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Von Neumann's ergodic theorem earned 'immortality'

John von Neumann's 1932 papers on ergodic theory were so important that Paul Halmos said they alone would have guaranteed him mathematical immortality.

John von Neumann
John von Neumann · 1903–1957
Person
John von Neumann
Lived
1903–1957
Field
Mathematics & computing
From
Hungarian-American

The story

By the early 1930s John von Neumann, born in Budapest in 1903 to a Jewish family, was already one of the most productive mathematicians in the world. He had lectured at the University of Berlin, where he was the youngest Privatdozent in its history, and from 1929 he was teaching at Princeton, publishing nearly one major paper a month.

Ergodic theory asks a deceptively simple question: if a system such as a gas evolves over a long time, does the average of some quantity over time equal its average over all possible states? The idea, rooted in Ludwig Boltzmann's ergodic hypothesis, sits at the heart of statistical physics, which explains the behaviour of heat and gases from the motion of countless particles.

In 1932 John von Neumann proved his mean ergodic theorem, giving the first rigorous mathematical results on the question, and argued that they were sufficient for the physical applications Boltzmann had in mind. He drew on his earlier work on operators in Hilbert space, the same mathematics he was using to put quantum mechanics on a rigorous footing. George David Birkhoff proved a closely related theorem in 1931, and the two results are counted among the most important in the field.

Later that year von Neumann published another influential paper that began the systematic study of ergodicity, including a decomposition theorem showing how complicated systems can be built from simpler ergodic pieces. He also pointed out what had not yet been achieved and marked it out for future work, and with Paul Halmos he later produced further results with significant applications in other areas of mathematics.

The mathematician Paul Halmos, once his assistant, wrote that even if von Neumann had never done anything else, those papers would have been sufficient to guarantee him mathematical immortality. Ergodic theory went on to grow into a major field, with connections to probability, geometry, harmonic analysis and number theory.

Why it matters

Ergodic theory became a major branch of mathematics, with applications in statistical physics, probability, geometry and number theory.

About John von Neumann

Budapest-born mathematician whose 1945 EDVAC report set out the stored-program design behind almost every computer, and who helped found game theory and modern quantum mechanics.

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John von Neumann
1903–1957 · Mathematics & computing
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Another act of tikkun olam. This is part of tikkun olam, the Jewish idea of repairing the world, and every one of us can add to it.

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