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William Feller was educated by private tutors and had no secondary schooling. He entered the University of Zagreb and was awarded his first degree in 1925. His Ph.D. was awarded by the University of Göttingen in 1926. Another two years were spent at Göttingen before he accepted an appointment from the University of Kiel where he worked until 1933.
Because of his Jewish background, Hitler's policies forced Feller out of Germany in 1933. He went to Copenhagen until 1934, then he moved to the University of Stockholm where he joined the probability group. Feller went to the USA in 1939 and became professor of mathematics at Brown University.
The Nazis had taken over the German mathematical reviewing journal and there was a need for another such journal to be set up out of their control. Feller became the first executive editor of Mathematical Reviews which was set up at this time.
In 1945 Feller accepted a professorship at Cornell university. He was to work there for five years until he was appointed Eugene Professor of Mathematics at Princeton in 1950.
Feller worked on mathematical probability using Kolmogorov's measure theoretic formulation. His approach was pure mathematical but he did study applications of probability, particularly to genetics.
He transformed the relation between Markov processes and partial differential equations. Later he put his results in a functional analysis framework. Feller made notable contributions to the mathematical theory of Brownian motion and diffusion processes during the years 1930-1960.
Feller's most important work was Introduction to Probability Theory and its Applications (1950-61), a two volume work which he frequently revised and improved with new approaches, new examples and new applications.
J L Doob wrote the following tribute to Feller:-
Those who knew him personally remember Feller best for his gusto, the pleasure with which he met life, and the excitement with which he drew on his endless fund of anecdotes about life and its absurdities, particularly the absurdities involving mathematics and mathematicians. To listen to him lecture was a unique experience, for no one else could lecture with such intense excitement.Feller received many honours. He was president of the Institute of Mathematical statistics and he was a member of the Royal Statistical Society in the UK. He was awarded the 1969 National Medal for Science but died before the presentation. his wife received the medal on his behalf.
References (5 books/articles)
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Some information about Feller's Coin Tossing Constants
Feller's Coin Tossing Constants
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