May 15, 2019

Obituary: Harry Kesten, 1931–2019

Harry Kesten. Photo: Vladas Sidoravicius

On March 29, 2019, Harry Kesten lost a decade-long battle with Parkinson’s disease. He died in Ithaca, aged 87.

Harry was born in Duisburg, Germany, on November 19, 1931. His parents escaped from the Nazis in 1933 and moved to Amsterdam. After undergraduate studies in Amsterdam, he worked as a research assistant at the Mathematical Center there until 1956, when he came to Cornell. He received his PhD in 1958 at Cornell University under supervision of Mark Kac.

In his 1958 thesis on Symmetric Random Walks, he showed that the spectral radius equals the exponential decay rate of the return to 0, and the latter is strictly less than 1 if and only if the group is non-amenable This work has been cited 206 times and is his second most-cited publication (according to MathSciNet). Harry was an instructor at Princeton University for one year and at the Hebrew University for two years before returning to Cornell, where he spent the rest of his career. While in Israel, he and Furstenberg wrote their classic paper on Products of Random Matrices.

In the 1960s, he wrote a number of papers that proved sharp or very general results on random walks, branching processes, etc. One of the most famous of these is the 1966 Kesten–Stigum theorem, which shows that a normalized branching process Zn/µn has a non-trival limit if and only if the offspring distribution has E(X log+X) < ∞. In 1966 he also proved a conjecture of Erdős and Szuzu about the discrepancy between the number of rotations of a point on the unit circle hitting an interval and its length. Foreshadowing his work in physics, he showed in 1963 that the number of self-avoiding walks of length n satisfied σn+2/σn µ2 , where µ is the connective constant.

Harry’s almost 200 papers have been cited 3781 times by 2329 authors. However, these statistics underestimate his impact. In baseball terms, Harry was a closer. When he wrote a paper about a topic, his results often eliminated the need for future work on it. Harry was almost too smart. When most of us are confronted with a problem, we need to try different approaches to find a route to a solution. Harry simply bulldozed over all obstacles. He needed 129 pages in the Memoirs of the AMS to answer the question: “Which processes with stationary independent increments hit points?”—a topic he spoke about at the International Congress in Nice in 1970.

In 1980 Harry wrote a paper titled, “The critical probability of bond percolation on the square lattice equals ½,” which was published in Communications in Mathematical Physics. This was followed by an explosion of results by him that literally filled a book: Percolation Theory for Mathematicians. I visited Cornell in 1980–81 and had the pleasure of watching him lecture on these results. I feel sorry for the graduate students in the course who were trying to take notes. My guess is that Harry planned his lectures while swimming laps in the pool at noon. Often he would start giving a proof and then go back and insert a lemma writing diagonally on the board. The lectures were often chaotic, but it was wonderful for me to see how he thought.

Harry was invited to give a talk at the 1982 International Congress in Warsaw on his work in percolation. His title was “Percolation theory and resistance of random electrical networks.” However, due to demonstrations in Poland in 1982 by members of Solidarity, which were suppressed by the communist regime using deadly force and the imposition of martial law, the meeting was delayed until the summer of 1983.[For an interesting account see Anthony Ralston’s article in the Mathematical Intelligencer, 6(1)]. Sixteen of the 125 people giving 45-minute talks did not attend. I believe that Harry did not go in order to protest the human rights violations but that is what you would expect from a man who had a slide in his 2002 plenary talk at the ICM in Beijing listing the names of scientists who had “received long jail sentences for peaceful activities.”

In 1984 Harry gave lectures on first passage percolation at Saint-Flour. This subject dates back to Hammersley’s 1966 paper and was greatly advanced by Smythe and Weirman’s 1978 book. However, Harry’s paper attracted a number of people to work on the subject and it has continued to be a very active area. [See 50 years of First Passage Percolation by Auffinger, Damron, and Hanson: https://arxiv.org/abs/1511.03262].

I find it interesting that Harry listed only six papers on his Cornell web page. Five have already been mentioned; the sixth is “On the speed of convergence in first-passage percolation,” Ann. Appl. Probab. 3(2)(1993), 296–338.

Harry worked in a large number of areas. There is not enough space for a systematic treatment so I will just tease you with a list of titles. Sums of stationary sequences cannot grow slower than linearly. Random difference equations and renewal theory for products of random matrices. Subdiffusive behavior of a random walk on a random cluster. Greedy lattice animals. How long are the arms of DLA? If you want to try to solve a problem Harry couldn’t, look at his papers on Diffusion Limited Aggregation.

In the late 1990s, Maury Bramson and I organized a conference in honor for Harry’s 66 2/3’s birthday. (We missed 65 and didn’t want to wait for 70.) A distinguished collection of researchers gave talks and many contributed to a volume of papers in his honor called Perplexing Problems in Probability. The 21 papers in the volume provide an interesting snapshot of research at the time. If you want to know more about Harry’s first 150 papers, you can read my 32-page summary of his work that appears in that volume.

According to math genealogy, Harry supervised 17 Cornell PhD students who received their degrees between 1962–2003. Maury Bramson and Steve Kalikow were part of the Cornell class of 1977 that included Larry Gray and David Griffeath who worked with Frank Spitzer. (Fortunately, I graduated in 1976!). Yu Zhang followed in Harry’s footsteps and made a number of contributions to percolation and first passage percolation. I’ll let you use Google to find out about the work of Kenji Ichihara, Antal Jarai, Sungchul Lee, Henry Matzinger and David Tandy.

Another “broader impact” of Harry’s work came from his collaborations with a long list of distinguished co-authors: Vladas Sidoravicius (12 papers), Ross Maller (10), Frank Spitzer (8), Geoffrey Grimmett (7), Yu Zhang (7), Itai Benjamini (6), J.T. Runnenberg (5), Roberto Schonmann (4), Rob van den Berg (4), … I wrote four papers with him, all of which were catalyzed by an interaction with another person. In response to question asked by Larry Shepp, we wrote a paper about an inhomogeneous percolation which was a precursor to work by Bollobas, Janson, and Riordan. “Making money from fair games,” joint work with Harry and Greg Lawler, arose from a letter A. Spataru wrote to Frank Spitzer. I left it to Harry and Greg to sort out the necessary conditions.

Harry wrote three papers with Jennifer Chayes. With a leather-jacketed Cornell postdoc, her husband Lincoln Chayes, Geoff Grimmett and Roberto Schonmann, he studied “The correlation length for the high density phase.” With the manager of the Microsoft Research Group, her husband Christian Borgs, and Joel Spencer, he wrote two papers, one on the birth of the infinite component in percolation and another on conditions implying hyperscaling.

As you might guess from my narrative, Harry Kesten received a number of honors. He won the Brouwer medal in 1981. Named after L.E.J. Brouwer, it is The Netherlands’ most prestigious award in mathematics. In 1983, he was elected to the National Academy of Science. He gave the 1986 IMS Wald Lectures. In 1994, he won the SIAM’s Pólya Prize. In 2001 he won the AMS Steele Prize for lifetime achievement.

Being a devout Orthodox Jew, Harry never worked on the Sabbath. On Saturdays in Ithaca, I would often drive past him taking a long walk on the aptly named Freese Road, lost in thought.

Sadly, Harry is now gone, but his influence on the subject of probability will not be forgotten.

Written by Rick Durrett, Duke University

Share

Leave a comment

*

Share

Welcome!

Welcome to the IMS Bulletin website! We are developing the way we communicate news and information more effectively with members. The print Bulletin is still with us (free with IMS membership), and still available as a PDF to download, but in addition, we are placing some of the news, columns and articles on this blog site, which will allow you the opportunity to interact more. We are always keen to hear from IMS members, and encourage you to write articles and reports that other IMS members would find interesting. Contact the IMS Bulletin at bulletin@imstat.org

What is “Open Forum”?

In the Open Forum, any IMS member can propose a topic for discussion. Email your subject and an opening paragraph (to bulletin@imstat.org) and we'll post it to start off the discussion. Other readers can join in the debate by commenting on the post. Search other Open Forum posts by using the Open Forum category link below. Start a discussion today!

About IMS

The Institute of Mathematical Statistics is an international scholarly society devoted to the development and dissemination of the theory and applications of statistics and probability. We have about 4,500 members around the world. Visit IMS at http://imstat.org
Latest Issue