Born | 27 February 1927 (age 92) Wellington, New Zealand |
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Residence | Cambridge, England |
Citizenship | New Zealand |
Alma mater | University of New Zealand (MSc 1948) Uppsala University (PhD 1953) |
Known for | MultivariateWold 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 |
Spouse(s) | Käthe Blomquist (m. 1951] |
Children | 6 |
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) |
Scientific career | |
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) |
Thesis | Hypothesis Testing in Time Series Analysis(1951) |
Doctoral advisor | Herman Wold |
Doctoral students | Frank Kelly Sir John Kingman (initial studies) |
Influences | Maurice Bartlett Bertil Matérn[nb 1] |
Influenced | Karl Gustav Jöreskog[nb 2] |
The University of Minnesota Rochester (UMR) offers the MS degree in electrical engineering. Students may complete all degree requirements in Rochester by combining courses taught by College of Science and Engineering faculty in person (face-to-face), or via streaming video using the UNITE (University-Industry Television for Education. Exemplary Teaching Award, Faculty of Engineering, The Chinese University of Hong Kong, 2001. Erasmus University Research Prize, 1999 (NLG15,000 ≈ €6,800). This prize is at the whole university level (7 faculties); one recipient a year. Listed Number 6 of Top 40 Dutch Economists, 1999. These include optimization, control theory, optimal and stochastic control, filtering and estimation, robotics, distributed parameter systems and control of fluids, nano-positioning, nano-sensing, and control at the molecular level, AFM technology, biological applications, and many others.
Peter Whittle (born 27 February 1927, in Wellington, New Zealand)[1] is a mathematician and statistician, 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.[2][3]
Whittle graduated from the University of New Zealand in 1947 with a BSc in mathematics and physics and in 1948 with a MSc in mathematics.[4][1]
He then moved to Uppsala, Sweden in 1950 to study for his PhD[1] with Herman Wold (at Uppsala University). His thesis, Hypothesis Testing in Time Series, generalised Wold's autoregressiverepresentationtheorem for univariate stationary processes to multivariate processes. Whittle's thesis was published in 1951[2]. 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[1][4]. Whittle was appointed Professor of Mathematical statistics at the University of Manchester in 1961.[1][3][5] 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.[6]He is a fellow of Churchill College, Cambridge.
Whittle was elected a Fellow of the Royal Society in 1978,[7] and an Honorary Fellow of the Royal Society of New Zealand in 1981.[8] 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'.[9] In 1986, the Institute for Operations Research and the Management Sciences awarded Whittle the Lanchester Prize for his book Systems in Stochastic Equilibrium (ISBN0-471-90887-8) and the John von Neumann Theory Prize in 1997[5] for his 'outstanding contributions to the theory of operations research and management science'.[10]
In 1951 Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.[1]