Michel Loève

Michel Loève

Michel Loève (born January 22, 1907 in Jaffa , † February 17, 1979 in Berkeley ) was an American mathematician who dealt with probability theory.

Life

Loève went to French-speaking schools in Egypt and studied in Paris (intermediate diploma in 1931, diploma in 1936) with Paul Lévy , where he received his doctorate in 1941 at the École polytechnique . From 1944 to 1946 he was (after a short imprisonment under German occupation in Drancy) researcher at the Institut Henri Poincaré in Paris and from 1946 to 1948 lecturer (then reader) at the University of London, 1948 visiting professor at Columbia University . In 1948 Jerzy Neyman , a representative of the then famous French school of probability theory, brought him to the University of California, Berkeley , as professor of mathematics . In 1955 he also became a professor of statistics there. From 1967 he was there “Professor of Arts and Sciences”, which reflected his general cultural interests, both in lectures and in his role as editor at the university publishing house, which brought him into contact with many painters. In 1974 he retired and received the highest honor from the University of California, Berkeley (Berkeley Citation). He had been a US citizen since 1953.

Michel Loève is known for the Karhunen-Loève theorem (also named after the Finnish mathematician Kari Karhunen , who published about it in 1947), which expresses stochastic processes using orthogonal functions similar to Fourier analysis, and above all for his textbook "Probability Theory" , which first appeared in 1955 and deals with probability theory on a measure theoretical basis.

In his honor, his widow, the psychologist Line Loève (who died shortly afterwards) donated the Loève Prize in 1992 , which is awarded as one of the highest prizes for probability theorists.

Fonts

• Probability Theory, 2 volumes, Springer, Graduate Texts in Mathematics, Vol. 1, 4th edition 1977, ISBN 0-387-90210-4 , Vol. 2, 4th edition 1978

Web links

• Memorial site in Berkeley