Joseph Leo Doob

Joseph Leo Doob (born on February 27th 1910 with Cincinnati (Ohio, the United States) died on June 7th 2004 with Clark-Lindsey Village (Urbana, Illinois, the United States) was a American Mathématicien having worked in Analysis and theory of the Probabilities. He is one of the founders of the theory of the martingales.

Biography

Joseph Leo Doob is the son of Leo Doob and Mollie Doerfler Doob, installed with New York when Joseph Doob was 3 years old. It receipt a license ( BA ) of the University of Harvard in 1930 and a control ( MY ) in 1931, then a doctorate in 1932. After post-doctoral studies with Columbia University and Princeton, it joined department of mathematics of the Université of Illinois in 1935 where it remained until its retirement in 1978. During the war, he was consulting civilian for the American marine with Washington and the island of Guam.

Joseph Leo Doob married in Elsie Haviland Field in 1931 and have three children.

Work

The thesis of Doob carried on the analytical functions, subject on which it will return later lorqu' it will prove a probabilistic version of the theorem of Fatou on the values at the edge of the harmonic functions.

Having finished its thesis in the years which followed Crise of 1929, Doob had evil to find an employment. One of its professors of Columbia University suggested to him contacting the Statisticien Harold Hotelling which he provides a post-doctoral purse. At the same time, Andrey Kolmogorov posed the axiomatic foundations of the Theory of probability, by bringing it closer to the Théorie of measurement. Doob will thus stick to develop rigorous mathematical evidence of probabilistic results. Its first probabilistic article, Probability and Statistics , will contain demonstrations of results related to the law of large the numbers thanks to a reinterpretation of this one viale Théorème ergodic of Birkhoff. It then gave a rigorous proof of the Estimateur of maximum of probability of Fisher used for Estimer the parameters of a law.

He will write then a series of articles on the foundations of the probabilities and the stochastic processes, like the martingales and the stationary Processus S.

Doob is also known for its work on the bonds between the Théorie of the potential and the theory of the martingale S, on which he will write a work Classical Potential Theory and Its Probabilistic Counterpart of more than 800 pages during its retirement.

Price and disctinctions

President of the Institute off Mathematical Statistics in 1950

President of the American Mathematical Society in 1963 - 1964

Elected with the American Academy off the Arts and Sciences in 1965

Associated member of the Academy of Science in 1975.

National Medal off Science, decreed by the president Jimmy Carter in 1979

Price Steele decreed by the American Mathematical Society in 1984

Works, articles and bibliography

Joseph Leo Doob, 1910-2004 , Stochastic Processes and to their Applications, 115, pp. 1061-1072, 2005.

NR. H. Bingham, Doob: half-century there is J. Appl. Probab. 42, No 1, pp. 257-266, 2005

J.L. Doob, Stochastic process , Wiley, 1953. Republished in 1990. ISBN 0471523690

J.L. Doob, Measure Theory , Springer, 1953. ISBN 0387940553

J.L. Doob, Classical Potential Theory and Its Probabilistic Counterpart , Springer, 1984,2001. ISBN 3540412069

J. Laurie Snell, Obituary: Joseph Leonard Doob , J. Appl. Probab. 42, No 1, pp. 247-256, 2005.

External bonds

has Conversation with Joe Doob
Doob biography
Record off the Celebration off the Life off Joseph Leo Doob
Généalogie (mathematical) of Joseph Leo Doob (perhaps incomplete).

Some articles of Joseph Leo Doob

Conditional brownian motion and the boundary limits off harmonic functions, Bulletin of the Mathematical Company of France , 85 (1957), p. 431-458.
has off not probabilistic proof the relative Fatou theorem, Annales of the institute Fourier , 9 (1959), p. 293-300.
Boundary properties off functions with finite Dirichlet integrals, Yearly of the institute Fourier , 12 (1962), p. 573-621.
Limiting angular and limiting Yearly fines, of the institute Fourier , 13 No 2 (1963), p. 395-415.
Somme classical function theory theorems and to their modern versions, Yearly of the institute Fourier , 15 No 1 (1965), p. 113-135.
Erratum: “Somme classical function theory theorems and to their modern Yearly versions” of the institute Fourier , 17 No 1 (1967), p. 469-469.
Boundary approach filters for analytic functions, Yearly of the institute Fourier , 23 No 3 (1973), p. 187-213.
Stochastic process measurability conditions, Yearly of the institute Fourier , 25 No 3-4 (1975), p. 163-176.

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