Paul Lévy (mathematician)
Paul Pierre Lévy (born September 15, 1886 in Paris , † December 15, 1971 ibid) was a French mathematician ; he is best known for his contributions to probability theory .
Life
Lévy came from a family of mathematicians. His grandfather was a professor, father Lucien taught at the École polytechnique . After graduating from the Lycée Saint-Louis in Paris, he decided against the École normal supérieure and studied at the Polytechnique and the École des Mines . As a student he published a paper on semi-convergent series in 1905. In 1911 he received his doctorate with a thesis on functional analysis ; his teachers included Émile Picard , Henri Poincaré and Jacques Hadamard .
He became a professor at the École des Mines in 1913 and switched to the École Polytechnique in 1920, where he taught until 1959. Thus, Lévy's entire career took place within a single Parisian arrondissement. It was not until his appointment at the Ecole Polytechnique, he dealt intensively with probability theory and stochastic .
In 1950 he was invited speaker at the International Congress of Mathematicians (ICM) in Cambridge (Massachusetts) (Processus à la fois stationnaires et markoviens pour les systemes ayant une infinité dénombrables d'etats possibles). Lévy signed the 121 manifesto in 1960 , which called for civil disobedience during the Algerian war and declared his solidarity with the Algerian people. In 1964 he was elected a member of the Académie des Sciences .
Achievements
Lévy worked on functional analysis and partial differential equations , but later mainly on probability theory. He examined Martingale and Lévy flights for the first time and dealt with the concept of local time. Lévy processes , the Lévy distribution , the Lévy distance , the Lévy measure , the Lévy theorem , the Lévy law of continuity and the Lévy surface are named after him . In addition, while studying the Feynman-Kac formula, he found an arcsin law , Lévy's arcsine law . Also associated with his name is the Lévy-Khinchin formula .
family
His daughter Marie-Hélène Lévy was married to the mathematician Laurent Schwartz since 1938 . Schwartz was also a Jew. The couple survived the Holocaust by living under aliases in France. Marie-Hélène Lévy was also a mathematician and one of the first women to study at the École Normale Supérieure. Marie-Hélènes and Laurent's daughter, Claudine Robert, is a professor of statistics in Grenoble.
Fonts
- Leçons d'analysis fonctionnelle. 1922
- Calcul des probabilités. 1925
- Théorie de l'addition des variables aléatoires. 1937-54
- Processus stochastiques et mouvement brownien. 1948
Web links
- John J. O'Connor, Edmund F. Robertson : Paul Lévy (mathematician). In: MacTutor History of Mathematics archive .
- Page from Rama Cont about Paul Lévy
Individual evidence
- ↑ Paul Lévy in the Mathematics Genealogy Project (English)
- ^ List of members since 1666: Letter L. Académie des sciences, accessed on January 12, 2020 (French).
personal data | |
---|---|
SURNAME | Lévy, Paul |
ALTERNATIVE NAMES | Lévy, Paul Pierre |
BRIEF DESCRIPTION | French mathematician |
DATE OF BIRTH | September 15, 1886 |
PLACE OF BIRTH | Paris |
DATE OF DEATH | 15th December 1971 |
Place of death | Paris |