Peter Whittle
Encyclopedia
Peter Whittle is a mathematician
and statistician
, working in the fields of stochastic nets, optimal control
, time series
analysis, stochastic optimization
and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor
of Mathematics for Operational Research at the University of Cambridge
.
Whittle graduated from the University of New Zealand
in 1947 with a B.Sc. in mathematics and physics and in 1948 with a M.Sc.
in mathematics.
He then moved to Uppsala, Sweden in 1950 to study for his Ph.D.
with Herman Wold
(at the University of Uppsala). His thesis, Hypothesis Testing in Time Series, generalized Wold's autoregressive
representation theorem
for univariate stationary process
es 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. He remained in Uppsala at the Statistics Institute as a docent
until 1953, when Whittle returned to New Zealand.
In New Zealand, Whittle worked at the Department of Industrial and Scientific 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 6 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 is a fellow of Churchill College, Cambridge
.
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".
In 1951 Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
and statistician
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
, working in the fields of stochastic nets, optimal control
Optimal control
Optimal control theory, an extension of the calculus of variations, is a mathematical optimization method for deriving control policies. The method is largely due to the work of Lev Pontryagin and his collaborators in the Soviet Union and Richard Bellman in the United States.-General method:Optimal...
, time series
Time series
In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...
analysis, stochastic optimization
Stochastic optimization
Stochastic optimization methods are optimization methods that generate and use random variables. For stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involve random objective functions or random constraints, for example. Stochastic...
and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor
Churchill Professorship of Mathematics for Operational Research
The Churchill Professorship of Mathematics for Operational Research is a professorship in operational research at the University of Cambridge. It was established in 1966 by a benefaction from Esso in memory of Sir Winston Churchill, who died the previous year...
of Mathematics for Operational Research at the University of Cambridge
University of Cambridge
The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...
.
Whittle graduated from the University of New Zealand
University of New Zealand
The University of New Zealand was the New Zealand university from 1870 to 1961. It was the sole New Zealand university, having a federal structure embracing several constituent colleges at various locations around New Zealand...
in 1947 with a B.Sc. in mathematics and physics and in 1948 with a M.Sc.
Master of Science
A Master of Science is a postgraduate academic master's degree awarded by universities in many countries. The degree is typically studied for in the sciences including the social sciences.-Brazil, Argentina and Uruguay:...
in mathematics.
He then moved to Uppsala, Sweden in 1950 to study for his Ph.D.
Ph.D.
A Ph.D. is a Doctor of Philosophy, an academic degree.Ph.D. may also refer to:* Ph.D. , a 1980s British group*Piled Higher and Deeper, a web comic strip*PhD: Phantasy Degree, a Korean comic series* PhD Docbook renderer, an XML renderer...
with Herman Wold
Herman Wold
Herman Ole Andreas Wold was a Norwegian-born econometrician and statistician who had a long career in Sweden...
(at the University of Uppsala). His thesis, Hypothesis Testing in Time Series, generalized Wold's autoregressive
Autoregressive model
In statistics and signal processing, an autoregressive model is a type of random process which is often used to model and predict various types of natural phenomena...
representation theorem
Wold decomposition
In operator theory, the Wold decomposition, named after Herman Wold, or Wold-von Neumann decomposition, after Wold and John von Neumann, is a classification theorem for isometric linear operators on a given Hilbert space...
for univariate stationary process
Stationary process
In the mathematical sciences, a stationary process is a stochastic process whose joint probability distribution does not change when shifted in time or space...
es to multivariate
Multivariate statistics
Multivariate statistics is a form of statistics encompassing the simultaneous observation and analysis of more than one statistical variable. The application of multivariate statistics is multivariate analysis...
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. He remained in Uppsala at the Statistics Institute as a docent
Docent
Docent is a title at some European universities to denote a specific academic appointment within a set structure of academic ranks below professor . Docent is also used at some universities generically for a person who has the right to teach...
until 1953, when Whittle returned to New Zealand.
In New Zealand, Whittle worked at the Department of Industrial and Scientific Research (DSIR) in the Applied Mathematics Laboratory (later named the Applied Mathematics Division).
In 1959 Whittle was appointed to a lectureship
Lecturer
Lecturer is an academic rank. In the United Kingdom, lecturer is a position at a university or similar institution, often held by academics in their early career stages, who lead research groups and supervise research students, as well as teach...
in Cambridge University. Whittle was appointed Professor
Professor
A professor is a scholarly teacher; the precise meaning of the term varies by country. Literally, professor derives from Latin as a "person who professes" being usually an expert in arts or sciences; a teacher of high rank...
of Mathematical Statistics
Mathematical statistics
Mathematical statistics is the study of statistics from a mathematical standpoint, using probability theory as well as other branches of mathematics such as linear algebra and analysis...
at the University of Manchester
School of Mathematics, University of Manchester
The School of Mathematics at the University of Manchester is one of the largest mathematics departments in the United Kingdom, with around 80 academic staff and an undergraduate intake of roughly 400 a year and another 200 postgraduate students...
in 1961. After 6 years in Manchester
Manchester
Manchester is a city and metropolitan borough in Greater Manchester, England. According to the Office for National Statistics, the 2010 mid-year population estimate for Manchester was 498,800. Manchester lies within one of the UK's largest metropolitan areas, the metropolitan county of Greater...
, Whittle returned to Cambridge as the Churchill Professor of Mathematics for Operational Research
Churchill Professorship of Mathematics for Operational Research
The Churchill Professorship of Mathematics for Operational Research is a professorship in operational research at the University of Cambridge. It was established in 1966 by a benefaction from Esso in memory of Sir Winston Churchill, who died the previous year...
, a post he held until his retirement in 1994. From 1973, he was also Director of the Statistical Laboratory, University of Cambridge.
He is a fellow of Churchill College, Cambridge
Churchill College, Cambridge
Churchill College is a constituent college of the University of Cambridge, England.In 1958, a Trust was established with Sir Winston Churchill as its Chairman of Trustees, to build and endow a college for 60 fellows and 540 Students as a national and Commonwealth memorial to Winston Churchill; its...
.
Whittle was elected a Fellow of the Royal Society
Royal Society
The Royal Society of London for Improving Natural Knowledge, known simply as the Royal Society, is a learned society for science, and is possibly the oldest such society in existence. Founded in November 1660, it was granted a Royal Charter by King Charles II as the "Royal Society of London"...
in 1978, and an Honorary Fellow of the Royal Society of New Zealand
Royal Society of New Zealand
The Royal Society of New Zealand , known as the New Zealand Institute before 1933, was established in 1867 to co-ordinate and assist the activities of a number of regional research societies including the Auckland Institute, the Wellington Philosophical Society, the Philosophical Institute of...
in 1981. The Royal Society awarded him their Sylvester Medal
Sylvester Medal
The Sylvester Medal is a bronze medal awarded by the Royal Society for the encouragement of mathematical research, and accompanied by a £1,000 prize...
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
Institute for Operations Research and the Management Sciences
The Institute for Operations Research and the Management Sciences is an international society for practitioners in the fields of operations research and management science...
awarded Whittle the Lanchester Prize for his book Systems in Stochastic Equilibrium (ISBN 0-471-90887-8) and the John von Neumann Theory Prize
John von Neumann Theory Prize
The John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciencesis awarded annually to an individual who has made fundamental and sustained contributions to theory in operations research and the management sciences.The Prize named after mathematician John von...
in 1997 for his "outstanding contributions to the theory of operations research and management science".
In 1951 Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.
Books
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- Republished as:
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- Republished as:
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- Republished as:
Biography and autobiographies
-
- 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.
Selected articles
-
- Reprinted with an introduction by Matthew Calder and Richard A. Davis as
-
- Reprinted as
(Available online)
External links
- Reprinted as
-
- Reprinted with an introduction by Matthew Calder and Richard A. Davis as