Mathematician:Paul Pierre Lévy

Mathematician

French mathematician who was active especially in probability theory, introducing fundamental concepts such as local time, stable distributions and characteristic functions.

Nationality

French

History

• Born: 15 September 1886 in Paris, France
• Died: 15 December 1971 in Paris, France

Theorems and Definitions

• Lévy Arcsine Law
• Lévy's Continuity Theorem
• Lévy's Inversion Formula

• Lévy Area
• Lévy's Constant
• Lévy C Curve
• Lévy Distribution
• Lévy Flight
• Lévy Measure
• Lévy Process

Results named for Paul Pierre Lévy can be found here.

Definitions of concepts named for Paul Pierre Lévy can be found here.

Publications

• 1922: Leçons d'analyse fonctionnelle
• 1925: Calcul des probabilités
• 1937 -- 1954: Théorie de l'addition des variables aléatoires
• 1948: Processus stochastiques et mouvement brownien
• 1954: Le mouvement brownien

Sources

• John J. O'Connor and Edmund F. Robertson: "Paul Pierre Lévy": MacTutor History of Mathematics archive