Peter Whittle (27 February 1927 – 10 August 2021) was a mathematician and statistician from New Zealand, working in the fields of

stochastic net Stochastic (, ) refers to the property of being well described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselv ...

optimal control Optimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has numerous applications in science, engineering and ...

, time series analysis, stochastic optimisation and

stochastic dynamics In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appea ...

. 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 Herman Ole Andreas Wold (25 December 1908 – 16 February 1992) was a Norwegian-born econometrician and statistician who had a long career in Sweden. Wold was known for his work in mathematical economics, in time series analysis, and in econometric ...

(at Uppsala University). His thesis, ''Hypothesis Testing in Time Series'', generalised Wold's autoregressive

representation Representation may refer to: Law and politics *Representation (politics), political activities undertaken by elected representatives, as well as other theories ** Representative democracy, type of democracy in which elected officials represent a ...

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 Lecturer is an academic rank Academic rank (also scientific rank) is the rank of a scientist or teacher in a college, high school, university or research establishment. The academic ranks indicate relative importance and power of individuals ...

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 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 ...

, a post he held until his retirement in 1994. From 1973, he was also Director of the

Statistical Laboratory, University of Cambridge The Faculty of Mathematics at the University of Cambridge comprises the Department of Pure Mathematics and Mathematical Statistics (DPMMS) and the Department of Applied Mathematics and Theoretical Physics (DAMTP). It is housed in the Centre for ...

. He was a fellow of

Churchill College, Cambridge Churchill College is a constituent college of the University of Cambridge, England. It has a primary focus on science, engineering and technology, but still retains a strong interest in the arts and humanities. In 1958, a trust was establish ...

. 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'' () 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 * * * * (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