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Probability theory and stochastic processes

104 articles

Donald Samuel Ornstein

Donald Samuel Ornstein, born 1934, is an American mathematician and Stanford professor emeritus working in ergodic theory, known for his 1970 theorem that Bernoulli shifts with the same entropy are isomorphic.

Edgar Gilbert

Edgar Nelson Gilbert (1923–2013) was an American mathematician and coding theorist who spent 48 years at Bell Laboratories, publishing 85 papers on coding theory, random graphs, percolation, and shuffling.

Édith Mourier

Édith Mourier (1920–2017) was a French probabilist whose work on random elements in Banach spaces shaped probability in metric spaces; her name survives in the Fortet–Mourier distance.

Edward Nelson

Edward Nelson (1932–2014) was an American mathematician on the Princeton University faculty from 1959 to 2013, known for stochastic quantum mechanics, constructive quantum field theory, and internal set theory.

Eugene Dynkin

Eugene Dynkin, born Evgenii Borisovich Dynkin (1924–2014), was a Soviet and American mathematician known for Dynkin diagrams and for foundational work on Markov processes, and a Cornell professor from 1977.

Eugene Lukacs

Eugene Lukacs (1906–1987) was a Hungarian-American statistician known for work on characterizations of probability distributions, stability theory, and characteristic functions, and for his 1960 monograph Characteristic Functions.

Eva Löcherbach

Eva Löcherbach (born 1970) is a German probability theorist working in France, a professor at Université Paris 1 Panthéon-Sorbonne known for the Galves–Löcherbach model of spiking neural networks.

F. B. Knight

Frank Bardsley Knight (1933–2007) was an American probabilist at the University of Illinois who co-names, with Daniel Ray, the second Ray–Knight theorem describing Brownian local time.

Francesco Paolo Cantelli

Francesco Paolo Cantelli (1875–1966) was an Italian mathematician and actuary who proved the first general strong law of large numbers and completed the Borel–Cantelli lemma.

Frank Kelly (British mathematician)

Frank Kelly, born 1950 in London, is a British mathematician and Cambridge professor whose work on random processes and networks shaped TCP congestion control and telephone network design.

Frank Spitzer

Frank Spitzer (1926–1992) was an Austrian-born American probabilist at Cornell University, widely regarded as the father of interacting particle systems, known for random walk theory and the Pollaczek–Spitzer formula.

Gábor Tusnády

Gábor Tusnády is a Hungarian mathematician and Research Fellow at the Rényi Institute in Budapest, best known for the 1975 Komlós–Major–Tusnády strong approximation theorems and Tusnády's inequality, and a member of the Hungarian Academy of Sciences.

Gérard Ben Arous

Gérard Ben Arous is a French-born probabilist, Silver Professor of Mathematics at NYU's Courant Institute and its dean since August 2025, elected to the National Academy of Sciences in 2020.

Gilbert Agnew Hunt

Gilbert Agnew Hunt (1916–2008) was an American mathematician at Princeton known for the Hunt process in probability theory, who as a young man beat tennis champion Bobby Riggs in 1938.

Greg Lawler

Greg Lawler, born 1955 in Alexandria, Virginia, is an American probabilist at the University of Chicago known for loop-erased random walks, the Brownian frontier, and the 2019 Wolf Prize.

Harry Kesten

Harry Kesten (1931–2019) was a Dutch-born American mathematician who spent his career at Cornell University and proved in 1980 that the critical probability for bond percolation on the square lattice is 1/2.

Henry McKean

Henry McKean (1930–2024) was an American mathematician at NYU's Courant Institute, which he directed in the 1980s, known for McKean–Vlasov equations and winning the 2007 Steele Prize.

Henry William Watson

Henry William Watson (1827–1903) was a British mathematician and Church of England clergyman who co-authored, with Francis Galton, the branching process now called the Galton–Watson process.

Hillel Furstenberg

Hillel (Harry) Furstenberg, born 1935, is a mathematician who spent his career at the Hebrew University of Jerusalem, known for ergodic theory and for sharing the 2020 Abel Prize.

Hiroshi Tanaka (mathematician)

Hiroshi Tanaka (田中博) is a Japanese mathematician who works in probability theory, especially Brownian motion and diffusion in random media, and is a Keio University emeritus professor.

Horng-Tzer Yau

Horng-Tzer Yau (姚鸿泽), born in Taiwan in 1959, is a Taiwanese-born mathematician and Merton Professor at Harvard known for proving universality of random matrix spectra with Erdős and Schlein.

Hugo Duminil-Copin

Hugo Duminil-Copin, born in 1985, is a professor at the University of Geneva and IHES who won the 2022 Fields Medal for solving longstanding problems on phase transitions in lattice models such as Ising and percolation.

Ildar Ibragimov

Ildar Ibragimov (Ильдар Абдуллович Ибрагимов, born 1932) is a Russian mathematician in probability theory, known for Ibragimov mixing, the martingale central limit theorem, and asymptotic estimation theory.

Jacques Neveu

Jacques Neveu (1932–2016) was a Belgian-born French probabilist, considered one of the founders of modern probability theory, who directed the Laboratoire de Probabilités at Paris VI.

Jarl Waldemar Lindeberg

Jarl Waldemar Lindeberg (1876–1932) was a Finnish mathematician who spent his career at the University of Helsinki and proved the central limit theorem under the Lindeberg condition.

Jean-François Le Gall

Jean-François Le Gall (born 1959) is a French probabilist and professor at Université Paris-Saclay, known for the Brownian snake, random trees, and the Brownian map.

Jean-Michel Bismut

Jean-Michel Bismut, born 1948 in Lisbon, is a French mathematician at Université Paris-Saclay known for probability theory, the index theorem, the hypoelliptic Laplacian, and the 2021 Shaw Prize.

Jim Pitman

Jim Pitman, born 1949 in Tasmania, is a probability theorist and Berkeley professor emeritus known for the Pitman transform, the Pitman–Yor process, and random partitions.

John Hammersley

John Hammersley (1920–2004) was a British mathematician who founded percolation theory and pioneered Monte Carlo methods, spending most of his career at Oxford from 1959.

John Kingman

John Kingman is a British mathematician who founded coalescent theory in population genetics and proved Kingman's formula in queueing theory and the subadditive ergodic theorem.