Richard (Dick) Gundy

Distinguished Emeritus Professor Richard Floyd Gundy passed away peacefully on February 20th, 2023. He was 89 years old.

Dick graduated from Illinois College. He went on to earn a PhD in Experimental Psychology at Indiana University, followed by a post-doctoral fellowship at the University of Chicago. Fascinated with the statistics he learned in the Psychology program, he decided to turn to mathematics and earned a PhD in Statistics from the University of Chicago, with Patrick Billingsley as advisor. His combined applied and theoretical training made him particularly attractive to the Rutgers Statistics Department. He joined the faculty there in 1965, and for the next 52 years he taught a variety of math and statistics courses, both at the undergraduate and graduate level. He was instrumental in the development of the Statistics department’s graduate program.

Dick was a Fellow of both the IMS and the American Mathematical Society. He served as Associate Editor of Applied and Computational Harmonic Analysis, of Potential Analysis (Kluwer Academic Press), and of Publicacions Matemàtiques (Universitat Autònoma de Barcelona). He is most recognized for his contributions in the field of probability theory, particularly the theory of martingales. He authored and co-authored many important papers in his field. The Burkholder–Davis–Gundy Inequality, an important result in martingale theory, is co-named after him.

Dick was a distinguished lecturer and exchange professor at the Hebrew University of Jerusalem; Institut Mittag-Leffler, Sweden; Université de Provence, Marseille; Université de Paris, Orsay; University of Cambridge; University of Grenoble; and other research universities. He had a gift for languages, starting with Spanish. He was self-taught in French and Hebrew and led classroom lectures in these languages. He also taught himself Russian and served at one point as a technical Russian translator.

Dick enjoyed staying active and fit. He was an avid squash player and runner who competed in marathons and other road races in the US and abroad. He also loved magic, particularly tricks involving coins and cards, occasionally incorporating these into basic probability lectures. Dick is survived by his wife Doris; children Peter (who recently passed away), Maria, Anastasia, Gregory and Timothy; grandchildren Carmen and Christian; and brother, Jim.

Written by Harold Sackrowitz, Rutgers University, with contributions from
Dick’s colleagues and family