Norbert Wiener Norbert Wiener Norbert Wiener (November 26, 1894 – March 18, 1964) was an American mathematician and philosopher. He was a professor of mathematics at the Massachusetts Institute of Technology (MIT). A child prodigy, Wiener later became an early researcher in stochastic and mathematical noise processes, contributing work relevant to electronic engineering, electronic communication, and control systems. Wiener is considered the originator of cybernetics, a formalization of the notion of feedback, with implications for engineering, systems control, computer science, biology, neuroscience, philosophy, and the organization of society. Wiener was born in Columbia, Missouri, the first child of Leo Wiener and Bertha
Wiener–Khinchin theorem Wiener–Khinchin theorem In applied mathematics, the Wiener–Khinchin theorem, also known as the Wiener–Khintchine theorem and sometimes as the Wiener–Khinchin–Einstein theorem or the Khinchin–Kolmogorov theorem, states that the autocorrelation function of a wide-sense-stationary random process has a spectral decomposition given by the power spectrum of that process. Norbert Wiener proved this theorem for the case of a deterministic function in 1930; Aleksandr Khinchin later formulated an analogous result for stationary stochastic processes and published that probabilistic analogue in 1934. Albert Einstein explained, without proofs, the idea in a brief two-page memo in 1914. For continuous time, the Wiener–Khinchin theorem says that