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Paul Pierre LÚvy
Paul Pierre LÚvy (September 15, 1886 - December 15, 1971) was a French mathematician who was active especially in probability theory, introduced martingales and LÚvy flights. LÚvy processes, LÚvy measures , LÚvy's constant, the LÚvy distribution and the fractal LÚvy C curve.
LÚvy was born in Paris, the son of Lucien LÚvy, an Examiner at the ╔cole Polytechnique . LÚvy also attended the ╔cole Polytechnique and published his first paper in 1905 at the age of 19, while still an undergraduate. After graduation he spent a year in military service and then studied for three years at the ╔cole des Mines, where he became a professor in 1913.
During World War I LÚvy did mathematical analysis work for the French artillery. In 1920 he was appointed Professor of Analysis at the ╔cole Polytechnique, where his students included Benoţt Mandelbrot. He remained at the ╔cole Polytechnique until his retirement in 1959.
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