Gábor J. Székely

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Gábor J. Székely (born February 4, 1947 in Budapest ) is a Hungarian mathematician who deals with probability theory and mathematical statistics .

Gábor Székely

Székely studied with Alfréd Rényi at the Lorand-Eötvös University in Budapest, graduating summa cum laude in 1970. He received his doctorate in 1976 under Paul Erdős (and Andrei Kolmogorow ) (candidate title) and habilitated in 1986 at the Hungarian Academy of Sciences (PhD in the Russian system). In 1990 he became a professor at Lorand Eötvös University, which he remained until 2005. He was also Professor of Stochastics at the Technical University of Budapest from 1990 to 1997 (the chair had been newly established there). He conducts research at the Alfred Renyi Institute of the Hungarian Academy of Sciences, where he has been a Senior Researcher since 1997.

In 1985 he introduced the energy distance as a measure of the difference in probability distributions (e-statistics). He also dealt with combinatorics (for example lottery problem) and game theory.

In 1976 he was visiting scholar at the University of Amsterdam, in 1989 visiting professor at Yale University and in 1990/91 Eugene Lukacs Distinguished Research Professor at Bowling Green State University (BGSU) in Ohio. At BGSU he was professor from 1995 to 2009 and head of the actuarial mathematics program from 1999 to 2006. He was an advisor to Morgan Stanley when they set up a math center in Budapest. From 1985 to 1995 he directed the Budapest Semesters in Mathematics , an exchange program with students from the USA.

In 1988 he received the Rollo Davidson Prize . He is a Fellow of the Institute of Mathematical Statistics (2010), the International Statistical Institute (1996), and the American Statistical Association (2010). In 2005 he became a Fellow of the Ohio Academy of Sciences.

Székely 1987

Since 2006 he has been program director of the National Science Foundation .

From 1990 to 1995 he was editor of Matematikai Lapok , the journal of the Hungarian Mathematical Society .

Fonts

  • with Imre Ruzsa Algebraic Probability Theory , Wiley 1988
  • Paradoxes in probability and mathematical statistics , Wiley 1986
    • German translation: Paradoxa, Classical and New Surprises from Probability and Statistics , Harri Deutsch 1990
  • Editor Contests in Higher Mathematics , Springer Verlag 1996
  • with CR Rao (editor) Statistics for the 21. century , Dekker, New York 2000 (in it by Székely: Pre-limit and Post-limit theorems in statistics)
  • with ML Rizzo Brownian distance covariance , The Annals of Applied Statistics, Volume 3, 2009, pp. 1233-1308

Web links

Individual evidence

  1. Zoltan Füredi, GJ Székely, Z. Zubor On the lottery problem , Journal of Combinatorial Designs, Volume 4, 1996, pp. 5-10
  2. Szekely, ML Rizzo The uncertainty principle of game theory , The Americal Mathematical Monthly, Volume 114, No. 8, 2007, pp. 688-702