Introduction to Probability

CHAPTER 7GENERATING FUNCTIONS

William Feller (Zagreb 1906 – New York, 1970)

William Feller was born, as Vilibald Srećko Feller, on 7 July 1906, in Zagreb, Croatia (at that time, an autonomous region in the Austro‐Hungarian Monarchy) and died on 14 January 1970, in New York, at the age of 63. He studied at University of Zagreb and then at University of Göttingen, and did his doctoral thesis under the supervision of Richard Courant. He started his career at the University of Kiel in 1928, then moved to Scandinavia in 1933 and lectured there at the Universities of Copenhagen, Stockholm and the University of Lund, before moving to the United States in 1939. After teaching at Brown University and Cornell University, he moved to Princeton University in 1950. He published extensively on different topics including functional analysis, differential equations, geometry, probability, and mathematical statistics. He is considered as one of the greatest probabilists of the twentieth century, and his two‐volume textbook on probability theory entitled An Introduction to Probability Theory and Its Applications is one of the most successful and influential treatises ever written on probability theory. There are many probabilistic topics that bear his name such as Feller Processes, Lindeberg–Feller theorem, Feller operators, and Feller–Brown movement. He was awarded the National Medal of Science ...