A very brief history of Probability at Cornell University
Cornell University has been a leading university in the domain of Probability Theory almost since there is a name for this field of Mathematics. The simple list of the famous probabilists who are currently working or have worked in Cornell University is a summary of the history of Probability Theory itself. Not only some of the most imprtant theories were developed here, but the teaching of probability was also greatly improved in this department - it was in Cornell that W. Feller wrote his very influential introductory treaty on Probability Theory.
Here are some examples.
- W. Feller worked at Cornell just after the end of WW II.
- Mark Kac (1914-1984). He was born in a Russian part of Poland and emigrated to the U.S. in 1938. He held a position at Cornell from 1939 to 1961 where he moved to Rockefeller University in New York. To see more on his very interesting biography, click here.
- Donsker had a Junior Faculty appointment (possibly his first academic position) in the late 40's. Presumably, working on the invariance principle (a fact that states roughly that random walks, seen from far away, look like Brownian Motion), a theorem that he later proved, he was interested in the previous work on the subject done by Marc Kac, jointly with P. Erdos.
- Frank Spitzer.
- Harry Kesten did his Ph.D. in Cornell under the supervision of Marc Kac. He then moved to a few different places before coming back to Cornell as a professor in ? See his personal webpage. He is very famous for his fundamental contributions to percolation in particular.
- Eugene Dynkin. See his amazing biography here. He joined Cornell in 1977 after emigrating the year before from Soviet Union. Recently, Professor Dynkin has found many crucial results in the theory of Superprocesses and their applications to Partial Differential Equations.
- K. Ito , one of the most important probabilists of all times, was a full professor from 1969 to 1975. He is of course the author, among many other things, of the famous Ito formula, the theory of stochastic integration (although it was recently found that the young French mathematician W. Doeblin had discovered it at about the same time or a little before, but was then killed in the course of WWII, leaving his discoveries scealed for 50 years according to his will), and the Theory of Brownian Excursions.
- Hunt was a professor from about 1958 to about 1963, his research area included Potential theory and that of Markov Processes.
- Rick Durrett joined Cornell in 1985. Although the first part of his research focused on system of interacting particles, and percolation, he has been recently involved in problems related to Mathematical Biology and particularly, the use of stochastic methods in studying genome rearrangement models
- Greg Lawler joined Cornell in 2002. His recent work focused on the spectacular properties of an object known as SLE, a work done mostly jointly with O. Schramm (Microsoft Research) and W. Werner (Paris-Sud Orsay). A number of long-time conjectures are related to that work, such as identifying the scaling limits of self-interacting random walks (self-avoiding, loop-erased), or, a few years ago, they showed that the fractal dimension of the frontier of planar Brownian Motion is given by 4/3.
- Laurent Saloff-Coste
- Philip Protter
- K.B. Athreya
Here are some visitors that spent important periods of time in Cornell : Doob, Chung, Darling, Fuchs (from complex analysis), Liggett, Aldous, ...
Back to my homepage.
I am greatly indebted to Harry Kesten who very kindly took the time to answer my (highly non-professional !) questions on that subject.