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 In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Ex ...

analysis, stochastic optimisation and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor of Mathematics for

Operational Research Operations research ( en-GB, operational research) (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a discipline that deals with the development and application of analytical methods to improve deci ...

at the

University of Cambridge The University of Cambridge is a public collegiate research university in Cambridge, England. Founded in 1209 and granted a royal charter by Henry III in 1231, Cambridge is the world's third oldest surviving university and one of its most pr ...

Career

Whittle was born in

Wellington Wellington ( mi, Te Whanganui-a-Tara or ) is the capital city of New Zealand. It is located at the south-western tip of the North Island, between Cook Strait and the Remutaka Range. Wellington is the second-largest city in New Zealand by metr ...

. He graduated from the

University of New Zealand The University of New Zealand was New Zealand's sole degree-granting university from 1874 to 1961. It was a collegiate university embracing several constituent institutions at various locations around New Zealand. After it was dissolved in 196 ...

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 Uppsala University ( sv, Uppsala universitet) is a public research university in Uppsala, Sweden. Founded in 1477, it is the oldest university in Sweden and the Nordic countries still in operation. The university rose to significance during ...

). His thesis, ''Hypothesis Testing in Time Series'', generalised Wold's

autoregressive In statistics, econometrics and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it is used to describe certain time-varying processes in nature, economics, etc. The autoregressive model spe ...

representation

theorem In mathematics, a theorem is a statement that has been proved, or can be proved. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of t ...

for univariate

stationary process In mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. Con ...

es to

multivariate Multivariate may refer to: In mathematics * Multivariable calculus * Multivariate function * Multivariate polynomial In computing * Multivariate cryptography * Multivariate division algorithm * Multivariate interpolation * Multivariate optical c ...

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 The title of docent is conferred by some European universities to denote a specific academic appointment within a set structure of academic ranks at or below the full professor rank, similar to a British readership, a French " ''maître de con ...

until 1953, when he returned to New Zealand. In New Zealand, Whittle worked at the

Department of Scientific and Industrial Research Department of Scientific and Industrial Research, abbreviated DSIR was the name of several British Empire organisations founded after the 1923 Imperial Conference to foster intra-Empire trade and development. * Department of Scientific and Industria ...

(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 Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical an ...

at the

University of Manchester , mottoeng = Knowledge, Wisdom, Humanity , established = 2004 – University of Manchester Predecessor institutions: 1956 – UMIST (as university college; university 1994) 1904 – Victoria University of Manchester 1880 – Victoria Univ ...

in 1961. After six years in

Manchester Manchester () is a city in Greater Manchester, England. It had a population of 552,000 in 2021. It is bordered by the Cheshire Plain to the south, the Pennines to the north and east, and the neighbouring city of Salford to the west. The t ...

, Whittle returned to Cambridge as the

Churchill Professor 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 Sir Wi ...

, 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 Cambridge ( ) is a College town, university city and the county town in Cambridgeshire, England. It is located on the River Cam approximately north of London. As of the 2021 United Kingdom census, the population of Cambridge was 145,700. Cam ...

, England.

Recognition

Whittle was elected a

Fellow of the Royal Society Fellowship of the Royal Society (FRS, ForMemRS and HonFRS) is an award granted by the judges of the Royal Society of London to individuals who have made a "substantial contribution to the improvement of natural knowledge, including mathemat ...

in 1978, and an Honorary Fellow of the

Royal Society of New Zealand Royal may refer to: People * Royal (name), a list of people with either the surname or given name * A member of a royal family Places United States * Royal, Arkansas, an unincorporated community * Royal, Illinois, a village * Royal, Iowa, a c ...

in 1981. The Royal Society awarded him their

Sylvester Medal The Sylvester Medal is a bronze medal awarded by the Royal Society (London) for the encouragement of mathematical research, and accompanied by a £1,000 prize. It was named in honour of James Joseph Sylvester, the Savilian Professor of Geometry a ...

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 The Institute for Operations Research and the Management Sciences (INFORMS) is an international society for practitioners in the fields of operations research (O.R.), management science, and analytics. It was established in 1995 with the merger o ...

awarded Whittle the Lanchester Prize for his book ''Systems in Stochastic Equilibrium'' () and the

John von Neumann Theory Prize The John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences (INFORMS) is awarded annually to an individual (or sometimes a group) who has made fundamental and sustained contributions to theory in operat ...

in 1997 for his "outstanding contributions to the theory of operations research and management science". He was elected to the 2002 class of

Fellow A fellow is a concept whose exact meaning depends on context. In learned or professional societies, it refers to a privileged member who is specially elected in recognition of their work and achievements. Within the context of higher education ...

s of the

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 * * * * (Availabl
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.

Notes

References

External links

Webpage of the Cambridge Statistical Laboratory
* *
INFORMS
Biography of Peter Whittle from the Institute for Operations Research and the Managerial Sciences {{DEFAULTSORT:Whittle, Peter 1927 births 2021 deaths New Zealand Fellows of the Royal Society Fellows of the Royal Society of New Zealand John von Neumann Theory Prize winners Time series econometricians Probability theorists Control theorists Systems scientists British operations researchers British statisticians New Zealand statisticians New Zealand mathematicians Cambridge mathematicians Fellows of Churchill College, Cambridge Academics of the University of Manchester Uppsala University alumni Scientists from Wellington City Professors of the University of Cambridge University of New Zealand alumni Fellows of the Institute for Operations Research and the Management Sciences Mathematical statisticians