Monroe D. Donsker
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Monroe David Donsker (October 17, 1924 – June 8, 1991) was an American mathematician and a professor of mathematics at
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 ...
(NYU). His research interest was probability theory..


Education and career

Donsker was born in Burlington, Iowa. He received a Ph.D. in mathematics at the University of Minnesota in 1948 under the supervision of Robert Horton Cameron. 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 University and the University of Minnesota. His doctoral students include Glen E. Baxter. Donsker also served as chair of the J. William Fulbright Foreign Scholarship Board, Fulbright Foreign Scholarship Board, a U.S. government panel responsible for student exchange programs, after being appointed by presidents Gerald Ford, Ford and Jimmy Carter, Carter. In probability theory, Donsker is known for his proof of the Donsker’s theorem, Donsker invariance principle which shows the convergence in distribution of a rescaled random walk to the Wiener process.


Personal life

Donsker was married to Mary Davis (1923 – 2013), who was a watercolor artist with a degree in economics from University of Minnesota.


See also

* Donsker classes


References


External links

* {{DEFAULTSORT:Donsker, M. D. 1924 births 1991 deaths University of Minnesota College of Liberal Arts alumni 20th-century American mathematicians American probability theorists People from Burlington, Iowa Educators from Minnesota American mathematical statisticians Courant Institute of Mathematical Sciences faculty Cornell University faculty University of Minnesota faculty New York University faculty