J. Laurie Snell
James Laurie Snell (born January 15, 1925 in Wheaton , Illinois , † March 19, 2011 in Hanover , New Hampshire ) was an American mathematician .
science
Snell studied at the University of Illinois with a bachelor's degree in 1947, his master's degree in 1948 and his doctorate with Joseph L. Doob in 1951. From 1951 to 1954 he was a fine instructor at Princeton University . From 1954 to 1996 he was then active as a mathematics professor at Dartmouth College , since 1962 with a full professorship.
Most of his research and publications have been in the field of Markov chains . He also wrote several textbooks with the noted Dartmouth professor John G. Kemeny .
Snell co- edited the book Introduction to Probability with Charles Grinstead .
He was a Fellow of the American Statistical Association (1996). In 1962 he gave a lecture at the International Congress of Mathematicians in Stockholm (Boundary theory for recurrent Markov chains).
family
Snell's father, Roy J. Snell, was a successful author of books for young people, including a book about the football player Red Grange (The Galopping Ghost).
With the income from his books, Laurie Snell and his wife maintained a converted barn for music events in Norwich (Vermont) from 1967 to 1973 .
Snell had been married to Joan since 1952 and had two children, John and Mary.
Namesake
The Snell envelope known in stochastics and financial mathematics denotes the smallest supermartingale that dominates the price process . Snell published the corresponding theory in 1952 in an article Applications of martingale system theorems .
Publications
- with John G. Kemeny & Gerald L. Thompson: Introduction to Finite Mathematics. Prentice Hall, Englewood Cliffs 1956
- with Charles Grinsted: Introduction to Probability. 2nd Edition. American Mathematical Society, 1997, ISBN 0821807498 ( online copy )
- with Ross Kindermann: Markov Random Fields and Their Applications. American Mathematical Society, 1980, ISBN 0821850016
literature
- Dan Rockmore: One in a million - Remembrances of Laurie Snell (1925-2011). In: Notices AMS. Vol. 59, No. 9, 2012, pp. 1256–1260 ( PDF; 544 kB )
Web links
- Literature by and about J. Laurie Snell in the catalog of the German National Library
- J. Laurie Snell on the Dartmouth College website
Footnotes
- ↑ Birth and career data according to American Men and Women of Science. Thomson, Gale 2004
- ^ Obituary for James Laurie Snell
- ↑ James Laurie Snell - www.tributes.com
personal data | |
---|---|
SURNAME | Snell, J. Laurie |
ALTERNATIVE NAMES | Snell, James Laurie |
BRIEF DESCRIPTION | American mathematician |
DATE OF BIRTH | January 15, 1925 |
PLACE OF BIRTH | Wheaton , Illinois |
DATE OF DEATH | March 19, 2011 |
Place of death | Hanover , New Hampshire |