How Paul Lévy saw Jean Ville and Martingales

Laurent Mazliak (1, 2)

1 IMJ - Institut de Mathématiques de Jussieu
2 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

In the present paper, we consider how Paul Lévy used martingale-type conditions for his studies on sums of dependent random variables during the 1930s. In a second part, we study Lévy's troubled relationship with Jean-André Ville and his disdain for Ville's mathematical work.

Mots clés: History of probability theory; martingales; dependent random variables

Domaines: Histoire et perspectives sur les mathématiques [math.HO]; Probabilités [math.PR]

Laurent Mazliak. How Paul Lévy saw Jean Ville and Martingales. Electronic Journ@l for History of Probability and Statistics - Journal Electronique d'Histoire des Probabilités et de la Statistique, 2009, 5 (1), pp.1-24. ⟨hal-00434317⟩