Peter Whittle (mathematician)
Peter Whittle | |
|---|---|
| Born | 27 February 1927 Wellington, New Zealand |
| Died | 10 August 2021 (aged 94) |
| Alma mater | University of New Zealand (MSc 1948) Uppsala University (PhD 1953) |
| 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 |
| Spouse | 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 (1949–1953) DSIR, New Zealand (1953–1959) University of Cambridge (1959–1961) University of Manchester (1961–1967) University of Cambridge (1967–1994) |
| Thesis | Hypothesis Testing in Time Series Analysis (1951) |
Doctoral advisor | Herman Wold |
Doctoral students | Frank Kelly Sir John Kingman (initial studies) |
Other notable students | Sir John Kingman |
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 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.[1]