Monroe D. Donsker
Monroe David Donsker (October 17, 1924 – June 8, 1991) was an American mathematician and a professor of mathematics at New York University (NYU). His research interest was probability theory.[1]
Donsker was born in Burlington, Iowa. He received a Ph.D. in mathematics at the University of Minnesota in 1948.[2] He became a professor at NYU's Courant Institute of Mathematical Sciences in 1962, about a year before his frequent co-author S.R.S. Varadhan started working there. Before joining NYU, Donsker taught at Cornell and the University of Minnesota. His doctoral students include Glen E. Baxter.
Donsker also served as chair of the Board of Foreign Scholarships, a U.S. government panel responsible for student exchange programs, after being appointed by presidents Ford and Carter.[1]
In probability theory, Donsker is known for his proof of the Donsker invariance principle which shows the convergence in distribution of a rescaled random walk to the Wiener process.
See also[]
References[]
- ^ Jump up to: a b "Monroe Donsker, 66, N.Y.U. Math Professor", New York Times, June 12, 1991.
- ^ Monroe D. Donsker at the Mathematics Genealogy Project
External links[]
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- 1924 births
- 1991 deaths
- University of Minnesota College of Liberal Arts alumni
- 20th-century American mathematicians
- Probability theorists
- People from Burlington, Iowa
- Educators from Minnesota
- People from New Jersey
- Courant Institute of Mathematical Sciences faculty
- Cornell University faculty
- University of Minnesota faculty
- New York University faculty