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Biography
Monroe David Donsker (October 17, 1924 – June 8, 1991) was an American mathematician and a professor of mathematics at New York University (NYU). His research interest was probability theory.
Donsker was born in Burlington, Iowa.He received a Ph.D. in mathematics at the University of Minnesota in 1948.He became a professor at NYU's Courant Institute of Mathematical Sciences in 1962, about a year before his frequent co-author S.R.S. Varadhan started working there. Before joining NYU, Donsker taught at Cornell and the University of Minnesota. His doctoral students include Glen E. Baxter.
Donsker also served as chair of the Board of Foreign Scholarships, a U.S. government panel responsible for student exchange programs, after being appointed by presidents Ford and Carter.
In probability theory, Donsker 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.