Wolfgang Doeblin. A mathematician rediscovered (Q885663)
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scientific article; zbMATH DE number 5164449
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| English | Wolfgang Doeblin. A mathematician rediscovered |
scientific article; zbMATH DE number 5164449 |
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Wolfgang Doeblin. A mathematician rediscovered (English)
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14 June 2007
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Wolfgang Doeblin (1915--1940) was one of the great probabilists of the 20th century. From 1936 to 1940 he published more than 30 articles on Markov chains and processes, and the theory of sums of independent random variables (all articles are reviewed in Zentralblatt-MATH, resp. in the Jahrbuch Database). It caused a sensation when an additional outstanding work of \textit{W. Doeblin} was found in the year 2000 at the Academy of Sciences in Paris [C. R. Acad. Sci., Paris, Sér. I, Math. 331, Spec. Iss., ii, 1033--1187 (2000; Zbl 0973.00016)]. In this manuscript, an exercise-book in a sealed letter with the title ``On Kolmogorov's equation'' Wolfgang Doeblin developed a formula comparable with Kiyoshi Itô's famous formula derived later in the 1950s. Wolfgang Doeblin was the second of four sons of Erna and Alfred Döblin, the famous writer of ``Berlin Alexanderplatz''. Because the family was Jewish and Alfred Döblin well known for his opposition to the Nazis they left Berlin in 1933 and took refuge in Paris. They became French citizens, and Wolfgang Döblin changed his name first to ``Wolfgang Doeblin'', then to ``Vincent Dœblin'' or ``Vincent Doblin''. At the age of 18, W. Doeblin took up his studies in mathematics at the Institut Henri Poincaré in Paris. Being now a French citizen he had to serve in the army in 1938. After the beginning of World War II his battalion 1940 was surrounded by the ``Wehrmacht'' in the Vosges. When the German soldiers arrived at the little village of Housseras, W. Doeblin committed suicide in the barn of a farm. Some weeks before this happened, he had sent a sealed letter to the Academy of Sciences in Paris, mentioning it only incidentally in a letter to M. Fréchet. The first part of the Video DVD documents the fascinating search for information about the character and life of Wolfgang Doeblin. Claude (Klaus) und Stephan Doblin remember their brother and their life in France in the 1930s. Contemporary witnesses report on the soldier Vincent Doblin. Bernard Bru tells of the long tradition of the ``pli cacheté'' (sealed letter) at the Academy of Sciences in Paris, his discovery in the letter from W. Doeblin to M. Fréchet, and his applications for a permit to open this ``pli cacheté''. The documentary is excellent, informative and intriguing. W. Doeblin's life story is deeply moving, demonstrating anew the crimes of the Nazi regime. The second part of the Video DVD is less excellent. The probabilist Marc Yor who deciphered the manuscript ``On Kolmogorov's equation'' together with Bernard Bru, explains the content. However even for a mathematician it is difficult to follow all details immediately, especially because in many cases the camera does not show the formulas that Marc Yor is just writing on the blackboard and explaining.
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Documentary
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Kolmogorov's equation
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Markov chains
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Markov processes
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coupling method
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Doeblin conditions
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0.9644089
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0.85258585
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0.84212875
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0.8147168
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0.80816966
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