Paul Lévy (mathematician)

Paul Pierre Lévy ( born September 15, 1886 in Paris, † December 15, 1971 ) was a French mathematician; He is primarily 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 Normale Supérieure, and studied at the École Polytechnique and the des Mines. While still a student he published in 1905 a work on semi- convergent series. In 1912 he received his doctorate with a thesis on functional analysis; his teachers included Émile Picard, Henri Poincaré and Jacques Hadamard.

He was in 1913 a professor at the École des Mines and moved in 1920 to the École Polytechnique, where he taught until 1959. Thus, Lévy's entire career has played within a single arrondissement. It was not until his appointment at the École 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 station aires et markoviens pour les systemes d' etats ayant une infinité dénombrables possibles ). Lévy 1960 signed the Manifesto of the 121, which called for civil disobedience during the Algerian war and declared its solidarity with the Algerian people.

Achievements

Lévy worked on functional analysis and partial differential equations, but later mainly on probability theory. He examined for the first time martingales and Lévy flights and dealt with the notion of local time. Named after him include Lévy processes, the Lévy distribution, the Lévy measure and the Lévy area. He also found in the study of Feynman - Kac formula, the Arcsin law.

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 in France under aliases. Marie -Hélène Lévy was also a mathematician and one of the first women who studied at the École Normale Supérieure. The daughter Marie- Hélène and Laurent, Claudine Robert, is Professor of Statistics in Grenoble.

Writings

• Leçons d'analyze functional calculus. 1922
• Calcul des probabilites. 1925
• Théorie de l' addition of variable aléatoires. 1937-54
• Processus stochastiques et mouvement brownien. 1948