Doob - Leonard William Doob

Japanese: ドゥーブ - どぅーぶ（英語表記）Leonard William Doob

1910‐2004
American mathematician. Born in Cincinnati. Studied at Harvard University, where he received his doctorate. A member of the University of Illinois at Illinois from 1935, he became a professor in 1945. He conducted systematic research into the fundamentals of stochastic processes, particularly the theory of separable deformations and martingales, and the results of his research were collected in his book Stochastic Processes, published in 1953. Martingales are important stochastic processes that can be considered a model for fair gambling, and their research was started by P. Levi and others. Doob also introduced the concept of submartingales, creating a beautiful theory that could be described as a probabilistic version of the theory of (sub)harmonic functions in analysis.

Source: Heibonsha World Encyclopedia, 2nd Edition Information

Japanese:

1910‐2004
アメリカの数学者。シンシナティに生まれる。ハーバード大学に学び，ここで学位を得た。1935年以来イリノイ大学に所属し，45年教授となる。確率過程論の基礎に関する系統的研究を行い，とくに可分変形の理論とマルチンゲールの理論は著しく，その成果は53年刊行の著書《確率過程》に収められている。マルチンゲールは公平なかけ事のモデルと考えられる重要な確率過程であり，P.レビらが研究を始めたが，ドゥーブはそれとともに劣マルチンゲールという概念も導入し，解析学における(劣)調和関数論の確率論版ともいうべき美しい理論を作った。

出典　株式会社平凡社世界大百科事典第２版について　情報

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