Joe Doob (1910-2004)

Joe Doob, who died recently aged 94, was the last survivor of the

founding fathers of probability. Doob was best known for his work on

martingales, and for his classic book, Stochastic Processes (1953).

The talk will combine an appreciation of Doob's work and legacy with

reminiscences of Doob the man. (I was fortunate to be a colleague of

Doob from 1975-6, and to get to know him well during that year.)

Following Doob's passing, the mantle of greatest living probabilist

descends on the shoulders of Kiyosi Ito (b. 1915), alas now a sick

man.