Paul Pierre Lévy (; 15 September 1886 – 15 December 1971) was a French mathematician who was active especially in probability theory, introducing fundamental concepts such as local time, stable distributions and characteristic functions. Lévy processes, Lévy flights, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy area, the Lévy arcsine law, and the fractal Lévy C curve are named after him.

Biography

Lévy was born in Paris to a Jewish family which already included several mathematicians. His father Lucien Lévy was an examiner at the École Polytechnique. Lévy attended the École Polytechnique and published his first paper in 1905, at the age of nineteen, while still an undergraduate, in which he introduced the Lévy–Steinitz theorem. His teacher and advisor was Jacques Hadamard. After graduation, he spent a year in military service and then studied for three years at the École des Mines, where he became a professor in 1913.

Works

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

See also

  • Cramér's decomposition theorem
  • Lévy distribution
  • Lévy metric
  • Lévy's modulus of continuity
  • Lévy–Prokhorov metric
  • Lévy's continuity theorem
  • Lévy's zero-one law
  • Concentration of measure
  • Lévy process
  • Lévy–Khintchine representation
  • Lévy–Itô decomposition
  • Lévy flight
  • local time
  • Isoperimetric inequality on a sphere
  • Lévy's characterisation of Brownian motion

References

  • Rama Cont: Paul Lévy: a biography
  • Gérard P. Michon: Paul Lévy and Functional Analysis