Taleb's list of resources on "Probability"

  • Included Creators
  • Joseph Leo "Joe" Doob (February 27, 1910 – June 7, 2004) was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.
  • Boris Vladimirovich Gnedenko (Russian: Бори́с Влади́мирович Гнеде́нко; January 1, 1912 – December 27, 1995) was a Soviet mathematician and a student of Andrey Nikolaevich Kolmogorov. He was born in Simbirsk (now Ulyanovsk), Russia, and died in Moscow. He is perhaps best known for his work with Kolmogorov, and his contributions to the study of probability theory, particularly extreme value theory, with such results as the Fisher–Tippett–Gnedenko theorem. Gnedenko was appointed as Head of the Physics, Mathematics and Chemistry Section of the Ukrainian Academy of Sciences in 1949, and also became Director of the Kiev Institute of Mathematics in the same year. Gnedenko was a leading member of the Russian school of probability theory and statistics. He also worked on applications of statistics to reliability and quality control in manufacturing. He wrote a history of mathematics in Russia (published 1946) and with O. B. Sheynin the section on the history of probability theory in the history of mathematics by Andrei Kolmogorov and Adolph P. Yushkevich (published 1992). In 1958 he was a plenary speaker at the International Congress of Mathematicians in Edinburgh with a talk entitled "Limit theorems of probability theory".
  • Andrey Nikolaevich Kolmogorov (Russian: Андре́й Никола́евич Колмого́ров, IPA: [ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf] (listen), 25 April 1903 – 20 October 1987) was a Soviet mathematician who made significant contributions to the mathematics of probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity.
  • Steven Eugene Shreve is a mathematician and currently the Orion Hoch Professor of Mathematical Sciences at Carnegie Mellon University and the author of several major books on the mathematics of financial derivatives. His first degree, awarded in 1972 was in German from West Virginia University. He then studied mathematics at Georg-August-Universität Göttingen. He then took a Masters in Electrical Engineering at the University of Illinois, where he completed a PhD in mathematics in 1977.His textbook Stochastic Calculus for Finance is used by numerous graduate programs in quantitative finance. The book was voted "Best New Book in Quantitative Finance" in 2004 by members of Wilmott website, and has been highly praised by scholars in the field. Shreve is a Fellow of the Institute of Mathematical Statistics.Since 2006, he has held the Orion Hoch Chair Of Mathematical Sciences at CMU.
  • Michel Loève (January 22, 1907 – February 17, 1979) was a French-American probabilist and mathematical statistician, of Jewish origin. He is known in mathematical statistics and probability theory for the Karhunen–Loève theorem and Karhunen–Loève transform. Michel Loève was born in Jaffa (then part of the Ottoman Empire) in 1907, to a Jewish family. He passed most of his childhood years in Egypt and received his primary and secondary education there in French schools. Later, after achieving the grades of B.L. in 1931 and A.B. in 1936, he studied mathematics at the Université de Paris under Paul Lévy, and received his Doctorat ès Sciences (Mathématiques) in 1941. In 1936 was employed as actuaire of the University of Lyon. Because of his Jewish origin, he was arrested during the German occupation of France and sent to Drancy internment camp. One of his books is dedicated "To Line and To the students and teachers of the School in the Camp de Drancy". Having survived the Holocaust, after the liberation he became between 1944 and 1946 chief of research at the Institut Henri Poincaré at Paris University, then until 1948 worked at the University of London. After one term as a visiting professor at Columbia University he accepted the position of professor of Mathematics at Berkeley, in 1955 adding the title professor of Statistics. He is the author of one of the earliest books on measure-theoretic probability theory and one of the best known textbooks. He is memorialized via the Loève Prize created by his widow Line.
  • PHD, is Professor in the departments of electrical engineering and statistics, Stanford University. A recipient of the 1991 IEEE Claude E. Shannon Award, Dr. Cover is a past president of the IEEE Information Theory Society, a Fellow of the IEEE and the Institute of Mathematical Statistics, and a member of the National Academy of Engineering and the American Academy of Arts and Science. He has authored more than 100 technical papers and is coeditor of Open Problems in Communication and Computation.
  • PHD, is the Chief Scientist at Stratify, Inc., a Silicon Valley start-up specializing in organizing unstructured information. After receiving his PhD at Stanford, Dr. Thomas spent more than nine years at the IBM T. J. Watson Research Center in Yorktown Heights, New York. Dr. Thomas is a recipient of the IEEE Charles LeGeyt Fortescue Fellowship.