Paul Pierre Lévy

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.

His 1948 monograph on Brownian motion, Processus stochastiques et mouvement brownien, contains a wealth of new concepts and results, including the Lévy area, the Lévy arcsine law, the local time of a Brownian path, and many other results.

Lévy received a number of honours, including membership at the French Academy of Sciences and honorary membership at the London Mathematical Society.

Personal life In 1913 Lévy married Suzanne Lévy (1892-1973). Her maternal grandfather was philologist Henri Weil. The couple had three children, Marie-Hélène in 1913, Denise in 1916 and Jean Claude in 1918. Marie-Hélène Schwartz and her husband Laurent Schwartz were also notable mathematicians. Denise married Robert Piron, an engineer, and worked as a professor of German at the lycée Molière. Jean Claude became a naval engineer.

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