Paul-André Meyer

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Paul-André Meyer (21 August 1934 - 30 January 2003) was a French mathematician

He is best known for his continuous-time analog of Doob's decomposition of a submartingale, known as the Doob-Meyer decomposition.

Some of his main areas of research in probability theory was General theory of stochastic processes, Markov processes, Stochastic integration, Stochastic differential geometry and Quantum probability.

Persi Diaconis of Stanford University wrote about Meyer that

I only met Paul-Andre Meyer once (at Luminy in 1995). He kindly stayed around after my talk and we spoke for about an hour. I was studying rates of convergence of finite state space Markov chains. He made it clear that, for him, finite state space Markov chains is a trivial subject. Hurt but undaunted, I explained some of our results and methods. He thought about it and said, “I see, yes, those are very hard problems”.
The analytic parts of Dirichlet space theory have played an enormous role in my recent work. I am sure that there is much to learn from the abstract theory as well. In the present paper I treat rates of convergence for a simple Markov chain. I am sorry not to have another hour with Paul-Andre Meyer. Perhaps he would say “This piece of our story might help you”. Perhaps one of his students or colleagues can help fill the void.

[edit] References

Diaconis, P: Analysis of a Bose-Einstein Markov Chain, Stanford University (2004)

[edit] External links

[edit] Some articles written by PA Meyer

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