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J. L. Doob
Joseph Leo Doob (February 27, 1910 – June 7, 2004) was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob. Early life and education Doob was born in Cincinnati, Ohio, February 27, 1910, the son of a Jewish couple, Leo Doob and Mollie Doerfler Doob. The family moved to New York City before he was three years old. The parents felt that he was underachieving in grade school and placed him in the Ethical Culture School, from which he graduated in 1926. He then went on to Harvard where he received a BA in 1930, an MA in 1931, and a PhD (''Boundary Values of Analytic Functions'', advisor Joseph L. Walsh) in 1932. After postdoctoral research at Columbia and Princeton, he joined the Department of Mathematics of the University of Illinois in 1935 and served until his retirement in 1978. He was a member of the Urbana campus's Center for Advanced Study from its beginning in 1959. During the Second World War, he wo ...
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Cincinnati
Cincinnati ( ) is a city in the U.S. state of Ohio and the county seat of Hamilton County. Settled in 1788, the city is located at the northern side of the confluence of the Licking and Ohio rivers, the latter of which marks the state line with Kentucky. The city is the economic and cultural hub of the Cincinnati metropolitan area. With an estimated population of 2,256,884, it is Ohio's largest metropolitan area and the nation's 30th-largest, and with a city population of 309,317, Cincinnati is the third-largest city in Ohio and 64th in the United States. Throughout much of the 19th century, it was among the top 10 U.S. cities by population, surpassed only by New Orleans and the older, established settlements of the United States eastern seaboard, as well as being the sixth-most populous city from 1840 until 1860. As a rivertown crossroads at the junction of the North, South, East, and West, Cincinnati developed with fewer immigrants and less influence from Europe than Ea ...
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Andrey Kolmogorov
Andrey Nikolaevich Kolmogorov ( rus, Андре́й Никола́евич Колмого́ров, p=ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf, a=Ru-Andrey Nikolaevich Kolmogorov.ogg, 25 April 1903 – 20 October 1987) was a Soviet mathematician who contributed to the mathematics of probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity. Biography Early life Andrey Kolmogorov was born in Tambov, about 500 kilometers south-southeast of Moscow, in 1903. His unmarried mother, Maria Y. Kolmogorova, died giving birth to him. Andrey was raised by two of his aunts in Tunoshna (near Yaroslavl) at the estate of his grandfather, a well-to-do nobleman. Little is known about Andrey's father. He was supposedly named Nikolai Matveevich Kataev and had been an agronomist. Kataev had been exiled from St. Petersburg to the Yaroslavl province after his participation in the revolutionary movem ...
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Pierre Fatou
Pierre Joseph Louis Fatou (28 February 1878 – 9 August 1929) was a French mathematician and astronomer. He is known for major contributions to several branches of analysis. The Fatou lemma and the Fatou set are named after him. Biography Pierre Fatou's parents were Prosper Ernest Fatou (1832-1891) and Louise Eulalie Courbet (1844-1911), both of whom were in the military. Pierre's family would have liked for him to enter the military as well, but his health was not sufficiently good for him to pursue a military career. Fatou entered the École Normale Supérieure in Paris in 1898 to study mathematics and graduated in 1901 when he was appointed an intern (''stagiaire'') in the Paris Observatory. Fatou was promoted to assistant astronomer in 1904 and to astronomer (''astronome titulaire'') in 1928. He worked in this observatory until his death. Fatou was awarded the Becquerel prize in 1918; he was a knight of the Legion of Honour (1923). He was the president of the French ma ...
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Oswald Veblen
Oswald Veblen (June 24, 1880 – August 10, 1960) was an American mathematician, geometer and topologist, whose work found application in atomic physics and the theory of relativity The theory of relativity usually encompasses two interrelated theories by Albert Einstein: special relativity and general relativity, proposed and published in 1905 and 1915, respectively. Special relativity applies to all physical phenomena in .... He proved the Jordan curve theorem in 1905; while this was long considered the first rigorous proof of the theorem, many now also consider Camille Jordan's original proof rigorous. Early life Veblen was born in Decorah, Iowa. His parents were Andrew Anderson Veblen (1848–1932), Professor of Physics at the University of Iowa, and Kirsti (Hougen) Veblen (1851–1908). Veblen's uncle was Thorstein Veblen, noted economist and sociologist. Oswald went to school in Iowa City. He did his undergraduate studies at the University of Iowa, where he received a ...
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Institute For Advanced Study
The Institute for Advanced Study (IAS), located in Princeton, New Jersey, in the United States, is an independent center for theoretical research and intellectual inquiry. It has served as the academic home of internationally preeminent scholars, including J. Robert Oppenheimer, Albert Einstein, Hermann Weyl, John von Neumann, and Kurt Gödel, many of whom had emigrated from Europe to the United States. It was founded in 1930 by American educator Abraham Flexner, together with philanthropists Louis Bamberger and Caroline Bamberger Fuld. Despite collaborative ties and neighboring geographic location, the institute, being independent, has "no formal links" with Princeton University. The institute does not charge tuition or fees. Flexner's guiding principle in founding the institute was the pursuit of knowledge for its own sake.Jogalekar. The faculty have no classes to teach. There are no degree programs or experimental facilities at the institute. Research is never contracted or ...
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Princeton University
Princeton University is a private university, private research university in Princeton, New Jersey. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial Colleges, fourth-oldest institution of higher education in the United States and one of the nine colonial colleges chartered before the American Revolution. It is one of the highest-ranked universities in the world. The institution moved to Newark, New Jersey, Newark in 1747, and then to the current site nine years later. It officially became a university in 1896 and was subsequently renamed Princeton University. It is a member of the Ivy League. The university is governed by the Trustees of Princeton University and has an endowment of $37.7 billion, the largest List of colleges and universities in the United States by endowment, endowment per student in the United States. Princeton provides undergraduate education, undergraduate and graduate education, graduate in ...
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Columbia University
Columbia University (also known as Columbia, and officially as Columbia University in the City of New York) is a private research university in New York City. Established in 1754 as King's College on the grounds of Trinity Church in Manhattan, Columbia is the oldest institution of higher education in New York and the fifth-oldest institution of higher learning in the United States. It is one of nine colonial colleges founded prior to the Declaration of Independence. It is a member of the Ivy League. Columbia is ranked among the top universities in the world. Columbia was established by royal charter under George II of Great Britain. It was renamed Columbia College in 1784 following the American Revolution, and in 1787 was placed under a private board of trustees headed by former students Alexander Hamilton and John Jay. In 1896, the campus was moved to its current location in Morningside Heights and renamed Columbia University. Columbia scientists and scholars have ...
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Ethical Culture School
Ethical Culture Fieldston School (ECFS), also referred to as Fieldston, is a private independent school in New York City. The school is a member of the Ivy Preparatory School League. The school serves approximately 1,700 students with 480 faculty and staff. Joe Algrant is the Head of School. The school consists of four divisions: Ethical Culture, Fieldston Lower, Fieldston Middle, and Fieldston Upper. Ethical Culture, located on the Upper West Side of Manhattan, and Fieldston Lower, located on the Fieldston campus in the Riverdale section of the Bronx, serve Pre-K through 5th grade. The two lower schools feed into Fieldston Middle (6th–8th grades) and Fieldston Upper (9th–12th grades)—also located on the Fieldston campus in Riverdale. Ethical Culture is headed by Principal Rob Cousins, Fieldston Lower is headed by Principal Joe McCauley, Fieldston Middle is headed by Principal Jonathan Alschuler, and Fieldston Upper is headed by Principal Stacey Bobo. Tuition and fees for ...
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New York City
New York, often called New York City or NYC, is the List of United States cities by population, most populous city in the United States. With a 2020 population of 8,804,190 distributed over , New York City is also the List of United States cities by population density, most densely populated major city in the United States, and is more than twice as populous as second-place Los Angeles. New York City lies at the southern tip of New York (state), New York State, and constitutes the geographical and demographic center of both the Northeast megalopolis and the New York metropolitan area, the largest metropolitan area in the world by urban area, urban landmass. With over 20.1 million people in its metropolitan statistical area and 23.5 million in its combined statistical area as of 2020, New York is one of the world's most populous Megacity, megacities, and over 58 million people live within of the city. New York City is a global city, global Culture of New ...
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Cincinnati, Ohio
Cincinnati ( ) is a city in the U.S. state of Ohio and the county seat of Hamilton County. Settled in 1788, the city is located at the northern side of the confluence of the Licking and Ohio rivers, the latter of which marks the state line with Kentucky. The city is the economic and cultural hub of the Cincinnati metropolitan area. With an estimated population of 2,256,884, it is Ohio's largest metropolitan area and the nation's 30th-largest, and with a city population of 309,317, Cincinnati is the third-largest city in Ohio and 64th in the United States. Throughout much of the 19th century, it was among the top 10 U.S. cities by population, surpassed only by New Orleans and the older, established settlements of the United States eastern seaboard, as well as being the sixth-most populous city from 1840 until 1860. As a rivertown crossroads at the junction of the North, South, East, and West, Cincinnati developed with fewer immigrants and less influence from Europe than Ea ...
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Martingale (probability Theory)
In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. History Originally, '' martingale'' referred to a class of betting strategies that was popular in 18th-century France. The simplest of these strategies was designed for a game in which the gambler wins their stake if a coin comes up heads and loses it if the coin comes up tails. The strategy had the gambler double their bet after every loss so that the first win would recover all previous losses plus win a profit equal to the original stake. As the gambler's wealth and available time jointly approach infinity, their probability of eventually flipping heads approaches 1, which makes the martingale betting strategy seem like a sure thing. However, the exponential growth of the bets eventually bankrupts its users due to f ...
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Probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written ...
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