Henry McKean

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Henry Pratt McKean junior (born December 14, 1930 in Wenham , Massachusetts ) is an American mathematician who deals with integrable systems, partial differential equations, mathematical physics and probability theory.

Life

McKean studied at Dartmouth College ( Bachelor 1972), 1952/53 at the University of Cambridge in England and at Princeton University , where he received his doctorate in 1955 under William Feller ( Sample functions and stable processes ). From 1955 to 1957 he was an instructor in Princeton, 1957/58 visiting professor at the University of Kyoto and from 1958 at the Massachusetts Institute of Technology (MIT), where he became a professor. From 1963/64 he was visiting professor at Rockefeller University , from 1964 to 1966 professor at MIT, from 1966 to 1970 at Rockefeller University and from 1970 at the Courant Institute of Mathematical Sciences of New York University , where he was deputy director and chairman from 1984 to 1988 of the Mathematics Department and director from 1988 to 1992. 1979/80 he was visiting professor at Balliol College , Oxford .

Among other things, he worked on stochastic processes (Brownian movement, Markov processes, partly with Itō Kiyoshi ), which he also applied early on to stock options, models of statistical mechanics (for example, he showed that the duality of the two-dimensional Ising model is a consequence of the Poisson summation formula , J.Math.Physics Vol. 5, 1964, p. 775, work on the Boltzmann equation ) and integrable systems such as the Hill equation (with Pierre van Moerbeke , Eugene Trubowitz ), the nonlinear Schrödinger equation or the Korteweg-de-Vries -Equation and its relation to algebraic geometry. With Isadore M. Singer he also dealt with the connection of the spectrum of the Laplace operator to manifolds and their curvature ( Curvature and Eigenvalues ​​of the Laplacian. Journal of Differential Geometry, Vol. 1, 1967, p. 43) - the work was related influential with index sets .

McKean is a member of the National Academy of Sciences and the American Academy of Arts and Sciences (1964). In 2007 he received the Leroy P. Steele Prize for his life's work . His textbooks were also highlighted at the award ceremony. In 1978 he was invited speaker at the International Congress of Mathematicians in Helsinki ( Algebraic curves of infinite genus arising in the theory of nonlinear waves ). He is a fellow of the American Mathematical Society .

His doctoral students include Michael Arbib , Harry Dym , Daniel Stroock , Eugene Trubowitz , Luigi Chierchia , Pierre van Moerbeke and Victor Moll .

Fonts

  • with Itō Kiyoshi: Diffusion processes and their sample paths. Springer 1965.
  • Stochastic integrals. New York 1969.
  • with Harry Dym: Fourier series and integrals. New York 1972.
  • with Harry Dym: Stationary Gaussian Processes. New York 1976
  • with Harry Dym: Gaussian processes, function theory and the inverse spectral problem , Academic Press 1976
  • with Victor Moll: Elliptic Curves. Cambridge 1997.

Web links

personal data
SURNAME McKean, Henry
ALTERNATIVE NAMES McKean, Henry Pratt, Jr.
BRIEF DESCRIPTION American mathematician
DATE OF BIRTH December 14, 1930
PLACE OF BIRTH Wenham , Massachusetts