Speaker

Yuval Peres obtained his PhD in 1990 from the Hebrew University, Jerusalem. He was a postdoctoral fellow at Stanford and Yale, and was then a Professor of Mathematics and Statistics in Jerusalem and in Berkeley. Later, he was a Principal researcher at Microsoft. In 2023, he joined Beijing Institute of Mathematical Sciences and Applications. Yuval has published more than 350 papers in most areas of probability theory, including random walks, Brownian motion, percolation, and random graphs. He has co-authored books on Markov chains, probability on graphs, game theory and Brownian motion. Dr. Peres is a recipient of the Rollo Davidson prize and the Loeve prize. He has mentored 21 PhD students. Dr. Peres was an invited speaker at the 2002 International Congress of Mathematicians in Beijing, at the 2008 European congress of Math, and at the 2017 Math Congress of the Americas. In 2016, he was elected to the US National Academy of Science.

Abstract

I will describe some of the high points in the development of probability theory, starting from Borel's law of large numbers in 1909. Anecdotes about the relevant mathematicians will also be included. Probability has benefitted enormously from its interaction with harmonic analysis and statistical physics, and more recently, complex analysis, combinatorics and algorithms. It then repaid its debt to those fields. I'll present a few of the achievements of Kolmogorov, Khinchin, Polya, Wiener, Levy, Doeblin, Ito, Doob, Chung, Kakutani, Varadhan and Kesten and then survey some work of Loeve prize recipients, from the earliest (Aldous, Talagrand and Le Gall) to the most recent (Corwin and Ding). Smirnov's conformal invariance theorem, Schramm's discovery of the SLE, and Sheffield's representation of it via the Gaussian free field will also appear.