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G. H. HARDY AND PROBABILITY???

Published online by Cambridge University Press:  24 March 2003

PERSI DIACONIS
PERSI DIACONIS
Affiliation:
Departments of Mathematics and Statistics, Stanford University, Stanford, CA 94305, USA
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Abstract

Despite a true antipathy to the subject, Hardy contributed deeply to modern probability. His work with Ramanujan begat probabilistic number theory. His work on Tauberian theorems and divergent series has probabilistic proofs and interpretations. Finally, Hardy spaces are a central ingredient in stochastic calculus. This paper reviews his prejudices and accomplishments, through these examples.

Type
SURVEY
Information
Bulletin of the London Mathematical Society , Volume 34 , Issue 4 , July 2002 , pp. 385 - 402
Copyright
© The London Mathematical Society 2002

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