Joseph Doob (mathematician)

Joseph Doob was a prominent mathematician known for his work in probability theory, particularly in understanding stochastic processes—mathematical models of random or unpredictable systems. His research focused on martingales, which are processes where future changes are independent of past values, and on potential theory, which explores how random processes behave over space. Doob’s contributions helped shape modern probability and its applications across fields like finance, physics, and engineering, providing rigorous foundations for analyzing and predicting systems governed by randomness.