Paul Pierre Lévy (15 September 1886 – 15 December 1971) was a French mathematician who was active especially in probability
theory, introducing martingales and Lévy flights. Lévy processes, Lévy measures, Lévy's constant, the Lévy distribution, the
Lévy skew alpha-stable distribution, the Lévy area and the fractal Lévy C curve are also named after him. Lévy was born in
Paris, the son of Lucien Lévy, an Examiner at the École Polytechnique.
