Michel Loève
Michel Loève | |
|---|---|
מישל לוב | |
Karhunen–Loève theorem | |
| Scientific career | |
| Fields | Mathematics |
| Institutions | University of California, Berkeley University of Lyon, University of Paris University of London |
| Doctoral advisor | Paul Lévy |
| Doctoral students | Leo Breiman Emanuel Parzen |
Michel Loève (
Karhunen–Loève transform
.
Michel Loève was born in
Université de Paris under Paul Lévy, and received his Doctorat ès Sciences (Mathématiques) in 1941. In 1936 was employed as actuaire of the University of Lyon
.
Because of his Jewish origin, he was arrested during the
Holocaust, after the liberation he became between 1944 and 1946 chief of research at the Institut Henri Poincaré at Paris University, then until 1948 worked at the University of London
.
After one term as a visiting professor at Columbia University he accepted the position of professor of mathematics at Berkeley, in 1955 adding the title professor of statistics.
He is the author of one of the earliest books on measure-theoretic probability theory and one of the best known textbooks.[3] He is memorialized via the Loève Prize created by his widow Line.[4]
See also
References
- MR 2660947.
- ^ Loève, Michel (1955). Probability Theory. Princeton, New Jersey, USA: D Van Nostrand. pp. xvi+685.
- ISBN 9780412052217.
For a long time Loève's book served as the standard textbook on advanced probability theory.
- ^ "The Loeve Prize". www.stat.berkeley.edu. Retrieved 2024-03-22.
