Henry McKean

{{Short description|American mathematician (1930–2024)}} {{Infobox scientist | name = Henry McKean | birth_date = {{birth date|1930|12|10}}<ref name=amsnotices>{{cite journal|title=A Tribute to Henry P. McKean Jr.|journal=Notices of the American Mathematical Society|date=March 2025|volume=72|issue=3|pages=275–283|url=https://www.ams.org/journals/notices/202503/rnoti-p275.pdf|doi=10.1090/noti3135|doi-access=free}}</ref> | birth_place = Wenham, Massachusetts, U.S. | death_date = {{death date and age|2024|4|20|1930|12|10}} | death_place = | alma_mater = Princeton University | thesis_title = Sample Functions of Stable Processes | thesis_url = https://www.jstor.org/stable/1969814 | thesis_year = 1955 | doctoral_advisor = William Feller | doctoral_students = Michael Arbib Luigi Chierchia Adrian Constantin Donald A. Dawson Harry Dym Richard S. Ellis Daniel Stroock Eugene Trubowitz Pierre van Moerbeke Victor Moll Terry Lyons | known_for = McKean–Vlasov processes | prizes = Leroy P. Steele Prize (2007) }}

'''Henry P. McKean, Jr.'''<ref>{{Cite web |url=http://silverdialogues.fas.nyu.edu/page/Henry_P_McKean |title=Profile at NYU |access-date=2012-03-13 |archive-url=https://web.archive.org/web/20131225212856/http://silverdialogues.fas.nyu.edu/page/Henry_P_McKean |archive-date=2013-12-25 |url-status=dead}}</ref> (December 10, 1930 – April 20, 2024) was an American mathematician at the Courant Institute in New York University. He worked in various areas of analysis. He obtained his PhD in 1955 from Princeton University under William Feller.

McKean was elected to the National Academy of Sciences in 1980. In 2007, he was awarded the Leroy P. Steele Prize for his life's work. In 1978, he was an invited speaker at the International Congress of Mathematicians in Helsinki (''Algebraic curves of infinite genus arising in the theory of nonlinear waves''). In 2012, he became a fellow of the American Mathematical Society.<ref>[https://www.ams.org/profession/fellows-list List of Fellows of the American Mathematical Society], retrieved 2013-02-04.</ref>

His doctoral students include Michael Arbib, Luigi Chierchia, Donald A. Dawson, Harry Dym, Daniel Stroock, Eugene Trubowitz, Victor Moll and Pierre van Moerbeke and Uri Keich.

McKean died on April 20, 2024, aged 93.<ref>{{Cite web|url=https://cims.nyu.edu/dynamic/news/1460/|title=News | NYU Courant|website=cims.nyu.edu}}</ref>

==Works== ===Selected articles=== *{{cite journal|title=Elementary solutions for certain parabolic partial differential equations|author=McKean, H. P.|journal=Trans. Amer. Math. Soc.|volume=82|issue=2|year=1956|pages=519–548|doi=10.1090/S0002-9947-1956-0087012-3|mr=0087012|doi-access=free}} *{{cite journal|last1=Blumenthal|first1=R. M.|authorlink=Robert McCallum Blumenthal|last2=Getoor|first2=R. K.|authorlink2=Ronald Getoor|last3=McKean Jr.|first3=H. P.|title=Markov processes with identical hitting distributions|journal=Bull. Amer. Math. Soc.|volume=68|issue=4|year=1962|pages=372–374|issn=0002-9904|doi=10.1090/S0002-9904-1962-10813-1|doi-access=free}} *{{cite journal|title=Weighted trigonometrical approximation on <math>R^1</math> with application to the germ field of a stationary Gaussian process|author=Levinson, N.|authorlink=Norman Levinson|author2=McKean, H. P.|journal=Bull. Amer. Math. Soc.|volume=70|year=1964|pages=128–129|doi=10.1090/S0002-9904-1964-11049-1|doi-access=free}} *{{cite journal|last1=McKean|first1=H. P.|last2=Singer|first2=I. M.|authorlink2=Isadore Singer|title=Curvature and the eigenvalues of the Laplacian|journal=J. Differential Geom.|volume=1|issue=1–2|year=1967|pages=43–69|issn=0273-0979|doi=10.4310/jdg/1214427880 |doi-access=free}} *{{cite journal|title=A simple model of the derivation of fluid mechanics from the Boltzmann equation|author=McKean, H. P.|journal=Bull. Amer. Math. Soc.|volume=75|year=1969|pages=1–10|mr=0235792|doi=10.1090/S0002-9904-1969-12128-2|doi-access=free}} *{{cite journal|title=Hill's surfaces and their theta functions|author=McKean, H. P.|author2=Trubowitz, E.|journal=Bull. Amer. Math. Soc.|volume=84|issue=6|year=1978|pages=1042–1085|doi=10.1090/S0002-9904-1978-14542-X|doi-access=free}} *{{cite journal|last1=McKean|first1=H. P.|last2=Moll|first2=V.|author-link2=Victor Hugo Moll|title=A threshold for a caricature of the nerve equation|journal=Bull. Amer. Math. Soc.|volume=12|issue=2|year=1985|pages=255–260|issn=0273-0979|doi=10.1090/S0273-0979-1985-15367-4|doi-access=free}}

===Books=== *with Kiyosi Itô: ''Diffusion processes and their sample paths.'' Springer 1965. *''Stochastic Integrals.'' New York 1969. *with Harry Dym: ''Fourier series and integrals.'' New York 1972.<ref>{{cite journal|title=Review of ''Fourier Series and Integrals'' by H. Dym and H. P. McKean|author=Zalcman, Lawrence|authorlink=Lawrence Zalcman|journal=Bull. Amer. Math. Soc.|volume=79|year=1973|pages=641–645|doi=10.1090/S0002-9904-1973-13246-X|doi-access=free}}</ref> *with Harry Dym: ''Gaussian processes, function theory and the inverse spectral problem'', Academic Press 1976<ref>{{cite journal|title=Review of ''Gaussian processes, function theory, and the inverse spectral problem'' by H. Dym and H. P. McKean|author=Sarason, Donald|authorlink=Donald Sarason|journal=Bull. Amer. Math. Soc.|volume=84|year=1978|pages=260–262|doi=10.1090/S0002-9904-1978-14467-X|doi-access=free}}</ref> *with Victor Moll: ''Elliptic Curves.'' Cambridge 1997. *Probability: The Classical Limit Theorems, Cambridge University Press, 2014

== See also == * McKean's theorem * McKean–Vlasov process

==References== {{reflist}}

==External links== * {{MathGenealogy|id=33017}}

{{DEFAULTSORT:McKean, Henry P.}} Category:1930 births Category:2024 deaths Category:Princeton University alumni Category:Courant Institute of Mathematical Sciences faculty Category:Members of the United States National Academy of Sciences Category:Fellows of the American Mathematical Society Category:20th-century American mathematicians Category:21st-century American mathematicians Category:American probability theorists