Everything about Paul Pierre L Vy totally explained
Paul Pierre Lévy (
September 15,
1886 –
December 15,
1971) was a
French mathematician who was active especially in
probability theory, introduced
martingales and
Lévy flights.
Lévy processes,
Lévy measures,
Lévy's constant, the
Lévy distribution, the
Lévy skew alpha-stable distribution, the
Lévy area and the
fractal Lévy C curve are also named after him.
Lévy was born in
Paris, the son of Lucien Lévy, an Examiner at the
École Polytechnique. Lévy also attended the École Polytechnique and published his first paper in 1905 at the age of 19, while still an undergraduate. 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.
During
World War I Lévy conducted mathematical analysis work for the French artillery. In 1920 he was appointed Professor of Analysis at the École Polytechnique, where his students included
Benoît Mandelbrot. He remained at the École Polytechnique until his retirement in 1959.
Lévy received a number of honors, including membership at the
French Academy of Sciences and honorary membership at the
London Mathematical Society.
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