Thomas Stieltjes was born on 29 December 1956 in the city of Zwolle in the Netherlands. Stieltjes attended the Polytechnical School in Delft and later worked at the Leiden Observatory. In 1883 Stieltjes moved fully from astronomy to mathematics and subsequently held various academic appointments. He died on 31 December 1894 in Toulouse, France.
In research, Stieltjes made important contributions in many areas of analysis, particularly in continued fractions, differential equations, infinite series, and integration. His named is attached to a number of important concepts, including the Lebesgue-Stieltjes measure and integral, the Riemann-Stieltjes integral, the Laplace-Stieltjes transform, to name just a few. Many of these have applications to probability theory.