Probability theory

23 lives in this collection worked in probability theory, from 1501 to today. Each has a full course on their life and the mathematics and physics they made.

Often together with: mathematical physics, number theory, potential theory, analysis, calculus, celestial mechanics, differential equations, algebra, combinatorics, dynamical systems. All fields

  • Gerolamo Cardano1501–1576

    Renaissance physician and polymath whose Ars Magna published the solutions of the cubic and quartic and the first computations with square roots of negative numbers, and who wrote the first book on the mathematics of chance.

    algebra, probability theory, medicine

  • Pierre de Fermat1607–1665

    Toulouse magistrate whose letters founded modern number theory, co-founded analytic geometry and probability, anticipated differential calculus and introduced the principle of least time.

    number theory, analytic geometry, calculus

  • Blaise Pascal1623–1662

    Mathematician, physicist and writer who proved the hexagram theorem, built the Pascaline, established atmospheric pressure, co-founded probability theory with Fermat, and wrote the Provincial Letters and Pensées.

    projective geometry, probability theory, combinatorics

  • Christiaan Huygens1629–1695

    Dutch mathematician and physicist who invented the pendulum clock, discovered Titan and the ring of Saturn, founded probability theory in print and proposed the wave theory of light.

    mechanics, optics, astronomy

  • Jacob Bernoulli1655–1705

    Basel mathematician who helped develop Leibniz's calculus, introduced the Bernoulli numbers and proved the first law of large numbers in Ars Conjectandi.

    probability theory, calculus, infinite series

  • Abraham de Moivre1667–1754

    Huguenot exile in London who found the normal approximation to the binomial distribution, the formula (cos x + i sin x)^n = cos nx + i sin nx, and the first practical mathematics of life annuities.

    probability theory, analysis, actuarial science

  • Daniel Bernoulli1700–1782

    Basel physician and mathematical physicist who wrote Hydrodynamica, founded the kinetic theory of gases, introduced expected utility and built the first epidemic model.

    fluid mechanics, kinetic theory, vibrations and acoustics

  • Thomas Bayes1701–1761

    Presbyterian minister whose posthumous essay of 1763 gave the first solution of the problem of inverse probability, the origin of Bayesian inference.

    probability theory, statistics, calculus

  • Pierre-Simon Laplace1749–1827

    Author of the Mécanique céleste, who established the stability of the solar system to first order, founded potential theory and made probability a science of inference.

    celestial mechanics, potential theory, probability theory

  • Siméon Denis Poisson1781–1840

    Leading French mathematical physicist after Laplace, known for Poisson's equation, the Poisson bracket, the Poisson kernel and summation formula, and the Poisson distribution.

    mathematical physics, celestial mechanics, potential theory

  • Augustus De Morgan1806–1871

    Mathematician and logician who formulated De Morgan's laws, named mathematical induction, founded the logic of relations and was first president of the London Mathematical Society.

    logic, algebra, analysis

  • George Boole1815–1864

    Self-taught English mathematician who created the algebra of logic now called Boolean algebra and pioneered operator methods in analysis.

    mathematical logic, algebra of logic, probability theory

  • Pafnuty Chebyshev1821–1894

    Founder of the St Petersburg school who proved Bertrand's postulate, created minimax approximation and Chebyshev polynomials, and gave the general law of large numbers.

    number theory, approximation theory, probability theory

  • Andrey Markov1856–1922

    St Petersburg mathematician who created the theory of Markov chains and contributed to number theory, the moment problem, polynomial inequalities and the limit theorems of probability.

    probability theory, number theory, approximation theory

  • Aleksandr Lyapunov1857–1918

    Founder of the modern theory of stability of motion, author of Lyapunov functions and exponents, and prover of the central limit theorem by characteristic functions.

    stability theory, differential equations, probability theory

  • Émile Borel1871–1956

    French analyst who created the first theory of measure, founded denumerable probability and the theory of games of strategy, and served as Minister of Marine.

    measure theory, complex analysis, divergent series

  • Maurice Fréchet1878–1973

    French mathematician who introduced metric spaces and abstract compactness and made lasting contributions to functional analysis, topology and probability.

    functional analysis, general topology, probability theory

  • Paul Lévy1886–1971

    Founder of modern probability theory, known for stable laws, Lévy processes, martingale limit theorems and the fine structure of Brownian motion.

    probability theory, stochastic processes, functional analysis

  • Norbert Wiener1894–1964

    American mathematician who constructed Brownian motion rigorously, created generalized harmonic analysis and the general Tauberian theorem, developed optimal filtering and founded cybernetics.

    harmonic analysis, probability theory, potential theory

  • Andrey Kolmogorov1903–1987

    Founder of axiomatic probability theory whose work also shaped turbulence, Hamiltonian dynamics, ergodic theory and algorithmic complexity.

    probability theory, real analysis, turbulence

  • Stanislaw Ulam1909–1984

    Polish-American mathematician of the Lwów school who introduced measurable cardinals, conjectured the Borsuk–Ulam theorem, invented the Monte Carlo method, co-designed the hydrogen bomb and ran the Fermi–Pasta–Ulam–Tsingou experiment.

    set theory, measure theory, topology

  • Paul Erdős1913–1996

    Itinerant Hungarian mathematician, author of some 1,500 papers with over 500 co-authors, who founded the probabilistic method and the theory of random graphs.

    number theory, combinatorics, graph theory

  • Yakov Sinai1935–

    Founder of the modern theory of chaotic dynamical systems through Kolmogorov–Sinai entropy, dispersing billiards, Markov partitions and SRB measures, and a leader of rigorous statistical physics.

    ergodic theory, dynamical systems, mathematical physics