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The Wikipedia article on the muon neutrino says:

The muon neutrino is a lepton, an elementary subatomic particle which has the symbol $\nu_\mu$ and no net electric charge. Together with the muon it forms the second generation of leptons, hence the name muon neutrino. It was first hypothesized in the early 1940s by several people, and was discovered in 1962 by Leon Lederman, Melvin Schwartz and Jack Steinberger.

But it doesn't say who hypothesized it, and I haven't been able to find that out.

So: who predicted the existence of the muon neutrino, and in what papers did they do it?

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Nobody in particular, it was what is called "folklore". The idea came up naturally when muon decay was observed by several groups in 1948, see Anicin's The Neutrino - Its Past, Present and Future:

"When in 1948 the electron spectrum from muon decay was found to be continuous it became obvious that not one but two neutrinos are emitted along with the electron. Pontecorvo witnesses that at that time everybody felt that the two neutrinos should be different. They were even named differently, the "neutrino" and the "neutretto", but with time the idea seem to have been forgotten and it was only in 1962, when the difference between the two neutrinos has been clearly demonstrated in the first of a long series of important accelerator neutrino experiments, that the electron and the muon neutrino were finally given life."

The Pontecorvo reference is to his The infancy and youth of neutrino physics: some recollections, where we read:

"Several groups, among which J. Steinberger, E. Hincks and I, and others were investigating the (cosmic) muon decay. The result of the investigations was that the decaying muon emits 3 particles: one electron (this we found by measuring the electron bremsstrahlung) and two neutral particles, which were called by various people in different ways: two neutrinos, neutrino and neutretto, $\nu$ and $\nu'$, etc. I am saying this to make clear that for people working on muons in the old times, the question about different types of neutrinos has always been present. True, later on many theoreticians forgot all about it, and some of them "invented" again the two neutrinos (for example M. Markov), but for people like Bernardini, Steinberger, Hincks and me ... the two neutrino question was never forgotten... How to perform the decisive experiment I was able to formulate /40/ clearly enough (the use of muon neutrino beams). At the time the idea of the experiment was not obvious, although the statement may be strange today: one must search for electrons and muons produced in matter by muon neutrinos".

/40/ is the reference to Pontecorvo's 1959 paper in JETP, The Universal Fermi Interaction and Astrophysics.

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I have compiled some answers to my question here:

The history is indeed complex, but a lot of credit must be given to Sakata and Inoue, who published in 1942 a paper on a theory involving two mesons and two neutrinos. It was translated into English and published here in 1946:

It's open-access but I haven't read it yet. The webpage says "the content of this paper was read before the symposium of the meson theory held on September, 1913," but that can't be right: it must have been 1943.

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    $\begingroup$ I did not know about Sakata-Inoue +1. I wonder if experimentalists in 1948 knew of their "neutral meson". That Pontecorvo does not mention it suggests that the "neutretto" was reinvented in 1948 after muon decay observations, and then Ogawa-Kamefuchi identified the two in 1950. $\endgroup$ – Conifold Feb 9 at 23:43

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