Paul Pierre Lévy (15 September 1886 – 15 December 1971) was a  French mathematician who was active especially in probability theory, introducing martingale and Lévy flight.  Lévy processes, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy skew alpha-stable distribution, the Lévy area, the Lévy arcsine law, and the non-fractal Lévy C curve are also named after him.