Henry P. McKean
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Henry P. McKean, Jr. (December 10, 1930 – April 20, 2024) was an American mathematician at the
Courant Institute The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU). Founded in 1935, it is named after Richard Courant, one of the founders of the Courant Institute ...
in
New York University New York University (NYU) is a private university, private research university in New York City, New York, United States. Chartered in 1831 by the New York State Legislature, NYU was founded in 1832 by Albert Gallatin as a Nondenominational ...
. He worked in various areas of
analysis Analysis (: analyses) is the process of breaking a complex topic or substance into smaller parts in order to gain a better understanding of it. The technique has been applied in the study of mathematics and logic since before Aristotle (38 ...
. He obtained his
PhD A Doctor of Philosophy (PhD, DPhil; or ) is a terminal degree that usually denotes the highest level of academic achievement in a given discipline and is awarded following a course of graduate study and original research. The name of the deg ...
in 1955 from
Princeton University Princeton University is a private university, private Ivy League research university in Princeton, New Jersey, United States. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial ...
under
William Feller William "Vilim" Feller (July 7, 1906 – January 14, 1970), born Vilibald Srećko Feller, was a Croatian–American mathematician specializing in probability theory. Early life and education Feller was born in Zagreb to Ida Oemichen-Perc, a Cro ...
. McKean was elected to the
National Academy of Sciences The National Academy of Sciences (NAS) is a United States nonprofit, NGO, non-governmental organization. NAS is part of the National Academies of Sciences, Engineering, and Medicine, along with the National Academy of Engineering (NAE) and the ...
in 1980. In 2007 he was awarded the
Leroy P. Steele Prize The Leroy P. Steele Prizes are awarded every year by the American Mathematical Society, for distinguished research work and writing in the field of mathematics. Since 1993, there has been a formal division into three categories. The prizes have b ...
for his life's work. In 1978 he was an invited speaker at the
International Congress of Mathematicians The International Congress of Mathematicians (ICM) is the largest conference for the topic of mathematics. It meets once every four years, hosted by the International Mathematical Union (IMU). The Fields Medals, the IMU Abacus Medal (known before ...
in
Helsinki Helsinki () is the Capital city, capital and most populous List of cities and towns in Finland, city in Finland. It is on the shore of the Gulf of Finland and is the seat of southern Finland's Uusimaa region. About people live in the municipali ...
(''Algebraic curves of infinite genus arising in the theory of nonlinear waves''). In 2012 he became a fellow of the
American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, ...
. His doctoral students include
Michael Arbib Michael Anthony Arbib (born May 28, 1940) is an American computational neuroscientist. He is an adjunct professor of psychology at the University of California at San Diego and professor emeritus at the University of Southern California; before ...
, Luigi Chierchia,
Donald A. Dawson Donald Andrew Dawson (born June 4, 1937) is a Canadian mathematician, specializing in probability. Education and career Dawson received in 1958 his bachelor's degree and in 1959 his master's degree from McGill University and in 1963 his PhD from ...
,
Harry Dym Harry Dym (; January 26, 1938 – July 18, 2024) was an Israeli-born American mathematician at the Weizmann Institute of Science, Israel. Dym's research interests included operator theory, interpolation theory, and inverse problems. Dym earned hi ...
, Daniel Stroock,
Eugene Trubowitz Eugene Trubowitz is an American mathematician who studies analysis and mathematical physics. He is a Global Professor of Mathematics at New York University Abu Dhabi. Life and work Trubowitz, who was born in 1951, received his doctorate in 197 ...
,
Victor Moll Victor Hugo Moll (born 1956) is a Chilean American mathematician specializing in Analysis. Moll studied at the Universidad Santa María (Venezuela), Universidad Santa Maria and at the New York University with a master's degree in 1982 and a doct ...
and Pierre van Moerbeke and Uri Keich. McKean died on April 20, 2024, at the age of 93.


Works


Selected articles

* * * * * * *


Books

*with
Kiyosi Itô was a Japanese people, Japanese mathematician who made fundamental contributions to probability theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and i ...
: ''Diffusion processes and their sample paths.'' Springer 1965. *''Stochastic Integrals.'' New York 1969. *with Harry Dym: ''Fourier series and integrals.'' New York 1972. *with Harry Dym: ''Gaussian processes, function theory and the inverse spectral problem'', Academic Press 1976 *with
Victor Moll Victor Hugo Moll (born 1956) is a Chilean American mathematician specializing in Analysis. Moll studied at the Universidad Santa María (Venezuela), Universidad Santa Maria and at the New York University with a master's degree in 1982 and a doct ...
: ''Elliptic Curves.'' Cambridge 1997. *Probability: The Classical Limit Theorems, Cambridge University Press, 2014


See also

* McKean's theorem *
McKean–Vlasov process In probability theory, a McKean–Vlasov process is a stochastic process described by a stochastic differential equation where the coefficients of the diffusion depend on the distribution of the solution itself. The equations are a model for Vlasov ...


References


External links

* 1930 births 2024 deaths Princeton University alumni Courant Institute of Mathematical Sciences faculty Members of the United States National Academy of Sciences Fellows of the American Mathematical Society 20th-century American mathematicians 21st-century American mathematicians American probability theorists {{US-mathematician-stub