Donald Lyman Burkholder (January 19, 1927 – April 14, 2013) was an American mathematician known for his contributions to probability theory, particularly the theory of martingales. The Burkholder–Davis–Gundy inequality is co-named after him. Burkholder spent most of his professional career as a professor in the Department of Mathematics of the University of Illinois at Urbana-Champaign. After his retirement in 1998, Donald Burkholder remained a Professor Emeritus in the Department of Mathematics of the University of Illinois at Urbana-Champaign and a CAS Professor Emeritus of Mathematics at the Center for Advanced Study, University of Illinois at Urbana-Champaign. He was a member of the U.S. National Academy of Sciences and a fellow of the American Mathematical Society.
Burkholder received a PhD in Statistics in 1955 from the University of North Carolina at Chapel Hill, under the direction of Wassily Hoeffding. He was appointed an Assistant Professor in the Department of Mathematics at the University of Illinois at Urbana-Champaign in 1955 where he remained until his retirement in 1998. He was promoted to Associate Professor in 1960, became a Professor in the department in 1964 and was appointed as Professor at the Center for Advanced Study at UIUC in 1978.
Burkholder delivered an invited lecture at the International Congress of Mathematicians in 1970, a Wald Lecture at the Institute of Mathematical Statistics in 1971, a Mordell Lecture at Cambridge University in 1986, and a Zygmund Lecture at the University of Chicago in 1988.