Selected Papers I

This extensive selection of William Feller’s scientific papers shows the breadth of his oeuvre as well as the historical development of his scientific interests. Six seminal papers – originally written in German – on the central limit theorem, the law of large numbers, the foundations of probability theory, stochastic processes and mathematical biology are now, for the first time, available in English. The material is accompanied by detailed scholarly comments on Feller’s work and its impact, a complete bibliography, a list of his PhD students as well as a biographic sketch of his life with a sample of pictures from Feller’s family album.

William Feller was one of the leading mathematicians in the development of probability theory in the 20th century. His work continues to be highly influential, in particular in the theory of stochastic processes, limit theorems and applications of mathematics to biology. These volumes will be of value to all those interested in probability theory, analysis, mathematical biology and the history of mathematics.

William Feller was one of the most distinguished figures in probability theory of the 20th century. His work contains seminal contributions to the areas of Stochastic Processes (in particular: “Feller” processes, boundary theory, analytic treatment of stochastic processes), Limit theorems for random variables (Central Limit Theorem, Fluctuation Theory) and Applications of Stochastic Processes to Mathematical Biology. Feller was a prolific writer and even his “minor” contributions are still quoted nowadays, e.g. Contributions to measure theory (differentiation of measures), Contributions to geometry (Feller-Alexandrov-Busemann curvature). Among his almost twenty doctoral students one finds some of the most distinguished mathematicians, including Patrick Billingsley, Henry McKean, Hale Trotter, Frank Knight, David Freedman, Martin Silverstein, Lawrence Shepp.