William Feller

Mathematician Vilim (William) Feller (July 7, 1906 January 14, 1970) is remembered as the author of the most successful probability te tboo! e"er #ritten$ %t has been claimed that the modern era of probability be&an #ith 'eller(s Introduction to Probability Theory and Its Applications (19)0), #ith all subse*uent introductory te ts measured a&ainst it$ +ian,-arlo .ota, 'eller(s collea&ue at /rinceton 0ni"ersity, described the treatise as one of the &reat masterpieces of mathematics of all time$

'eller #as born in 1a&reb, -roatia, the son of a successful businessman$ 2ccordin& to .ota, 'eller(s last name #as 3a 4la"ic ton&ue,t#ister,5 #hich he chan&ed #hile still a uni"ersity student and his first name #as ori&inally 6illibold$ 7he name chan&e, at the ur&in& of .ichard -ourant, #as necessary because of his Je#ish bac!&round and the comin& of po#er of the 8a9is$ 'eller #as educated at home by pri"ate tutors until he entered the 0ni"ersity of 1a&reb, #here he studied mathematics and recei"ed his first de&ree in 19:)$ ;e earned his doctorate from the 0ni"ersity of +<ttin&en in 19:6 and #as habilitated in 19:= as an assistant professor of mathematics at the 0ni"ersity of >iel #here he remained until 19??$

6hen ;itler came to po#er 'eller left +ermany$ ;e continued his career in -openha&en, and in 19?4 mo"ed to the 0ni"ersity of 4toc!holm #here he @oined the probability &roup$ 'i"e years later he mo"ed to the 0nited 4tates, as a professor of mathematics at Aro#n 0ni"ersity and in 1944 became a 0$4$ citi9en$ 7he ne t year he accepted a professorship at -ornell 0ni"ersity, and fi"e years later, he mo"ed to /rinceton 0ni"ersity #here he remained until 196:$

'eller published 104 papers and fre*uently re"ised and impro"ed his definiti"e t#o,"olume te tboo! by includin& ne# procedures$ 2n interestin& story of the boo!(s influence concerns /ersi Biaconis, #ho dropped out of school at a&e 16 to underta!e a career as a ma&ician$ ;e successfully pursued his craft for ei&ht years until by fate he came across a copy of 'eller(s boo!, but found he could not read it$ Biaconis enrolled at 8e# Cor! -ity -olle&e at ni&ht to learn enou&h mathematics to understand the material and in 1974 he earned a doctorate$ ;e currently is the Mary 4unsen professor, Bepartment of 4tatistics and professor of mathematics at 4tanford 0ni"ersity #here he is a #orld,reno#ned probabilist$

2ccordin& to .ota, 3D'eller(sE lectures #ere loud and entertainin&$ ;e #rote "ery lar&e on the blac!board, in a beautiful %talianate hand#ritin& #ith lots of #hirls$ 4ometimes only the hu&e formula appeared on the blac!board durin& the entire periodF the rest #as hand #a"in&$ ;is proofs insofar as one can spea! of proofs #ere often deficient$ 8onetheless, they #ere con"incin&, and the results #ere unfor&ettably clear after he had e plained them$ 7he main idea #as ne"er #ron&$ ;e too! umbra&e #hen someone interrupted his lecturin& by pointin& out some &larin& mista!e$ ;e became red in the face and raised his "oice, often to full shoutin& ran&e$ %t #as reported that on occasion he had as!ed the ob@ector to lea"e the classroom$ 7he e pression Gproof by intimidation( #as coined after 'eller(s lectures (by Mar! >ac)$5

'eller belie"ed that the traditional emphasis placed on a"era&es meant that too little attention #as paid to random fluctuations$ Much of his study of probability theory concentrated on Mar!o" processes, named after the .ussian probabilist 2ndrei 2ndree"ich Mar!o"$ 2 Mar!o" process is a random series of actions #hose future probabilities are determined by most recent e"ents and are independent of past e"ents$ 2 Mar!o" chain is a se*uence of random "alues #hose probabilities at a time inter"al depend

upon the "alue of the number at a pre"ious time$ 2 simple e ample of a Mar!o" chain is a random #al!, #here the #al!er may not return to the location @ust "acated$ 'eller sho#ed ho# these tools could be applied in areas #here probability theory had not pre"iously been used$ ;e belie"ed that one should al#ays ha"e a concrete model to thin! about #hen dealin& #ith abstract mathematical structures$

Many concepts in probability are named for 'eller, includin&H 'eller transition functions, the 'eller test for e plosions, 'eller semi &roups, 'eller Aro#nian motions, the Iindeber&,'eller theorem, and the 'eller property$ ;e #as the first e ecuti"e editor of the leadin& mathematical abstractin& @ournal Mathematical Reviews$ %n 1970 he #as a#arded the hi&hest 2merican honor, the 8ational Medal of 4cience$ 0nfortunately, he died shortly before the a#ard ceremony so the medal #as presented to his #ido# -lara at the 6hite ;ouse on 'ebruary 16, 1970$

Quotation of the Day: 32ll possible definitions of probability fall short of the actual practice$5
6illiam 'eller