Monroe David Donsker (October 17, 1924 – June 8, 1991) was an American mathematician and a professor of mathematics at
New York University
New York University (NYU) is a private research university in New York City. Chartered in 1831 by the New York State Legislature, NYU was founded by a group of New Yorkers led by then-Secretary of the Treasury Albert Gallatin.
In 1832, the ...
(NYU). His research interest was
probability theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set o ...
.
[.]
Education and career
Donsker was born in
Burlington, Iowa
Burlington is a city in, and the county seat of, Des Moines County, Iowa, United States. The population was 23,982 in the 2020 census, a decline from the 26,839 population in 2000. Burlington is the center of a micropolitan area, which includes ...
. He received a Ph.D. in mathematics at the
University of Minnesota
The University of Minnesota, formally the University of Minnesota, Twin Cities, (UMN Twin Cities, the U of M, or Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Tw ...
in 1948 under the supervision of
Robert Horton Cameron. He became a professor at NYU's
Courant Institute of Mathematical Sciences
The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU), and is among the most prestigious mathematics schools and mathematical sciences research cente ...
in 1962, about a year before his frequent co-author
S.R.S. Varadhan started working there. Before joining NYU, Donsker taught at
Cornell University
Cornell University is a private statutory land-grant research university based in Ithaca, New York. It is a member of the Ivy League. Founded in 1865 by Ezra Cornell and Andrew Dickson White, Cornell was founded with the intention to teach an ...
and the
University of Minnesota
The University of Minnesota, formally the University of Minnesota, Twin Cities, (UMN Twin Cities, the U of M, or Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Tw ...
. His doctoral students include
Glen E. Baxter.
Donsker also served as chair of the
Fulbright Foreign Scholarship Board, a U.S. government panel responsible for
student exchange program
A student exchange program is a program in which students from a secondary school (high school) or university study abroad at one of their institution's partner institutions.
A student exchange program may involve international travel, but doe ...
s, after being appointed by presidents
Ford
Ford commonly refers to:
* Ford Motor Company, an automobile manufacturer founded by Henry Ford
* Ford (crossing), a shallow crossing on a river
Ford may also refer to:
Ford Motor Company
* Henry Ford, founder of the Ford Motor Company
* Ford F ...
and
Carter
Carter(s), or Carter's, Tha Carter, or The Carter(s), may refer to:
Geography United States
* Carter, Arkansas, an unincorporated community
* Carter, Mississippi, an unincorporated community
* Carter, Montana, a census-designated place
* Carter, ...
.
In probability theory, Donsker is known for his proof of the
Donsker invariance principle which shows the convergence in distribution of a rescaled random walk to the
Wiener process
In mathematics, the Wiener process is a real-valued continuous-time stochastic process named in honor of American mathematician Norbert Wiener for his investigations on the mathematical properties of the one-dimensional Brownian motion. It is o ...
.
Personal life
Donsker was married to Mary Davis (1923 – 2013), who was a watercolor artist with a degree in economics from
University of Minnesota
The University of Minnesota, formally the University of Minnesota, Twin Cities, (UMN Twin Cities, the U of M, or Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Tw ...
.
See also
*
Donsker's theorem
In probability theory, Donsker's theorem (also known as Donsker's invariance principle, or the functional central limit theorem), named after Monroe D. Donsker, is a functional extension of the central limit theorem.
Let X_1, X_2, X_3, \ldots be ...
References
External links
*
{{DEFAULTSORT:Donsker, M. D.
1924 births
1991 deaths
University of Minnesota College of Liberal Arts alumni
20th-century American mathematicians
Probability theorists
People from Burlington, Iowa
Educators from Minnesota
Mathematical statisticians
Courant Institute of Mathematical Sciences faculty
Cornell University faculty
University of Minnesota faculty
New York University faculty