Paul Pierre Lévy

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Paul Pierre Lévy

Birthdate:
Birthplace: Paris, Île-de-France, France
Death: Died in Paris, Île-de-France, France
Immediate Family:

Son of Lucien LEVY and Alice Flora Wolff
Husband of Suzanne LEVY
Father of Marie-Hélène Jeanne Schwartz; <private> Lévy and Jean Claude Levy
Brother of Jacques 2 LEVY; Geneviève LEVY and Yvonne LEVY

Occupation: mathématicien français
Managed by: Private User
Last Updated:
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Immediate Family

About Paul Pierre Lévy

..."Mathématicien français. Il figure, avec Émile Borel, Andreï Kolmogorov, Norbert Wiener, Joseph Leo Doob et Kiyoshi Itō, parmi les fondateurs de la théorie moderne des probabilités. On lui doit aussi des considérations importantes sur les loi stables stochastiques qui portent son nom ainsi que sur les martingales"...

promotion 1904 X, promotion 1907 Mines

http://fr.wikipedia.org/wiki/Paul_L%C3%A9vy_(math%C3%A9maticien)

Ne pas confondre avec Paul Lévy, grand-père de Jacqueline Lévy épouse Segal. -------------------- Paul Pierre Lévy (15 September 1886 – 15 December 1971)[1] was a French mathematician who was active especially in probability theory, introducing martingale and Lévy flight. Lévy processes, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy skew alpha-stable distribution, the Lévy area, the Lévy arcsine law, and the fractal Lévy C curve are also named after him.

Lévy was born in Paris, the son of Lucien Lévy, an examiner at the École Polytechnique. Lévy also attended the École Polytechnique and published his first paper in 1905, at the age of nineteen, while still an undergraduate. His teacher and advisor was Jacques Hadamard. After graduation he spent a year in military service and then studied for three years at the École des Mines, where he became a professor in 1913.[1]

During World War I Lévy conducted mathematical analysis work for the French Artillery. In 1920 he was appointed Professor of Analysis at the École Polytechnique, where his students included Benoît Mandelbrot and Georges Matheron. He remained at the École Polytechnique until his retirement in 1959, with a gap during World War II after his 1940 firing because of the Vichy Statute on Jews.[1]

Lévy received a number of honours, including membership at the French Academy of Sciences and honorary membership at the London Mathematical Society.[1]

Contents

   1 Works
   2 See also
   3 References
   4 External links

Works

   1922 – Lecons d'analyse Fonctionnelle
   1925 – Calcul des probabilités
   1937 – Théorie de l'addition des variables aléatoires
   1948 – Processus stochastiques et mouvement brownien
   1954 – Le mouvement brownien

See also

   Lévy metric
   Lévy's modulus of continuity
   Lévy–Prokhorov metric
   Lévy's continuity theorem
   Lévy's zero-one law
   Concentration of measure

References

   O'Connor, John J.; Robertson, Edmund F., "Paul Lévy (mathematician)", MacTutor History of Mathematics archive, University of St Andrews.

External links

   Rama Cont: Paul Lévy: a biography
   Gérard P. Michon: Paul Lévy and Functional Analysis
   Paul Lévy at the Mathematics Genealogy Project
   O'Connor, John J.; Robertson, Edmund F., "Paul Lévy (mathematician)", MacTutor History of Mathematics archive, University of St Andrews.
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Paul Pierre Lévy's Timeline

1886
September 15, 1886
Paris, Île-de-France, France
1913
January 6, 1913
Age 26
1913
Age 26
1918
April 10, 1918
Age 31
Paris, Ile-de-France, France
1971
December 15, 1971
Age 85
Paris, Île-de-France, France