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Peter Whittle (mathematician)

Peter Whittle
Born (1927-02-27) 27 February 1927 (age 90)
Wellington, New Zealand
Residence Cambridge, England
Citizenship New Zealand
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 Alan John Branford
Frank Kelly
Sir John Kingman (initial studies)
Stratis Kounias
Mario Lefebvre
David Eric Probert
Roland Tegeder
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 (born 27 February 1927, in Wellington, New Zealand) is a mathematician and statistician, working in the fields of stochastic nets, optimal control, time series analysis, and . 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 BSc in mathematics and physics and in 1948 with a 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. 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.


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