Paul Lévy was born on 15 September 1886 in Paris. He studied mathematics at the prestigious École Polytechnique, publishing his first paper at age 19. After graduation, Lévy spent a year in military service and then resumed his study of mathematics, first at École des Mines, and then the University of Paris, where he received the PhD degree in 1911. Lévy was appointed professor of mathematics at École des Mines in 1913, and then professor of mathematics at École Polytechnique in 1920, where he remained until his retirement in 1959. He died on 15 December 1971 in Paris.
Paul Lévy made fundamental contributions in many areas of probability and stochastic processes, particularly in martingales and Brownian motion. A number of theorems and constructs in probability are named for Lévy, including the Lévy metric, the Lévy continuity theorem, the Lévy zero-one law, and the Lévy distribution.