Mark Iosifovich Freidlin (russian: Марк Иосифович Фрейдлин, born 1938)
[. See also Russian version, .] is a Russian-American
probability theorist who works as a Distinguished University Professor of Mathematics at the
University of Maryland, College Park
The University of Maryland, College Park (University of Maryland, UMD, or simply Maryland) is a public land-grant research university in College Park, Maryland. Founded in 1856, UMD is the flagship institution of the University System of M ...
. He is one of the namesakes of the
Freidlin–Wentzell theory, which is an important part of the
large deviations theory
In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insura ...
. Freidlin and Wentzell are the authors of the first monograph on the large deviations theory for
stochastic processes (1979). The Freidlin-Wentzell theory describes, in particular, the long-time effects caused by random perturbations. The latest edition of the book was published by Springer in 2012. It contains not just the results on large deviations but also new results on other asymptotic problems, in particular, on the averaging principle for stochastic perturbations. Other works of Mark Freidlin concern perturbations of Hamiltonian systems, wave front propagation in reaction-diffusion equations, non-linear perturbations of partial differential equations. stochasticity in deterministic dynamical systems.
Friedlin was born in 1938 in Moscow.
He began studying mathematics at
Moscow State University
M. V. Lomonosov Moscow State University (MSU; russian: Московский государственный университет имени М. В. Ломоносова) is a public research university in Moscow, Russia and the most prestigious ...
at the age of 16,
and earned a candidate's degree there in 1962, under the supervision of
Eugene Dynkin
Eugene Borisovich Dynkin (russian: link=no, Евгений Борисович Дынкин; 11 May 1924 – 14 November 2014) was a Soviet and American mathematician. He made contributions to the fields of probability and algebra, especially sem ...
. In 1970 he completed a doctorate. However, growing anti-semitism in the Soviet Union prevented Friedlin from traveling and forced him to transfer from the Mechanics and Mathematics Department at Moscow State to the Bio-Physics Department (with the assistance of
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 Sovi ...
in finding him this position). By 1979 he had decided to emigrate to the US, but was denied permission to leave Russia; despite having no permanent employment for the next eight years, he continued to work and publish in mathematics. Finally, in 1987, he was able to move to the University of Maryland.
Freidlin was an invited speaker at the 1998
International Congress of Mathematicians.
He became a Distinguished Professor at Maryland in 2000.
In May 2003, a conference on "Asymptotic Problems in Stochastic Processes and PDE's" was held at the University of Maryland in honor of Freidlin's 65th birthday. In 2012, he became one of the inaugural
fellow
A fellow is a concept whose exact meaning depends on context.
In learned or professional societies, it refers to a privileged member who is specially elected in recognition of their work and achievements.
Within the context of higher education ...
s of the
American Mathematical Society
The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, ...
. His doctoral students include
Jürgen Gärtner.
Selected publications
*
*
* with
Alexander D. Wentzell: ; 3rd edition 2012
*with M. Weber: Random perturbations of nonlinear oscillators, Ann. Probability 26 (1998), no. 3, pp. 925–967.
*with M. Weber: Random perturbations of dynamical systems and diffusion processes with conservation laws, Probability Theory Related Fields 128 (2004), pp. 441–466.
*with A.D. Wentzell: On the Neumann problem for PDEs with a small parameter and corresponding diffusion processes, Probab. Theory Relat. Fields 152 (2012), no. 1-2, pp. 101–140.
*with A.D. Wentzell: Diffusion approximation for noise-induced evolution of first integrals in multi-frequency systems, Journal of Statistical Physics, 182, Article number: 45 (2021).
*with L. Koralov: Nonlinear stochastic perturbations of dynamical systems and quasi-linear parabolic PDE's with a small parameter, Probability Theory and Related Fields 147 (2010), pp. 273–301.
*with W. Hu: On perturbations of generalized Landau-Lifshitz dynamics, Journ. Stat. Phys. 144 (2011), no. 5, pp. 978–1008.
*Reaction-diffusion equations in incompressible fluid: asymptotic problems. Journal of Differential Equations, 179, pp 44–96 (2002).
*Large Deviations at Saint-Flour, Springer (2013).
References
{{DEFAULTSORT:Freidlin, Mark I.
1938 births
Living people
Russian mathematicians
20th-century American mathematicians
21st-century American mathematicians
Probability theorists
Moscow State University alumni
University of Maryland, College Park faculty
Fellows of the American Mathematical Society