| Michel Loève | |
|---|---|
| Born | January 22, 1907 Jaffa, Palestine, Ottoman Syria |
| Died | February 17, 1979 (aged 72) Berkeley, California |
| Nationality | French American |
| Fields | Mathematics |
| Institutions | University of California, Berkeley |
| Alma mater | École Polytechnique |
| Doctoral advisor | Paul Pierre Lévy |
| Doctoral students | Julius Blum Leo Breiman Robert Cogburn Stanley Nash Emanuel Parzen |
| Known for | Karhunen–Loève theorem |
Michel Loève (January 22, 1907 – February 17, 1979) was a French American probabilist and a mathematical statistician, of Palestinian Jewish origin. His name is known to probabilists and statisticians because of the Karhunen–Loève theorem and Karhunen–Loève transform.
Michel Loève was born in Jaffa, Palestine in 1907, during the Ottoman domination there, in a Jewish family. Passed most of the childhood's years in Egypt and received there his primary and secondary education 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 Docteur 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. Having survived the Holocaust, after the liberation became between 1944–1946 chief of researches 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 best known textbooks on measure-theoretic probability theory. He is memorialized via the Loève Prize created by his widow Line.
