COSAM » Events » 2015 » January » Stochastics Seminar

Stochastics Seminar
Time: Jan 21, 2015 (02:00 PM)
Location: Parker Hall 236

Details:
Speaker: Olav Kallenberg
Title: On the legacy of E.B. Dynkin, 1924-2014

Abstract: The famous probabilist E.B. Dynkin died last November at the age of 90. At the time of his death, he was arguably the greatest probabilist still alive and one of the last representatives of the great pioneering generation. A student of Kolmogorov, he became himself a professor at Moscow University, where he conducted his own seminar and developed systematically the modern theory of Markov processes, as documented by a series of pathbreaking monographs. Many participants in Dynkin's seminar became famous probabilists in their own right. Dynkin was also world famous for his work on Lie algebras. --- Dynkin's father "disappeared" in the Gulag, and his own career was constantly hampered by his Jewish ancestry, until he managed to emigrate to the US in 1977. I was privileged to know Dynkin personally. In this talk I shall comment, in all modesty, on some aspects of Dynkin's life and work.




Last updated: 10/07/2015