Norbert Wiener (1894–1964) was a child prodigy who finished high school at 11, university at 14, and had a Harvard PhD at 18 — and then spent the rest of his life being one of the most gloriously absent-minded people who ever lived. He also gave Brownian motion its rigorous mathematical existence, which is why mathematicians politely call it the Wiener process.

The actual absent-minded professor

Wiener is the man the "scatterbrained genius" cartoon is based on. The most-told legend: his family moved house, and Wiener — having forgotten — drove back to the old address, found it empty, and asked a girl on the street where the Wieners had gone. "Come on, Daddy," she said, "I'll take you home." (He reportedly didn't recognise his own daughter.) Whether or not every detail is true, the colleagues who told these stories meant them with deep affection — the man was, by any measure, a genius.

Making randomness rigorous

In 1923 Wiener did something delicate: he proved that Brownian motion actually exists as a mathematical object — a continuous path that is nonetheless nowhere differentiable, the limit of a random walk taking infinitely many infinitely small steps. That object is the raw material Itô later built his calculus on.

Wiener also founded cybernetics — the science of control and feedback in animals and machines — coining the word from the Greek for "steersman". His wartime work on predicting where a dodging aircraft would be next seeded both modern control theory and a good chunk of the thinking behind AI.

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The full story (with far fewer jokes) is on Wikipedia: Norbert Wiener — Wikipedia.