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Eugene Borisovich Dynkin

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11 May 1924

Presentation Wikipedia
Evgenii Dynkin was born into a family of Jewish origins at a time when Russia was suffering extreme unrest and repression. He lived with his family in Leningrad until 1935 when they were exiled to Kasakhstan and his father was designated one of the 'people's enemies'. Although he was totally innocent, his father disappeared in the Gulag two years later and became one of the millions to perish under Stalin.

Things looked particularly bleak for Dynkin at this stage. Being of Jewish origin and the son of a 'people's enemy' should have prevented Dynkin from succeeding in the system. Yet, as Dynkin recalls in :

It was almost a miracle that I was admitted (at the age of sixteen) to Moscow University. Every step in my professional career was difficult because the fate of my father, in combination with my Jewish origin, made me permanently undesirable for the party authorities at the university. Only special efforts by A N Kolmogorov , who put, more than once, his influence at stake, made it possible for me to progress through the graduate school to a teaching position at Moscow University.

Admitted to Moscow University in 1940, he was saved from military service through poor eyesight and he was able to continue his studies throughout World War II, graduating with an M.S. from the Mechanics and Mathematics Faculty in 1945.

His work at this time was partly in algebra and partly in probability . He attended the seminars of Gelfand on Lie groups and of Kolmogorov on Markov chains. At this time he discovered the 'Dynkin diagram' approach to the classification of the semisimple Lie algebras . This work came out of Dynkin trying to understand the papers by Weyl and by van der Waerden on semisimple Lie groups. Dynkin was not the only person to introduce graph of this type. Coxeter had independently introduced them in his work on crystallographic groups .

After graduating, Dynkin remained at Moscow University where he became a research student of Kolmogorov . For ten years he worked both on the theory of Lie algebras and on probability theory although his main work during this period was in algebra. In 1945 he solved a problem on Markov chains suggested by Kolmogorov and his first publication in probability resulted.

In 1948 Dynkin was awarded his Ph.D. and he became an assistant professor of Kolmogorov 's who held the Probability Chair. Dynkin became Doctor of Physics and Mathematics in 1951 and Kolmogorov pressed for Dynkin to be awarded a chair. However there was no way that the Communist Party leaders of Moscow University would allow a person of Dynkin's background to hold a chair at this time.

In 1953 Stalin died and the situation in Russia eased. The following year, with Kolmogorov 's strong support, Dynkin was appointed to a chair at the University of Moscow and he held this chair until 1968. From the time he was appointed to the chair, Dynkin's work became more and more devoted to probability theory. His work from this period is contained in two major books Foundations of the Theory of Markov Processes (1959) and Markov Processes (1963) which have become classics of probability theory. This work on Markov processes is described in and is introduced as follows:

Following Kolmogorov , Feller , Doob , and Ito , Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to various initial times and states and he defined time homogeneous processes in terms of the shift operators ... .

Dynkin's work at Moscow University ended in 1968 as described in :

In 1968 Dynkin's work at Moscow University was compulsorily interrupted and from 1968 to 1976 he was a senior scientific worker at the Central Economics and Mathematics Institute at the USSR Academy of Sciences . During his short spell of work there he organized a group of young workers together with whom he obtained important results in the theory of economic growth and economic equilibrium that culminated in the first Soviet report on this topic at the International Mathematics Congress in Vancouver (to which, incidentally, in the usual way, he was not allowed to go).

In 1976 Dynkin emigrated to the United States but, as explained in , this was a brave move:

At the end of 1976, Dynkin left the USSR. The decision to leave was very hard: pupils, friends, and youth were left behind. To apply for emigration was a great risk, especially for an outstanding scientist: many such applicants have been denied exit visas, they have lost their jobs and lived for years as outcasts of Soviet society. Dynkin took the risk because life in the USSR had became more and more unbearable, and the Dynkins' only daughter had already left for Israel.

In 1977 Dynkin was appointed to Cornell University in Ithaca, New York. His work there gained a new lease of life as described in :

Around 1980 Dynkin interpreted and vastly generalized an identity which had first come up in the context of quantum field theory. In his hands it became a remarkable relation between occupation times of a Markov process and a related Gaussian random field. This identity has led to many deep studies, by Dynkin himself as well as a host of others ... In the last few years Dynkin has obtained exciting results in the theory of "superprocesses" ... a class of measure-valued Markov processes [which] can be used to give probabilistic solutions to certain nonlinear PDE's in a way which is analogous to the classical solution of the Dirichlet problem by means of Brownian motion.

Source:School of Mathematics and Statistics University of St Andrews, Scotland