Yevgeny Evgenyevich Slutsky

Yevgeny Slutsky

Eugen Slutsky ( Russian Евгений Евгеньевич Слуцкий ., Scientific transliteration Evgenij Evgen'evič Sluckij ; in German-speaking and Eugenius Slutsky ; born April 7 ^{. Jul} / 19th April  1880 ^greg. In Novoye , government Yaroslavl , Russian Empire ; † 10th March 1948 in Moscow , USSR ) was a Soviet mathematical statistician and economist .

Slutsky was the son of a head of teacher training institutes who was fired in Yaroslavl because he came into conflict with school authorities and then moved to Ukraine . Sluzki went to high school there and won a gold medal in 1899. He studied mathematics and physics at the University of Kiev , but was kicked out of the university in 1902 because he joined revolutionary currents. This prevented studying at another Russian university. From 1902 to 1905 he studied engineering at the Munich Polytechnic (later TU Munich), but he had no inclination to do that. Instead he turned to economics and was able to continue his studies in Kiev in 1905. His 1911 graduation thesis (published in 1915) included the Slutksy equation (Slutsky decomposition) for which he later became famous. A statistics textbook published by him in 1912 gave him a post at the Kiev Trade Institute in 1915 , where he became a professor and stayed until he left for Moscow in 1926. He also taught at a school in Kiev from 1912 to 1918 (the director of which was his father-in-law Nikolai Volodkewitsch). In Kiev he was in contact with the statistician Alexander Alexandrovich Tschuprov and possibly with Mychajlo Kravchuk , who also dealt with statistics in Kiev. From 1926 he was in Moscow at the Institute for Business Cycles and at the Central Statistical Office (until 1931). From 1931 to 1934 he was at the Central Institute for Meteorology in Moscow, from 1934 at the Lomonossow University and from 1938 until his death at the Steklow Institute .

Slutsky's Microeconomics for its Slutsky equation become apparent only after a long delay in the 1930s, as the original publication was linguistically hardly accessible in Italian leading contemporary economists; in probability theory he became known through his Slutsky theorem and related to the elaboration of the role of convergence in probability theory.

In time series analysis he is known for the Slutsky effect: in 1927 he proved theoretically and using simulated random time series that almost perfect sine signals could be generated by simple linear filter mechanisms that were not previously in the data. This proved that when analyzing time series one had to consider the possibility that observed periodicities had been generated by the filtering process alone.

Most recently he was busy with the tabulation of statistical functions at the Steklow Institute, which was continued by his friend Nikolai Vasilyevich Smirnov .

He gave a lecture at the 1928 International Congress of Mathematicians in Bologna (Sur les fonctions éventuelles compactes) He also defended Émile Borel's priority claims against Francesco Cantelli regarding the strong law of large numbers .

Works (selection)

• Sulla teoria del bilancio del consumatore , Giornale degli Economisti e Rivista di Statistica, Serie terza, Vol. 51 (Luglio), 1915, pp. 1–26 (contains the derivation of the Slutsky decomposition )
• Theory of Correlations and Elements of Distribution Curves (Russian), 1912

Web links

• John J. O'Connor, Edmund F. Robertson :  Evgeni Evgenjewitsch Sluzki. In: MacTutor History of Mathematics archive .
• Article Yevgeny Yevgenyevich Sluzki in the Great Soviet Encyclopedia (BSE) , 3rd edition 1969–1978 (Russian)http: //vorlage_gse.test/1%3D103385~2a%3D~2b%3DJewgeni%20Jewgenjewitsch%20Sluzki
• Biography of E. Seneta, StatProb

References and comments

1. ↑ According to Eugene Seneta (see web links) the turn to applications such as meteorology was a result of the suppression of statistics by the Stalin regime in the 1930s
2. ↑ Printed in Volume 6 of the Congress Files