied Sciences Vienna , later to the Universities of Hull (1971) and Sheffield (1974/1975), the University of Applied Sciences Vienna (1975-1977) and the University of Erlangen (1977/1978 ). He stayed several times at the Mathematical Research Institute in Oberwolfach . In 1980 he chaired a conference there on analytical methods in probability theory .

Lukacs was co-editor of several journals, including the Journal of the American Statistical Association , the Annals of Mathematical Statistics , the Journal of Multivariate Analysis, and the Academic Press series Probability and Mathematical Statistics , which he founded with Zygmunt William Birnbaum in 1960.

Awards and honors

Eugene Lukacs became a member of the Institute of Mathematical Statistics in 1957, of the American Association for the Advancement of Science in 1958 , of the American Statistical Association in 1969 and of the Austrian Academy of Sciences in 1973 .

In 1981, on the occasion of his 75th birthday, an anthology with 22 articles by 34 authors was published.

After his death, Lukacs received a special honor from Bowling Green State University. In 1991 an Eugene Lukacs Visiting Professor ( Eugene Lukacs Distinguished Visiting Professor ) was established, to which an internationally known scientist is appointed for one or two semesters. These included Anatoly Skorochod (1993/1994) and C. Radhakrishna Rao (1996/1997). From 1991 to 1999, the Bowling Green State University held an annual Eugene Lukacs Symposium with international participation.

Fonts

Eugene Lukacs wrote over 110 publications in international journals. His main works, published as books, are:

• Characteristic functions. Griffin, London 1960. 2nd edition 1970, ISBN 0-852-64170-2 .
• with Radha G. Laha: Applications of characteristic functions. Griffin, London 1964.
• Probability and mathematical statistics. An introduction. Academic Press, New York 1972, ISBN 0-12-459850-1 .
• Stochastic convergence. 2nd Edition. Academic Press, New York 1975, ISBN 0-12-459860-9 .
• Developments in characteristic function theory. Macmillan, New York 1983, ISBN 0-02-848550-5 and Griffin, London 1983, ISBN 0-85264-271-7 .

literature

• Publications of the Oberwolfach Conference, which Eugene Lukacs chaired in 1980:
  Daniel Dugué, Eugene Lukacs, Vijay Kumar Rohatgi (eds.): Analytical methods in probability theory. Proceedings of the conference held at Oberwolfach, Germany, June 9-14, 1980. Springer, Berlin and New York 1981, ISBN 3-540-10823-8 .
• Anthology on the occasion of Eugene Lukacs' 75th birthday:
  Joseph Mark Gani, Vijay Kumar Rohatgi (eds.): Contributions to probability. A collection of papers dedicated to Eugene Lukacs. Academic Press, New York 1981, ISBN 0-12-274460-8 .
• Maximilian Pinl : Colleagues in a dark time. In: Annual report DMV. Volume 75, 1974, pp. 195-196.

Web links

• Eugene Lukacs on the website of Bowling Green State University (English)
• Eugene Lukacs in the Oberwolfach Photo Collection