Donsker was born in
Burlington, Iowa. He received a Ph.D. in mathematics at the
University of Minnesota in 1948 under the supervision of
Robert Horton Cameron. He became a professor at NYU's
Courant Institute of Mathematical Sciences in 1962, about a year before his frequent co-author
S.R.S. Varadhan started working there. Before joining NYU, Donsker taught at
Cornell University and the
University of Minnesota. His doctoral students include
Glen E. Baxter. Donsker also served as chair of the
Fulbright Foreign Scholarship Board, a U.S. government panel responsible for
student exchange programs, after being appointed by presidents
Ford and
Carter. In probability theory, Donsker is known for his proof of the
Donsker invariance principle which shows the convergence in distribution of a rescaled random walk to the
Wiener process. == Personal life ==