Jacques Neveu: Difference between revisions
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added title "Sur l’espérance conditionelle par rapport à un mouvement brownien." |
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Several mathematicians have paid tribute to Jacques Neveu for his influence on the modern theory of probability.<ref>{{cite web|title=Hommage à P.A. Meyer et J. Neveu|url=http://smf4.emath.fr/en/Publications/Asterisque/1996/236/html/smf_ast_236.html|website=SMF|language=fr|year=1996}}</ref> |
Several mathematicians have paid tribute to Jacques Neveu for his influence on the modern theory of probability.<ref>{{cite web|title=Hommage à P.A. Meyer et J. Neveu|url=http://smf4.emath.fr/en/Publications/Asterisque/1996/236/html/smf_ast_236.html|website=SMF|language=fr|year=1996}}</ref> |
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He was outstanding in teaching as well as research. In honor of Jacques Nevue, a prize is awarded by the MAS group of the |
He was outstanding in teaching as well as research. In honor of Jacques Nevue, a prize is awarded by the MAS group of the to the year's best of the new French holders of doctorates in mathematicians or statistics on the basis of the judged quality of the dissertation.<ref name=pagesmai>{{cite web|title=Prix de thèse Jacques Neveu|url=http://smai.emath.fr/spip.php?article359|website=SMAI|language=fr}}</ref> |
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===Prix Jacques Neveu=== |
===Prix Jacques Neveu=== |
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*[https://books.google.com/books?id=1AHy43T06yMC&pg=PA461 "Existence of bounded invariant measures in ergodic theory."] In Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), vol. 2, no. Part 2, pp. 461–472. 1967. |
*[https://books.google.com/books?id=1AHy43T06yMC&pg=PA461 "Existence of bounded invariant measures in ergodic theory."] In Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), vol. 2, no. Part 2, pp. 461–472. 1967. |
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*[http://www.numdam.org/item/AIF_1972__22_2_85_0 "Potentiel Markovien récurrent des chaînes de Harris."] Ann. Inst. Fourier, vol. 22, no. 2, 1972, pp. 85–130. |
*[http://www.numdam.org/item/AIF_1972__22_2_85_0 "Potentiel Markovien récurrent des chaînes de Harris."] Ann. Inst. Fourier, vol. 22, no. 2, 1972, pp. 85–130. |
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*[http://www.numdam.org/article/AIHPB_1976__12_2_105_0.pdf "Sur l’espérance conditionelle par rapport à un mouvement brownien."] Ann. Inst. H. Poincaré, section B, vol. 12, no. 2, 1976, pp. 105-109. |
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*"Processus ponctuels." In École d’Eté de Probabilités de Saint-Flour VI-1976, pp. 249–445. Springer, Berlin, Heidelberg, 1977. {{doi|10.1007/BFb0097494}} |
*"Processus ponctuels." In École d’Eté de Probabilités de Saint-Flour VI-1976, pp. 249–445. Springer, Berlin, Heidelberg, 1977. {{doi|10.1007/BFb0097494}} |
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*[http://www.numdam.org/article/AIHPB_1986__22_2_199_0.pdf ''Arbres et processus de Galton-Watson''], ''[[Annales Henri Poincaré|Annales de l'IHP]]'', |
*[http://www.numdam.org/article/AIHPB_1986__22_2_199_0.pdf ''Arbres et processus de Galton-Watson''], ''[[Annales Henri Poincaré|Annales de l'IHP]]'', B, vol. 22, 1986, pp. 199–207. |
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*"Multiplicative martingales for spatial branching processes." In Seminar on Stochastic Processes, 1987, pp. 223–242. Birkhäuser Boston, 1988. {{doi|10.1007/978-1-4684-0550-7_10}} |
*"Multiplicative martingales for spatial branching processes." In Seminar on Stochastic Processes, 1987, pp. 223–242. Birkhäuser Boston, 1988. {{doi|10.1007/978-1-4684-0550-7_10}} |
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*with Francis Comets: ''The Sherrington-Kirkpatrick model of spin glasses and stochastic calculus: the high temperature case.'' Communications in Mathematical Physics, vol. 166, no. 3, 1995, pp. 549–564. {{doi|10.1007/BF02099887}} |
*with Francis Comets: ''The Sherrington-Kirkpatrick model of spin glasses and stochastic calculus: the high temperature case.'' Communications in Mathematical Physics, vol. 166, no. 3, 1995, pp. 549–564. {{doi|10.1007/BF02099887}} |
Revision as of 23:06, 6 February 2018
Jacque Neveu | |
---|---|
Born | [1] | November 14, 1932
Died | May 17, 2016 | (aged 83)
Alma mater | University of Paris |
Scientific career | |
Fields | Mathematics |
Institutions | University of Paris VI École Polytechnique |
Doctoral advisor | Robert Fortet |
Doctoral students | Jean-Michel Bismut Ivar Ekeland Nicole El Karoui Jean Jacod François Ledrappier Pierre Priouret Daniel Revuz Alain-Sol Sznitman |
Jacques Jean-Pierre Neveu (1932[2]-2016[3]) was a Belgian (and then French) mathematician, specializing in probability theory. He is one of the founders of the French school (post WW II) of probability and statistics.[4]
Education and career
Jacques Neveu received in 1955 from the Sorbonne his doctorate in mathematics under Robert Fortet with dissertation Étude des semi-groupes de Markov.[5]
In 1960, Jacques Neveu was, with Robert Fortet, one of the first two members of the Laboratoire de Probabilités et Modèles Aléatoires (LPMA). He was the LPMA's director from 1980[6] until 1989 when Jean Jacod became the director.
In 1962, Neveu was a chargé de cours (university lecturer) at the Collège de France. He taught at the Sorbonne and, after the reorganization of the University of Paris, at the University of Paris VI at the Laboratory for Probability of the Institut de mathématiques de Jussieu . He was a professor at the École Polytechnique. In 1976, he gave a course at l'école d'été de Saint-Flour (a summer school in probability theory sponsored by the University of Clermont Auvergne).[7] He was a visiting professor in Brussels, São Paulo, and Leuven.
From 1969 to 1987, Jacques Neveu was the thesis advisor for 19 doctoral students.[5] In 1977 he was the president of the Société mathématique de France. In 1991, he founded the group Modélisation Aléatoire et Statistique (MAS) of the Société de Mathématiques Appliquées et Industrielles (SMAI).[4] In 2012 he was elected a Fellow of the American Mathematical Society.
Research
Jacques Neveu is one the founders of the modern theory of probability. His research deals with Markov processes, Markov chains, Gaussian processes, martingales, ergodic theory, random trees (especially Galton-Watson processes and Galton-Watson trees), and Dirac measures, as well as applications of probability theory to statistics, computer science, combinatorics, and statistical physics. In 1986 he introduced the concept of arbre de Galton-Watson (Galton-Watson tree) within the framework of discrete random trees;[8][9] within the mathematical formalism of Galton-Watson trees, the notation de Neveu is named in his honor.
Commemoration
Several mathematicians have paid tribute to Jacques Neveu for his influence on the modern theory of probability.[10]
He was outstanding in teaching as well as research. In honor of Jacques Nevue, a prize is awarded by the MAS group of the SMAI to the year's best of the new French holders of doctorates in mathematicians or statistics on the basis of the judged quality of the dissertation.[11]
Prix Jacques Neveu
The laureates are:[11]
- 2008: Pierre Nolin;
- 2009: Amandine Véber;
- 2010: Sébastien Bubeck & Kilian Raschel;
- 2011: Nicolas Curien;
- 2012: Pierre Jacob et Quentin Berger;
- 2013: Adrien Kassel;
- 2014: Emilie Kaufmann & Julien Reygner;
- 2015: Erwin Scornet;
- 2016: Anna Ben-Hamoud.
Selected publications
Articles
- "Lattice methods and submarkovian processes." In Fourth Berkeley Symposium on Mathematical Statistics and Probability, pp. 347–391. 1961.
- "Existence of bounded invariant measures in ergodic theory." In Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), vol. 2, no. Part 2, pp. 461–472. 1967.
- "Potentiel Markovien récurrent des chaînes de Harris." Ann. Inst. Fourier, vol. 22, no. 2, 1972, pp. 85–130.
- "Sur l’espérance conditionelle par rapport à un mouvement brownien." Ann. Inst. H. Poincaré, section B, vol. 12, no. 2, 1976, pp. 105-109.
- "Processus ponctuels." In École d’Eté de Probabilités de Saint-Flour VI-1976, pp. 249–445. Springer, Berlin, Heidelberg, 1977. doi:10.1007/BFb0097494
- Arbres et processus de Galton-Watson, Annales de l'IHP, section B, vol. 22, 1986, pp. 199–207.
- "Multiplicative martingales for spatial branching processes." In Seminar on Stochastic Processes, 1987, pp. 223–242. Birkhäuser Boston, 1988. doi:10.1007/978-1-4684-0550-7_10
- with Francis Comets: The Sherrington-Kirkpatrick model of spin glasses and stochastic calculus: the high temperature case. Communications in Mathematical Physics, vol. 166, no. 3, 1995, pp. 549–564. doi:10.1007/BF02099887
Books
- Théorie des semi-groups de Markov, University of California Press 1958 (and Gauthier-Villars 1958)
- Bases mathématiques du calcul des probabilités, Masson, 1964, 1970
- English translation: Mathematical foundations of the calculus of probability, Holden-Day 1965
- Processus aléatoires gaulliens, Montréal: Presses de l'Université de Montréal, 1968
- Cours de probabilités, École Polytechnique, 1970, 1978
- Martingales à temps discret, Masson, 1972
- English translation: Discrete-parameter martingales, Elsevier, 1975[12]
- Théorie de la mesure et intégration, cours de l'École polytechnique, 1983
- Introduction aux processus aléatoires, École Polytechnique 1985
References
- ^ "Deaths of AMS Members, News, Inside the AMs" (PDF). Notices of the American Mathematical Society. November 2017. p. 1217.
- ^ "Neveu, Jacques (1932,...)". idref (in French).
- ^ "Décès de Jacques Neveu". SMF. 15 May 2016. Template:Fr icon
- ^ a b "Prix de thèse Jacques Neveu du groupe thématique SMAI-MAS". SMAI (in French). 2014.
- ^ a b Jacques Neveu at the Mathematics Genealogy Project
- ^ "Le LPMA fête ses 50 ans". Fondation sciences mathématiques de Paris (in French). 2010.
- ^ l'école d'eté de probabilities de Saint-Flour - LMBP - Université Clermont Auvergne
- ^ Neveu, Jacques (1986). "Arbres et processus de Galton-Watson" (PDF). Ann. Inst. H. Poincaré Probab. Statist. 22 (2): 199–207.
- ^ Abraham, Romain; Delmas, Jean-François (2015). "An introduction to Galton-Watson trees and their local limits". arXiv preprint arXiv:1506.05571.
- ^ "Hommage à P.A. Meyer et J. Neveu". SMF (in French). 1996.
- ^ a b "Prix de thèse Jacques Neveu". SMAI (in French).
- ^ Darling, D. A. (1976). "Review of Discrete-parameter martingales by J. Neveu". Bull. Amer. Math. Soc. 82: 836–840. doi:10.1090/S0002-9904-1976-14176-6.