Xavier Fernique (3 May 1934 – 15 March 2020) was a

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 ...

, noted mostly for his contributions to the theory of

stochastic processes In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Stoc ...

. Fernique's theorem, a result on the integrability of

Gaussian measure In mathematics, Gaussian measure is a Borel measure on finite-dimensional Euclidean space \mathbb^n, closely related to the normal distribution in statistics. There is also a generalization to infinite-dimensional spaces. Gaussian measures are na ...

s, is named after him.

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Photograph
courtesy of the

Mathematical Research Institute of Oberwolfach The Oberwolfach Research Institute for Mathematics () is a center for mathematical research in Oberwolfach, Germany. It was founded by mathematician Wilhelm Süss in 1944. It organizes weekly workshops on diverse topics where mathematicians and ...

20th-century French mathematicians French statisticians {{Statistician-stub