Mathematician:Paul Pierre Lévy

Mathematician
French mathematician who was active especially in probability theory, introducing fundamental concepts such as local time, stable distributions and characteristic functions.

Nationality
French

History

 * Born: 15 September 1886 in Paris, France
 * Died: 15 December 1971 in Paris, France

Theorems and Definitions

 * Lévy Arcsine Law
 * Lévy's Continuity Theorem
 * Lévy's Inversion Formula


 * Lévy Area
 * Lévy's Constant
 * Lévy C Curve
 * Lévy Distribution
 * Lévy Flight
 * Lévy Measure
 * Lévy Process

Publications

 * 1922: Leçons d'analyse fonctionnelle
 * 1925: Calcul des probabilités
 * 1937 -- 1954: Théorie de l'addition des variables aléatoires
 * 1948: Processus stochastiques et mouvement brownien
 * 1954: Le mouvement brownien