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
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 ...
.
[.]
Education and career
Donsker was born in
Burlington, Iowa
Burlington is a city in, and the county seat of, Des Moines County, Iowa, United States. The population was 23,982 in the 2020 United States census, 2020 census, a decline from the 26,839 population in 2000 United States Census, 2000. Burlington ...
. He received a Ph.D. in mathematics at the
University of Minnesota
The University of Minnesota Twin Cities (historically known as University of Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Twin Cities of Minneapolis and Saint ...
in 1948 under the supervision of
Robert Horton Cameron
Robert Horton Cameron (May 17, 1908 – July 17, 1989) was an American mathematician, who worked on analysis and probability theory. He is known for the Cameron–Martin theorem.
Education and career
Cameron received his Ph.D. in 1932 from Corne ...
. He became a professor at NYU's
Courant Institute of Mathematical Sciences
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 1962, about a year before his frequent co-author
S.R.S. Varadhan started working there. Before joining NYU, Donsker taught at
Cornell University
Cornell University is a Private university, private Ivy League research university based in Ithaca, New York, United States. The university was co-founded by American philanthropist Ezra Cornell and historian and educator Andrew Dickson W ...
and the
University of Minnesota
The University of Minnesota Twin Cities (historically known as University of Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Twin Cities of Minneapolis and Saint ...
. His doctoral students include
Glen E. Baxter.
Donsker also served as chair of the
Fulbright Foreign Scholarship Board, a U.S. government panel responsible for
student exchange program
A student exchange program is a program in which students from a secondary school (high school) or higher education study abroad at one of their institution's partner institutions.
A student exchange program may involve international travel, b ...
s, after being appointed by presidents
Ford
Ford commonly refers to:
* Ford Motor Company, an automobile manufacturer founded by Henry Ford
* Ford (crossing), a shallow crossing on a river
Ford may also refer to:
Ford Motor Company
* Henry Ford, founder of the Ford Motor Company
* Ford F ...
and
Carter
Carter(s), or Carter's, Tha Carter, or The Carter(s), may refer to:
Geography United States
* Carter, Arkansas, an unincorporated community
* Carter, Mississippi, an unincorporated community
* Carter, Montana, a census-designated place
* Carter ...
.
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
In mathematics, the Wiener process (or Brownian motion, due to its historical connection with Brownian motion, the physical process of the same name) is a real-valued continuous-time stochastic process discovered by Norbert Wiener. It is one o ...
.
Personal life
Donsker was married to Mary Davis (1923 – 2013), who was a watercolor artist with a degree in economics from
University of Minnesota
The University of Minnesota Twin Cities (historically known as University of Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Twin Cities of Minneapolis and Saint ...
.
See also
*
Donsker classes
A class of functions is considered a Donsker class if it satisfies Donsker's theorem, a functional generalization of the central limit theorem.
Definition
Let \mathcal be a collection of square integrable functions on a probability space (\ ...
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