Monroe Donsker

Monroe David Donsker (1924 to 1991) was an American mathematician and a professor of mathematics at New York University, whose research interest was probability theory. Born in Burlington, Iowa on 17 October 1924, he received his Ph.D. in mathematics at the University of Minnesota in 1948 under Robert Horton Cameron. He taught at Cornell University and the University of Minnesota before joining the Courant Institute of Mathematical Sciences at NYU in 1962, about a year before his frequent co-author S. R. S. Varadhan arrived there, and his doctoral students include Glen E. Baxter. He is known for his proof of the Donsker invariance principle, which shows the convergence in distribution of a rescaled random walk to the Wiener process. He also chaired the Fulbright Foreign Scholarship Board, appointed by presidents Ford and Carter.