Event Detail

Event Type: 
Department Colloquium
Date/Time: 
Monday, November 5, 2012 - 08:00
Location: 
Kidder 350

Speaker Info

Abstract: 

This video has been shown at the Joint Mathematics Meetings of the AMS-SIAM-MAA.

Wolfgang Doeblin, one of the great probabilists of the 20th century, was already widely known in the 1950s for his fundamental contributions to the theory of Markov chains. His coupling method became a key tool in later developments at the interface of probability and statistical mechanics. But the full measure of his mathematical stature became apparent only in 2000 when the sealed envelope containing his construction of diffusion processes in terms of a time change of Brownian motion was finally opened, 60 years after it was sent to the Academy of Sciences in Paris. The film of Agnes Handwerk and Harrie Willems documents scientific and human aspects of this amazing discovery and throws new light on the startling circumstances of his death at the age of 25. I recommend it in the strongest terms.

Hans Föllmer, Faculty of Mathematics, Humboldt University, Berlin