The joke was that Hungarian scientists are actually descendants of a Martian scout force which landed in Budapest around the year 1900, and later departed after the planet was found unsuitable, but leaving behind children by several Earth women, children who all became the famous scientists. John von Neumann used a number of facts as mock evidence to support this claim, such as the close geographic proximity of the Martians' birthplaces; the well-traceable career path, which started with an interest in chemistry, led the individual in question to German universities where he moved towards physics, at which point the Martian left Europe for the US.

Wikipedia: The Martians (scientists)