Monroe D. Donsker

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Monroe D. Donsker ( Monroe David Donsker; born October 17, 1924 in Burlington , Iowa , † June 8, 1991 in New York City ) was an American mathematician who dealt with probability theory .

Donsker studied mathematics at the University of Minnesota , where he obtained his bachelor's degree in 1944 and his doctorate in 1948 under Robert Horton Cameron ( The Invariance Principle for Wiener Functionals ). He then taught at the University of Minnesota and Cornell University before becoming a professor at the Courant Institute of Mathematical Sciences at New York University in 1962 . There he was a colleague of S. R. S. Varadhan , with whom he worked closely. Together they developed a theory of large deviations within the framework of the theory of the Markov processes . In doing so, they also solved a conjecture by Mark Kac about the behavior of a cylindrical environment of the path in the Brownian movement ( Viennese Sausage ) for great times.

In 1952 he proved a theorem later named after him, sometimes also called the Functional Central Limit Theorem . He solved a conjecture by Joseph L. Doob , his proof was later completed by Anatoly Skorochod and Andrei Kolmogorow .

During the 1970s, he served as chairman of the US Government Foreign Scholarship Committee.

Web links

Footnotes

  1. ↑ Monroe David Donsker in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / name used
  2. ↑ Appreciation for the Abel Prize for Varadhan, Notices AMS June / July 2007
  3. ↑ Donsker Justification and Extension of Doob's heuristic approach to the Kolmogorov – Smirnov theorems , Annals of Mathematical Statistics, Volume 23, 1952, pp. 277-281
personal data
SURNAME Donsker, Monroe D.
ALTERNATIVE NAMES Donsker, Monroe David
BRIEF DESCRIPTION American mathematician
DATE OF BIRTH October 17, 1924
PLACE OF BIRTH Burlington , Iowa
DATE OF DEATH June 8, 1991
Place of death New York City