A Very Short Autobiography

*by Evgeny Slutsky*

I was born on 7 April 1880 in the village Novoe of the former Mologsky District, Yaroslavl Province, to a family of an instructor of a teacher’s seminary. After graduating in 1899 from a classical gymnasium in Zhitomir with a gold medal, I entered the Mathematical Department of the Physical and Mathematical Faculty at Kiev University. I was several times expelled for participating in the student movement and therefore only graduated in 1911, from the Law Faculty. Was awarded a gold medal for my composition on political economy, but, owing to my reputation as a Red Student I was not asked to prepare myself for professorship at the University. I passed my examinations in 1917 at Moscow University and became Master of Political Economy and Statistics.

I wrote my student composition for which I was awarded a gold medal from the viewpoint of a mathematician studying political economy and I continued working in this direction for many years. However, my intended work remained unfinished since I lost interest in its essence (mathematical justification of economics) after the very subject of study (an economic system based on private property and competition) disappeared in our country with the revolution. My main findings were published in three contributions. The first of these was only noticed 20 years later and it generated a series of AngloAmerican works adjoining and furthering its results.

I became interested in mathematical statistics, and, more precisely, in its then new direction headed by Karl Pearson, in 1911, at the same time as in economics. The result of my studies was my book Theory of Correlation, 1912, the first systematic explication of the new theories in our country. It was greatly honoured: Chuprov [xviii, § 3] published a commendable review of it and academician Markov entered it in a very short bibliography to [one of the chapters of] his Calculus of Probability.

The period during which I had been mostly engaged in political economy had lasted to ca. 1921 – 1922 and only after that I definitively passed on to mathematical statistics and theory of probability. The first work of this new period in which I was able to say something new was devoted to stochastic limits and asymptotes (1925). Issuing from it, I arrived at the notion of a stochastic process which was later destined to play a large role. I obtained new results, which, as I thought, could have been applied for studying many phenomena in nature. Other contributions apart from those published in the C. r. Acad. Sci. Paris (for example, on the law of the sine limit), covering the years 1926 – 1934 also belong to this cycle. One of these includes a certain concept of a physical process generating stochastic processes and recently served as a point of departure for the Scandinavian mathematician Frisch and for Kolmogorov. Another one in which I developed a vast mathematical apparatus for statistically studying empirical stochastic processes, is waiting to be continued.

Indeed, great mathematical difficulties are connected with such investigations. They demand calculations on a large scale which can only be accomplished by means of mechanical aids the time for whose creation is apparently not yet ripe. However, an attempt should have been made, and it had embraced the next period of my work approximately covering the years 1930 – 1935 and thus partly overlapping the previous period. At that time, I had been working in various research institutions connected with meteorology and, in general, with geophysics, although I had already begun such work when being employed at the Central Statistical Directorate. I consider this period as a definitive loss in the following sense. I aimed at developing and checking methods of studying stochastic empirical processes among geophysical phenomena. This problem demanded several years of work during which the tools for the investigation, so to say, could have been created and examined by issuing from concrete studies. It is natural that many of the necessary months-long preparatory attempts could not have been practically useful by themselves. Understandably, in research institutes oriented towards practice the general conditions for such work became unfavourable. The projects were often suppressed after much work had been done but long before their conclusion. Only a small part of the accomplished during those years ripened for publication. I have no heart for grumbling since the great goal of industrializing our country should have affected scientific work by demanding concrete findings necessary at once. However, I was apparently unable to show that my expected results would be sufficiently important in a rather near future. The aim that I formulated was thus postponed until some later years.

The next period of my work coincides with my entering the research collective of the Mathematical Institute at Moscow State University and then, when mathematical research was reorganized, with my transfer to the Steklov Mathematical Institute under the Academy of Sciences of the Soviet Union. In the new surroundings, my plans, that consumed the previous years and were sketchily reported above, could have certainly met with full understanding. However, their realization demanded means exceeding any practical possibilities. I had therefore moved to purely mathematical investigations of stochastic processes; very soon, however, an absolutely new for me problem of compiling tables of mathematical functions, necessary for the theory of probability when being applied in statistics, wholly absorbed my attention and activity.

Such tables do exist; in England, their compilation accompanied the entire life of Karl Pearson who during three decades published a number of monumental productions. Fisher’s tables showed what can be attained on a lesser scale by far less work. Nevertheless, a number of problems in this field remained unsolved. The preparation of Soviet mathematical-statistical tables became topical and all other problems had to be sacrificed. The year 1940 – 1941 was successful. I was able to find a new solution of the problem of tabulating the incomplete gamma-function providing a more complete and, in principle, the definitive type of its tables. The use of American technology made it possible to accomplish the calculations during that time almost completely but the war made it impossible to carry them through.

I described all the most important events. Teaching had not played an essential part in my scientific life. I had been working for a long time, at first as a beginning instructor, then as professor at a higher academic institution having a purely practical economic bias, at the Kiev Commercial Institute, which under Soviet power was transformed into the Kiev Institute for National Economy. I had been teaching there from 1912 to 1926. The listeners’ knowledge of mathematics was insufficient which demanded the preparation of elementary courses. I do not consider myself an especially bad teacher, but I had been more motivated while working as professor of theoretical economy since my scientific constructions conformed to the needs of my listeners. During a later period of my life the scientific degree of Doctor of Sciences, Physics & Mathematics, was conferred on me as an acknowledgment of the totality of my contributions and I was entrusted with the chair of theory of probability and mathematical statistics at Moscow State University. However, soon afterwards I convinced myself that that stage of life came to me too late, that I shall not experience the good fortune of having pupils.

My transfer to the Steklov Mathematical Institute also created external conditions favourable for my total concentration on research, on the main business of my scientific life. A chain of events, which followed the war tempest, took me to Uzbekistan. But it is too soon to write the pertinent chapter of my biography. I shall only say that I am really happy to have the possibility of continuing my work which is expected to last much more than a year and on which much efforts was already expended, – of continuing it also under absolutely new conditions on the hospitable land of Uzbekistan.

End of A Very Short Autobiography by Evgeny Slutsky