Jacques Jean-Pierre Neveu (14 November 193217 May 2016
) was a Belgian (and then French)
mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...
, specializing in
probability theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expre ...
. He is one of the founders of the French school (post WW II) of probability and statistics.
[
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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''.Collège de France
The (), formerly known as the or as the ''Collège impérial'' founded in 1530 by François I, is a higher education and research establishment () in France. It is located in Paris near La Sorbonne. The has been considered to be France's most ...
. He taught at the Sorbonne and, after the reorganization of the University of Paris, at the University of Paris VI
Pierre and Marie Curie University ( , UPMC), also known as Paris VI, was a public research university in Paris, France, from 1971 to 2017. The university was located on the Jussieu Campus in the Latin Quarter of the 5th arrondissement of Paris, ...
at the Laboratory for Probability of the . He was a professor at the École Polytechnique
(, ; also known as Polytechnique or l'X ) is a ''grande école'' located in Palaiseau, France. It specializes in science and engineering and is a founding member of the Polytechnic Institute of Paris.
The school was founded in 1794 by mat ...
. 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
Clermont Auvergne University () is a public research university with its main campus in Clermont-Ferrand, France. It was created with the merger of Blaise Pascal University and the University of Auvergne on 1 January 2017.
Clermont Auvergne Un ...
). He was a visiting professor in Brussels, São Paulo
São Paulo (; ; Portuguese for 'Paul the Apostle, Saint Paul') is the capital of the São Paulo (state), state of São Paulo, as well as the List of cities in Brazil by population, most populous city in Brazil, the List of largest cities in the ...
, and Leuven
Leuven (, , ), also called Louvain (, , ), is the capital and largest City status in Belgium, city of the Provinces of Belgium, province of Flemish Brabant in the Flemish Region of Belgium. It is located about east of Brussels. The municipalit ...
.
From 1969 to 1987, Neveu was the thesis advisor for 19 doctoral students.Société mathématique de France
Groupe Lactalis S.A. (doing business as Lactalis) is a French multinational dairy products corporation, owned by the Besnier family and based in Laval, Mayenne, France. The company's former name was Besnier S.A.
Lactalis is the largest dairy pr ...
. In 1991, he founded the group Modélisation Aléatoire et Statistique (MAS) of the Société de Mathématiques Appliquées et Industrielles (SMAI).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, ...
.
Research
Neveu is one of the founders of the modern theory of probability. His research deals with Markov process
In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, ...
es, Markov chain
In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally ...
s, Gaussian process
In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that every finite collection of those random variables has a multivariate normal distribution. The di ...
es, martingales, ergodic theory
Ergodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behav ...
, random tree
In common usage, randomness is the apparent or actual lack of definite pattern or predictability in information. A random sequence of events, symbols or steps often has no :wikt:order, order and does not follow an intelligible pattern or com ...
s (especially Galton-Watson processes and Galton-Watson trees), and Dirac measure
In mathematics, a Dirac measure assigns a size to a set based solely on whether it contains a fixed element ''x'' or not. It is one way of formalizing the idea of the Dirac delta function, an important tool in physics and other technical fields.
...
s, 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; within the mathematical formalism of Galton-Watson trees, the ' is named in his honor.
Commemoration
Several mathematicians have paid tribute to Neveu for his influence on the modern theory of probability.
He was outstanding in teaching as well as research. In honor of Neveu, 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.
Prix Jacques Neveu
The laureates are:[
*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-Hamou;
*2017: Aran Raoufi;
*2018: Elsa Cazelles.
]
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.
*"Temps d'arrêt d'un système dynamique." Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol. 13, no. 2, 1969, pp. 81–94.
"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.
''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.
*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.
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
References
{{DEFAULTSORT:Neveu, Jacques
Belgian mathematicians
French mathematicians
Probability theorists
University of Paris alumni
Academic staff of the University of Paris
Fellows of the American Mathematical Society
1932 births
2016 deaths
Mathematical statisticians
Academic staff of École Polytechnique