Francesco Paolo Cantelli

Francesco Paolo Cantelli (20 December 1875, Palermo – 21 July 1966, Rome) was an Italian mathematician.

Francesco Cantelli

He received his doctorate in mathematics in 1899 from the University of Palermo with a thesis on celestial mechanics and continued his interest in astronomy by working until 1903 at Palermo's osservatorio astronomico cittadino (National Astronomical Observatory), which was under the direction of Annibale Riccò.[1] Cantelli's early papers were on problems in astronomy and celestial mechanics.

From 1903 to 1923 Cantelli worked at the Istituto di Previdenza della Cassa Depositi e Prestiti (Pension Fund for the Government Deposits and Loans Bank). During these years he did research on the mathematics of finance theory and actuarial science as well as the probability theory for which he became famous. Cantelli's later work was all on probability and it is in this field where his name graces the Borel–Cantelli lemma and the Glivenko–Cantelli theorem. In 1916–1917 he contributed to the theory of stochastic convergence. In 1923 he resigned his actuarial position when he was appointed professor of actuarial mathematics at the University of Catania. From there, he went to the University of Naples as a professor and then in 1931 to the Sapienza University of Rome where he remained until his retirement in 1951.

He was the founder of the Istituto Italiano degli Attuari for the applications of mathematics and probability to economics. Cantelli was the editor of the Giornale dell'Istituto Italiano degli Attuari (GIIA) from 1930 to 1958.[2]

A fair evaluation of the importance of Cantelli's role is clouded by the cultural differences that separated him from Kolmogorov, who represented a younger generation, and even from his contemporaries.