January 22, 1907|
Jaffa, Ottoman Syria
|Died||February 17, 1979
|Institutions||University of California, Berkeley
University of Lyon,
University of Paris
University of London
|Alma mater||University of Paris|
|Doctoral advisor||Paul Lévy|
|Doctoral students||Leo Breiman
|Known for||Karhunen–Loève theorem|
Michel Loève (January 22, 1907 – February 17, 1979) was a French-American probabilist and mathematical statistician, of Israeli Jewish origin. He is known in mathematical statistics and probability theory for the Karhunen–Loève theorem and Karhunen–Loève transform.
Michel Loève was born in Jaffa, Israel in 1907, during the Ottoman domination there, in a Jewish family. He passed most of his childhood years in Egypt and received his primary and secondary education there 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. One of his books, Loève (1955), is dedicated "To Line and To the students and teachers of the School in the Camp de Drancy". Having survived the Holocaust, after the liberation he became between 1944 and 1946 chief of research at the Institut Henri Poincaré at Paris University, then until 1948 worked at the University of London.
- Loève, Michel (1955). Probability Theory. Princeton, New Jersey, USA: D Van Nostrand. pp. xvi+685.
- Hoffman-Jorgensen, J. (1994). Probability with a View Towards Statistics. 2. CRC Press. p. 131.
For a long time Loeve's book served as the standard textbook on advanced probability theory