University of Paris.
He is known in mathematical statistics and probability theory for the Karhunen–Loève theorem and Karhunen–Loève transform. He passed most of his childhood years in Egypt and received his primary and secondary education there in French schools. In 1936 was employed as actuaire of the University of Lyon.
Because of his Jewish origin, he was arrested during the German occupation of France and sent to Drancy internment camp.
Having survived the Holocaust, after the liberation he became between 1944 and 1946 chief of research at the Institut Henri Poincaré at Paris University, then until 1948 worked at the University of London. After one term as a visiting professor at Columbia University he accepted the position of professor of Mathematics at Berkeley, in 1955 adding the title professor of Statistics.
He is the author of one of the earliest book on measure-theoretic probability theory and one of the best known textbooks.