Peter Whittle (mathematician)

For the British politician, see Peter Whittle (politician).

Peter Whittle
Born	(1927-02-27)27 February 1927 Wellington, New Zealand
Died
Fields	Statistics Applied mathematics Operations research Control theory
Institutions	Uppsala University (1949–53) DSIR, New Zealand (1953–1959) University of Cambridge (1959–1961) University of Manchester (1961–67) University of Cambridge (1967–94)
Alma mater	University of New Zealand (MSc 1948) Uppsala University (PhD 1953)
Thesis	Hypothesis Testing in Time Series Analysis (1951)
Doctoral advisor	Herman Wold
Doctoral students	Frank Kelly Sir John Kingman (initial studies)
Other notable students	Sir John Frank Charles Kingman
Known for	Multivariate Wold theorem in time series analysis Reproducing kernel Hilbert space techniques Whittle likelihood Hypothesis testing in time series analysis Optimal control Queuing theory Network flows Kiefer-Wolfowitz theorem in Bayesian experimental design
Influences	Maurice Bartlett Bertil Matérn
Influenced	Karl Gustav Jöreskog
Notable awards	Fellow of the Royal Society (UK) (1978) Fellow of the Royal Society of New Zealand Guy Medal (Silver, 1966) (Gold, 1996) Sylvester Medal (1994) John von Neumann Theory Prize (1997) Frederick W. Lanchester Prize (1986)
Spouse	Käthe Blomquist (m. 1951)
Children	6

Peter Whittle (27 February 1927 – 10 August 2021) was a mathematician and statistician from New Zealand, working in the fields of stochastic nets, optimal control, time series analysis, stochastic optimisation and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor of Mathematics for Operational Research at the University of Cambridge.

Career

Whittle was born in Wellington. He graduated from the University of New Zealand in 1947 with a BSc in mathematics and physics and in 1948 with an MSc in mathematics.

He then moved to Uppsala, Sweden in 1950 to study for his PhD with Herman Wold (at Uppsala University). His thesis, Hypothesis Testing in Time Series, generalised Wold's autoregressive representation theorem for univariate stationary processes to multivariate processes. Whittle's thesis was published in 1951. A synopsis of Whittle's thesis also appeared as an appendix to the second edition of Wold's book on time-series analysis. Whittle remained in Uppsala at the Statistics Institute as a docent until 1953, when he returned to New Zealand.

In New Zealand, Whittle worked at the Department of Scientific and Industrial Research (DSIR) in the Applied Mathematics Laboratory (later named the Applied Mathematics Division).

In 1959 Whittle was appointed to a lectureship in Cambridge University. Whittle was appointed Professor of Mathematical statistics at the University of Manchester in 1961. After six years in Manchester, Whittle returned to Cambridge as the Churchill Professor of Mathematics for Operational Research, a post he held until his retirement in 1994. From 1973, he was also Director of the Statistical Laboratory, University of Cambridge. He was a fellow of Churchill College, Cambridge. He died in Cambridge, England.

Recognition

Whittle was elected a Fellow of the Royal Society in 1978, and an Honorary Fellow of the Royal Society of New Zealand in 1981. The Royal Society awarded him their Sylvester Medal in 1994 in recognition of his "major distinctive contributions to time series analysis, to optimisation theory, and to a wide range of topics in applied probability theory and the mathematics of operational research". In 1986, the Institute for Operations Research and the Management Sciences awarded Whittle the Lanchester Prize for his book Systems in Stochastic Equilibrium (ISBN 0-471-90887-8) and the John von Neumann Theory Prize in 1997 for his "outstanding contributions to the theory of operations research and management science". He was elected to the 2002 class of Fellows of the Institute for Operations Research and the Management Sciences.

Personal life

In 1951, Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.

Bibliography

Books

• Republished as:

• Republished as:

• Republished as:

Selected articles

• • Reprinted with an introduction by Matthew Calder and Richard A. Davis as

• • Reprinted as

• (Available online)

Biographical works

• • Peter Whittle. 1994. "Almost Home". pages 1–28.
  • Anonymous. "Publications of Peter Whittle". pages xxi–xxvi. (A list of 129 publications.)
  • Anonymous. Biographical sketch (untitled). page xxvii.

External links

• Webpage of the Cambridge Statistical Laboratory
• INFORMS: Biography of Peter Whittle from the Institute for Operations Research and the Managerial Sciences