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Joseph L. Doob
Joseph Leo "Joe" Doob (February 27, 1910 – June 7, 2004) was an American mathematician, specializing in analysis and probability theory.
The theory of martingales was developed by Doob.
==Early life and education==
Doob was born in Cincinnati, Ohio, February 27, 1910, the son of Leo Doob and Mollie Doerfler Doob. The family moved to New York City before he was three years old. The parents felt that he was underachieving in grade school and placed him in the Ethical Culture School, from which he graduated in 1926. He then went on to Harvard where he received a BA in 1930, an MA in 1931, and a PhD in 1932. After postdoctoral research at Columbia and Princeton, he joined the Department of Mathematics of the University of Illinois in 1935 and served until his retirement in 1978. He was a member of the Urbana campus's Center for Advanced Study from its beginning in 1959. During the Second World War, he worked in Washington, D. C. and Guam as a civilian consultant to the Navy from 1942 to 1945; he was at the Institute for Advanced Study for the academic year 1941–1942 〔(Doob, Joseph Leo, Community of Scholars Profile, IAS )〕 when Oswald Veblen approached him to work on mine warfare for the Navy.
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