Pál Révész (6 June 1934 – 14 November 2022),

anglicized Anglicisation or anglicization is a form of cultural assimilation whereby something non-English becomes assimilated into or influenced by the culture of England. It can be sociocultural, in which a non-English place adopts the English language ...

as Pal Revesz, was a Hungarian mathematician known for his research in probability and mathematical statistics, including the mathematical foundations of the

law of large numbers In probability theory, the law of large numbers is a mathematical law that states that the average of the results obtained from a large number of independent random samples converges to the true value, if it exists. More formally, the law o ...

, theory of

density estimation In statistics, probability density estimation or simply density estimation is the construction of an estimate, based on observed data, of an unobservable underlying probability density function. The unobservable density function is thought o ...

, and

random walk In mathematics, a random walk, sometimes known as a drunkard's walk, is a stochastic process that describes a path that consists of a succession of random steps on some Space (mathematics), mathematical space. An elementary example of a rand ...

Education and career

Révész was born in

Budapest Budapest is the Capital city, capital and List of cities and towns of Hungary, most populous city of Hungary. It is the List of cities in the European Union by population within city limits, tenth-largest city in the European Union by popul ...

. He studied in the applied mathematics program at the Faculty of Science,

Eötvös Loránd University Eötvös Loránd University (, ELTE, also known as ''University of Budapest'') is a Hungarian public research university based in Budapest. Founded in 1635, ELTE is one of the largest and most prestigious public higher education institutions in ...

and graduated there in 1957. Afterwards, he got a job at the

's probability department, where he worked as an assistant professor. In 1964, he transferred to the Mathematical Research Institute of the Hungarian Academy of Sciences, where he started working as a scientific associate. In 1963, he defended his candidate's thesis in mathematics, and in 1969 he defended his academic doctoral thesis. He became a member of the Mathematical Committee of the

Hungarian Academy of Sciences The Hungarian Academy of Sciences ( , MTA) is Hungary’s foremost and most prestigious learned society. Its headquarters are located along the banks of the Danube in Budapest, between Széchenyi rakpart and Akadémia utca. The Academy's primar ...

. He did a significant part of his scientific work here. He was elected a corresponding member of the

in 1982, and a full member in 1987. In 1985, he received a second position as a university professor at the

Vienna University of Technology TU Wien () is a public research university in Vienna, Austria. The university's teaching and research are focused on engineering, computer science, and natural sciences. It currently has about 28,100 students (29% women), eight faculties, and ...

. He left the research institute in 1987, when he was appointed professor at the Institute of Mathematics of the Budapest University of Technology. In Vienna, he also headed the Department of Statistics and Probability, from where he retired in 1998. Between 1999 and 2005, he was the deputy chairman of the Mathematics Department. Meanwhile, he also worked in the Committee on International Relations. Révész became a member of the

Academia Europaea The Academia Europaea is a pan-European Academy of humanities, letters, law, and sciences. The Academia was founded in 1988 as a functioning Europe-wide Academy that encompasses all fields of scholarly inquiry. It acts as co-ordinator of Europe ...

London London is the Capital city, capital and List of urban areas in the United Kingdom, largest city of both England and the United Kingdom, with a population of in . London metropolitan area, Its wider metropolitan area is the largest in Wester ...

in 1991. In addition to his academic duties, he also contributed to the management of several scientific societies: from 1983 to 1985 he was the president of the

Bernoulli Society The Bernoulli Society is a professional association that aims to further the progress of probability and mathematical statistics, founded as part of the International Statistical Institute in 1975. It is named after the Bernoulli family The Berno ...

of the

International Statistical Institute The International Statistical Institute (ISI) is a professional association of statisticians. At a meeting of the Jubilee Meeting of the Royal Statistical Society, statisticians met and formed the agreed statues of the International Statistical ...

. Between 1995 and 1997, he held the position of acting president of the

János Bolyai Mathematical Society The János Bolyai Mathematical Society (Bolyai János Matematikai Társulat, BJMT) is the Hungarian mathematical society, named after János Bolyai, a 19th-century Hungarian mathematician, a co-discoverer of non-Euclidean geometry. It is the profe ...

Academic research

Révész's main research areas were probability and mathematical statistics. His results related to the so-called strong approximation of stochastic processes and the estimation of the

probability density function In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a Function (mathematics), function whose value at any given sample (or point) in the sample space (the s ...

are significant. He also dealt with statistical applications of the

stochastic approximation Stochastic approximation methods are a family of iterative methods typically used for root-finding problems or for optimization problems. The recursive update rules of stochastic approximation methods can be used, among other things, for solving l ...

method. He was the first to provide a method for estimating the regression function that is suitable for simultaneous estimation of all points of the function. He was a close collaborator of

Paul Erdős Paul Erdős ( ; 26March 191320September 1996) was a Hungarian mathematician. He was one of the most prolific mathematicians and producers of mathematical conjectures of the 20th century. pursued and proposed problems in discrete mathematics, g ...

Honors and awards

Révész received the State Award of the People's Republic of Hungary in 1978 for his achievements in probability, especially in the theory of stochastic processes and their practical application. He was an honorary professor at

Carleton University Carleton University is an English-language public university, public research university in Ottawa, Ontario, Canada. Founded in 1942 as Carleton College, the institution originally operated as a private, non-denominational evening college to se ...

and the

University of Szeged The University of Szeged () is a Public university, public research university in Szeged, Hungary. Established as the Jesuit Academy of Kolozsvár in present-day Cluj-Napoca in 1581, the institution was re-established as a university in 1872 by ...

.Csorgo, M.: Life is a random walk with a local time. A tribute to Pál Révész. Limit Theorems in Probability and Statistics I. Balatonlelle, 1999, Janos Bolyai Math. Soc., Budapest, (2002) 21–99

Bibliography

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References

{{DEFAULTSORT:Revesz, Pal 1934 births 2022 deaths Eötvös Loránd University alumni 20th-century Hungarian mathematicians Academic staff of TU Wien Academic staff of the Budapest University of Technology and Economics Academic staff of Eötvös Loránd University Scientists from Budapest Mathematical statisticians