Paul Lévy (mathematician)
Paul Lévy | |
|---|---|
Paul Pierre Lévy | |
| Born | 15 September 1886 |
| Died | 15 December 1971 (aged 85) |
| Nationality | French |
| Alma mater | University of Paris |
| Known for | Additive process Brownian excursion Concentration of measure Martingale (probability theory) Universal chord theorem Lévy alpha-stable distribution Lévy's arcsine law Lévy C curve Lévy's constant Lévy characterisation Lévy's continuity theorem Lévy distribution Lévy flight Lévy's local time Lévy measure Lévy's modulus of continuity theorem Lévy process Lévy's zero–one law Lévy–Khintchine representation Lévy–Prokhorov metric Lévy–Steinitz theorem Lindeberg–Lévy CLT Wiener–Lévy theorem |
| Awards | Emile Picard Medal of the French Academy of Sciences (1953) |
| Scientific career | |
| Fields | Mathematics |
| Institutions | École Polytechnique École des Mines |
| Doctoral advisor | Jacques Hadamard Vito Volterra |
| Doctoral students | Wolfgang Doeblin Michel Loève Benoît Mandelbrot Georges Matheron |
Paul Pierre Lévy (15 September 1886 – 15 December 1971) was a French mathematician who was active especially in probability theory, introducing fundamental concepts such as local time, stable distributions and characteristic functions. Lévy processes, Lévy flights, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy area, the Lévy arcsine law, and the fractal Lévy C curve are named after him.