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Obituaries


Kai Lai Chung, 1917-2009

Erich L. Lehmann, 1917-2009


 

Kai Lai Chung, 1917-2009

Kai Lai Chung, one of the leading probabilists of the second half of the 20th century and Professor Emeritus of Mathematics at Stanford University, passed away on June 1, 2009, at the age of 91. He is survived by his wife, Lilia, three children, Daniel, Marilda, and Corinna, and four grandchildren, Alex, Adam, Davison and Vanessa. Kai Lai Chung was born in 1917 in Shanghai, China, to a family with roots in Hangzhou in the Zhejiang Province. He entered Tsinghua University in 1936 and graduated in Mathematics in 1940. During the war with Japan, major universities in the Beijing-Tianjin region moved to the southwest city of Kunming and regrouped as the National Southwestern Associated University where Chung worked in a position analogous to that of assistant professor. During this period, he first studied number theory with Lo-Keng Hua and then probability theory with Pao-Lu Hsu. In 1944, he won a highly competitive Boxer Rebellion Indemnity scholarship for study in the United States and arrived at Princeton University in December 1945. He completed his Ph.D. at Princeton in 1947 with Harald Cramér as advisor (Cramér was visiting Princeton from Sweden at the time - Samuel Wilks and John Tukey were the other members of the dissertation committee). Chung's thesis was titled “On the maximum partial sum of sequences of independent random variables”. Subsequently, he held academic appointments at the University of Chicago, Columbia University, University of California at Berkeley, Cornell University and Syracuse University. He joined Stanford University in 1961 and remained there until his retirement in 1988. Over the years, he held extended visiting appointments at several institutions: University of Strasbourg (France), University of Pisa (Italy), and the ETH (Eidgenössische Technische Hochschule) of Zurich (Switzerland). He held the George A. Miller Visiting Professorship at the University of Illinois at Urbana-Champaign in 1970-71, he was a Fellow of the Institute of Mathematical Statistics, and in 1976 he was made an Overseas Fellow of Churchill College, Cambridge (UK).
Kai Lai Chung was a great innovator and his research had a major influence on several areas in probability: sums of independent random variables, Markov chains in continuous time, time reversal of Markov processes, probabilistic potential theory, Brownian excursions and gauge theorems for the Schrödinger equation. He authored 133 journal articles spanning a period of 70 years. A selection of his works was recently published by World Scientific in celebration of his 90th birthday. In addition to his research articles, Kai Lai Chung's eleven books have influenced generations of students of probability, both graduate and undergraduate. He was well known for his elegant style, his clarity and precision in exposition, and his lively prose. His widely used graduate text “A Course in Probability Theory” is now in its third edition, and his popular undergraduate text, “Elementary Probability and Stochastic Processes” (with Farid AitSahlia as coauthor for the current fourth edition), has appeared in English, Chinese, German, Persian, Russian and Spanish.

Kai Lai Chung taught probability for nearly 40 years and supervised 14 Ph.D. students: Warren Hirsch, Rafael Chacon, William Pruitt, Norman Pullman, Naresh Jain, Arthur Pittenger, Robert Smythe, Michael Chamberlain, Christopher Nevison, Michael Steele, Ruth Williams, Elton Hsu, Ming Liao and Vassilis Papanicolaou.
The Mathematics Genealogy project currently lists a total of 119 academic descendants for Kai Lai Chung. His enthusiasm for mathematics was evident in his energetic classroom and research presentations and in his lively one-to-one discussions. He had a spirited and candid delivery style. He is particularly remembered by collaborators and colleagues for his stimulating questions, delivered in person, or by letter and phone, and in later years by fax.
In 1981, Kai Lai Chung, along with Erhan Cinlar and Ronald Getoor, initiated the “Seminars on Stochastic Processes.” These conferences, with their innovative structure of just a few formal talks, allowing plenty of time for informal discussions and research problem sessions, continue as highly successful annual meetings to this day. The 1987 Seminar, held at Princeton University, honored Kai Lai Chung and Gilbert Hunt around the time of their retirements. Among the other participants were Claude Dellacherie, Paul-Andre Meyer and Jacques Neveu, who came from France to honor Chung and Hunt, and also to tell of their respective important influences on the French probability school. The 2010 Seminar, to be hosted by the University of Central Florida, will have a session to commemorate Kai Lai Chung's contributions to probability.
Kai Lai Chung also played an influential role in the development of probability theory in his native China immediately after the chaotic years of the Cultural Revolution (1966-1976). His visit to China in 1978 (together with Joseph Doob and Jacques Neveu) was the starting point for renewed contact of Chinese probabilists with the West. He visited China many times after that giving numerous lectures and short courses, and helped young Chinese students to gain opportunities to study in the United States. He also served as an external examiner for several Universities in the Asian region, including the National University of Singapore.
Kai Lai's rest for life, combined with his energetic curiosity, was apparent to all who knew him, both within and outside of the community of mathematics. Besides his pursuit of mathematics, he had broad cultural interests. Educated in a classical Chinese tradition, he was deeply familiar with literary traditions and forms of the Chinese language. His family recalls how, in his many travels to China from 1978 onward, he sought out and helped re-establish the stature of writers, poets, painters and calligraphers he counted as old friends. His passion for culture was not restricted to that of his homeland. In his extensive travels, he always made sure to see important historical, cultural or natural sites. He surprised many with his wide ranging and intimate knowledge of literature and music, especially opera. He spoke several languages, and particularly delighted in practicing Italian, which he taught himself in his retirement.
We are grateful for having known Kai Lai, for his inspiration and guidance, and his many engaging conversations over the years. He was unique and highly memorable; he will be missed.

Farid AitSahlia, Stanford University
Erhan Cinlar, Princeton University
Elton P. Hsu, Northwestern University
Ruth J. Williams, University of California

Postscript:

A memorial service, to be held at Stanford University, is being planned for the fall. The family requests that charitable donations in memory of Kai Lai Chung be made to the Kai Lai Chung memorial fund at Stanford University, Mathematics Department.

 

Erich L. Lehmann, 1917-2009

Professor Erich Lehmann, a major figure in our field of statistics, died on September 12, 2009, at the age of 91. Lehmann, who taught in Berkeley’s Statistics Department, touched the lives of many people in statistics and beyond. He was a leading figure in the second generation of statisticians, following the establishment of the modern field by Neyman, Fisher and Wald before and shortly after the Second World War. As is usual after a period of explosive innovation, confusion reigned. It was Lehmann’s great talent to clear the fog and build a coherent theoretical structure. This was reflected in his great books, Testing Statistical Hypotheses (1959) and Theory of Point Estimation (1983), which were the centerpieces of graduate statistical education for most of the last half of the century, and have been translated into many languages. The structures he built incorporated much of his own research into decision theoretic questions, the theory of unbiased estimation, rank based methods including their asymptotic theory and many other areas of statistics, including concepts of dependence, multiple comparison procedures, the history of statistics and much else.
Lehmann achieved all the major honors awarded in the field and beyond: the prestigious Wald and Fisher lectureships, the presidency of the Institute of Mathematical Statistics and the editorship of its main journal, The Annals of Mathematical Statistics. He was granted a remarkable three Guggenheim Fellowships in 1955, 1966 and 1980 and was elected to the American Academy of Arts and Sciences in 1975 and to the National Academy of Sciences in 1978. The Universities of Leiden and Chicago awarded him honorary doctorates. At Berkeley, he held Miller Professorships twice and served reluctantly but very effectively as Department Chair.

Born in Strasbourg, France in 1917, Lehmann was raised in Frankfurt am Main, where his family had deep roots. Fleeing the Nazis with his family in 1933, he graduated from high school in Switzerland and attended college in Cambridge, England. He enrolled in Berkeley as a graduate student in 1940 and never left, save for stints in the Air Force during World War II, when he was stationed in Guam, and leaves at Columbia, Princeton and Stanford. Obtaining his Ph.D. in 1946, he embarked on a teaching career that included the supervision of more than 40 doctoral students of his own, several of whom became leaders in the next generation of statisticians. This achievement was due not only to his great scientific stature but also to remarkable personal qualities. He was kind and generous of spirit, had an unusual sensitivity to the feelings of others and a great astuteness about the world, what could be achieved, and how to do it. As a consequence, his impact on his students and colleagues went well beyond the scientific. They honored him with a Festschrift (1983) for his 65th birthday, a series of three Lehmann Symposia (2002, 2004, 2007), and a forthcoming volume of selected works.
In addition to his masterpieces, Lehmann published three important, less advanced texts: Basic Concepts of Statistics (with his longtime collaborator and friend J. L. Hodges, Jr.) Nonparametrics: Statistics Based on Ranks, and Elements of Large Sample Theory. After a second edition of his classic Testing Statistical Hypotheses in 1986, he recruited young collaborators for further editions of his major texts – George Casella for Estimation in 1998 and Joe Romano for a third edition of Testing in 2005. These were major revisions that brought the books back to the frontiers of research. In his last decade, he turned his energies to the history of the field in whose development he played such an important part, publishing his professional autobiography, Reminiscences of a Statistician: The Company I Kept, and an account of the productive rivalry between Fisher and Neyman tentatively titled Fisher, Neyman, and the Creation of Classical Statistics, completed shortly before his death, to be published by Springer. He also enjoyed a lifelong passion for literature and in retirement translated stories by favorite authors such as Adalbert Stifter and Wilhelm Raabe, seeking to give them a wider audience than they previously enjoyed. At the time of his death, he was working with Fritz Scholz, a former student, on a new edition of his Nonparametrics to be used in conjunction with the popular “R” statistical language.
He is survived by his wife, Juliet Popper Shaffer, herself an accomplished member of our field and a collaborator during the later part of his life, and a loving blended family that includes his three children, Stephen, Barbara and Sophia; three step-children, Ron, Len and Tanya; eight grandchildren and two great-grandchildren with a third on the way.

Peter Bickel, Berkeley, and the Family