Frank Spitzer

Frank Ludvig Spitzer was an Austrian-born, Jewish-American mathematician who was a longtime professor at Cornell University and made fundamental contributions to probability theory, especially the theory of random walks, Brownian motion, and fluctuation theory, and then the theory of interacting particle systems. Other areas he made contributions to include percolation theory and the Wiener sausage. He focussed broadly on "phenomena", rather than any one of the many specific theorems that might help to articulate a given phenomenon. His book Principles of Random Walk, first published in 1964, remains a well-cited classic.