Joseph L. Doob

Joseph L. Doob

American mathematician (1910–2004)

Died aged 94PiscesUnited States

Biography

Joseph Leo Doob (February 27, 1910 – June 7, 2004) was an American mathematician and one of the principal architects of modern measure-theoretic probability. Building on Kolmogorov's axiomatization of probability, he established a rigorous framework for continuous-parameter stochastic processes, developed martingale theory into a central method of probability, and pioneered probabilistic potential theory. His 1953 monograph Stochastic Processes became a foundational work in the development of modern probability theory.

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Career highlights

Career & roles

  • chairperson

Employers / organisations

  • University of Illinois Urbana-Champaign
  • Columbia University

Notable works

  • Doob decomposition theorem
  • optional stopping theorem
  • Doob–Meyer decomposition theorem
  • Doob's martingale convergence theorems
  • Doob–Dynkin lemma
  • Doob martingale
  • Doob's martingale inequality

Family

Spouse(s)
Elsie Field

Awards & honours (3)

  • National Medal of Science
  • Leroy P. Steele Prize
  • Fellow of the Institute of Mathematical Statistics

Quick answers about Joseph L. Doob

How old was Joseph L. Doob?
Joseph L. Doob died on June 7, 2004 at the age of 94.
When is Joseph L. Doob's birthday?
Joseph L. Doob was born on February 27, 1910.
Where was Joseph L. Doob born?
Joseph L. Doob was born in Cincinnati.
What is Joseph L. Doob's zodiac sign?
Joseph L. Doob's zodiac sign is Pisces.
What is Joseph L. Doob's nationality?
Joseph L. Doob is a citizen of United States.
What does Joseph L. Doob do?
Joseph L. Doob is known as mathematician, university teacher, statistician.
Who has Joseph L. Doob been married to?
According to Wikidata, Joseph L. Doob's spouse is or was Elsie Field.

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