Henry McKean

Henry P. McKean, Jr.[1] (born 1930 in Wenham, Massachusetts) is an American mathematician at New York University. He works in various areas of analysis. He obtained his PhD in 1955 from Princeton University under William Feller.

Henry McKean
Alma materPrinceton University
Known forMcKean–Vlasov processes
AwardsLeroy P. Steele Prize (2007)
Scientific career
ThesisSample Functions of Stable Processes (1955)
Doctoral advisorWilliam Feller
Doctoral studentsMichael Arbib
Luigi Chierchia
Harry Dym
Richard S. Ellis
Daniel Stroock
Eugene Trubowitz
Pierre van Moerbeke

He was elected to the National Academy of Sciences in 1980. In 2007 he received the Leroy P. Steele Prize for his life's work. In 1978 he was an invited speaker at the International Mathematical Congress in Helsinki (Algebraic curves of infinite genus arising in the theory of nonlinear waves). In 2012 he became a fellow of the American Mathematical Society.[2]

His doctoral students include Michael Arbib, Luigi Chierchia, Harry Dym, Daniel Stroock, Eugene Trubowitz and Pierre van Moerbeke.

Works

Articles
  • McKean, H. P. (1956). "Elementary solutions for certain parabolic partial differential equations". Trans. Amer. Math. Soc. 82 (2): 519–548. doi:10.1090/S0002-9947-1956-0087012-3. MR 0087012.
  • Blumenthal, R. M.; Getoor, R. K.; McKean Jr., H. P. (1962). "Markov processes with identical hitting distributions". Bull. Amer. Math. Soc. 68 (4): 372–374. doi:10.1090/S0002-9904-1962-10813-1. ISSN 0002-9904.
  • Levinson, N.; McKean, H. P. (1964). "Weighted trigonometrical approximation on with application to the germ field of a stationary Gaussian process". Bull. Amer. Math. Soc. 70: 128–129. doi:10.1090/S0002-9904-1964-11049-1.
  • McKean, H. P. (1969). "A simple model of the derivation of fluid mechanics from the Boltzmann equation". Bull. Amer. Math. Soc. 75: 1–10. doi:10.1090/S0002-9904-1969-12128-2. MR 0235792.
  • McKean, H. P.; Trubowitz, E. (1978). "Hill's surfaces and their theta functions". Bull. Amer. Math. Soc. 84 (6): 1042–1085. doi:10.1090/S0002-9904-1978-14542-X.
  • McKean, H. P.; Moll, V. (1985). "A threshold for a caricature of the nerve equation". Bull. Amer. Math. Soc. 12 (2): 255–260. doi:10.1090/S0273-0979-1985-15367-4. ISSN 0273-0979.

Books
  • with Kiyosi Itô: Diffusion processes and their sample paths. Springer 1965.
  • Stochastic Integrals. New York 1969.
  • with Harry Dym: Fourier series and integrals. New York 1972.[3]
  • with Harry Dym: Gaussian processes, function theory and the inverse spectral problem, Academic Press 1976[4]
  • with Victor Moll: Elliptic Curves. Cambridge 1997.
  • Probability: The Classical Limit Theorems, Cambridge University Press, 2014
gollark: So it can't directly access the peripherals unless you pass them through, it has to go through the host.
gollark: The CPU has some sort of magicaceous™ features which limit the virtualized thing's access to... memory and IO, I think?
gollark: Also, generally poor type system, *awful* error handling, resistance to abstractiona nd general design which treats the programmer as if they cannot make their own decisions.
gollark: Oh, and channels are a somewhat bad concurrency primitive.
gollark: Also how they have their own assembly language which is like AMD64 but slightly different, uses ALL CAPS to "emphasise that assembly is dangerous" or something, and uses ·s in symbol names for horrible reasons.

References
  1. "Profile at NYU". Archived from the original on 2013-12-25. Retrieved 2012-03-13.
  2. List of Fellows of the American Mathematical Society, retrieved 2013-02-04.
  3. Zalcman, Lawrence (1973). "Review of Fourier Series and Integrals by H. Dym and H. P. McKean". Bull. Amer. Math. Soc. 79: 641–645. doi:10.1090/S0002-9904-1973-13246-X.
  4. Sarason, Donald (1978). "Review of Gaussian processes, function theory, and the inverse spectral problem by H. Dym and H. P. McKean". Bull. Amer. Math. Soc. 84: 260–262. doi:10.1090/S0002-9904-1978-14467-X.


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