William Feller

William Feller was a Croatian-American mathematician regarded as one of the foremost probabilists of the twentieth century, holding positions at the University of Kiel, Stockholm University, Brown University, Cornell University and finally Princeton University, where he was Eugene Higgins Professor of Mathematics from 1950 until his death in 1970. Feller was instrumental in establishing probability theory as a rigorous branch of mathematical analysis rather than a loosely formalized collection of techniques, and his two-volume textbook An Introduction to Probability Theory and Its Applications, published in 1950 and 1966, became one of the most widely used and influential probability texts ever written, prized for combining mathematical rigor with vivid intuition and examples. Multiple concepts in the mathematical theory of stochastic processes bear his name, including Feller processes, a broad and important class of continuous-time Markov processes, and the Lindeberg-Feller theorem, a generalization of the central limit theorem to sums of independent but not identically distributed random variables. Feller fled Nazi Germany in 1933 and became a United States citizen in 1944, and he received the National Medal of Science in 1969 and was elected to the National Academy of Sciences.