New Zealand mathematician and statisticianFor the British politician, see Peter Whittle (politician).

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 *ysis, stochastic optimisation and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor of Mathematics for Operational Research at the University of Cambridge.

Contents

• 1 Career
• 2 Recognition
• 3 Personal life
• 4 Bibliography
  • 4.1 Books
  • 4.2 Selected articles
  • 4.3 Biographical works
• 5 Notes
• 6 References
• 7 External links

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 (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 *ysis. Whittle remained in Uppsala at the Statistics Ins*ute 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 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, 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, 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 *ysis, to optimisation theory, and to a wide range of topics in applied probability theory and the mathematics of operational research". In 1986, the Ins*ute for Operations Research and the Management Sciences awarded Whittle the Lanchester Prize for his book Systems in Stochastic Equilibrium (ISBN:0-471-90887-8) 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 cl* of Fellows of the Ins*ute 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

• Whittle, P. (1951). Hypothesis testing in times series *ysis. Uppsala: Almqvist & Wiksells Boktryckeri AB.
• Whittle, P. (1963). Prediction and Regulation. English Universities Press. ISBN:0-8166-1147-5.Republished as: Whittle, P. (1983). Prediction and Regulation by Linear Least-Square Methods. University of Minnesota Press. ISBN:0-8166-1148-3.
• Whittle, P. (1970). Probability (Library of university mathematics). Penguin. ISBN:0-14-080085-9.Republished as: Whittle, P. (30 April 1976). Probability. John Wiley and Sons Ltd. ISBN:0-471-01657-8.
• Whittle, P. (28 July 1971). Optimization Under Constraints. John Wiley and Sons Ltd. ISBN:0-471-94130-1.
• Whittle, P. (4 August 1982). Optimization Over Time. John Wiley and Sons Ltd. ISBN:0-471-10120-6.
• Whittle, P. (April 1983). Optimization Over Time: Dynamic Programming and Stochastic Control. John Wiley and Sons Ltd. ISBN:0-471-10496-5.
• Whittle, P. (4 June 1986). Systems in Stochastic Equilibrium. John Wiley and Sons Ltd. ISBN:0-471-90887-8.
• Whittle, P. (April 1990). Risk-Sensitive Optimal Control. John Wiley and Sons Ltd. ISBN:0-471-92622-1.
• Whittle, P. (14 May 1992). Probability Via Expectation (3rd:ed.). Springer Verlag. ISBN:0-387-97758-9.Republished as: Whittle, P. (20 April 2000). Probability Via Expectation (4th:ed.). Springer. ISBN:0-387-98955-2.
• Whittle, P. (18 July 1996). Optimal Control: Basics and Beyond. John Wiley and Sons Ltd. ISBN:0-471-95679-1.
• Whittle, P. (8 December 1998). Neural Nets and Chaotic Carriers. John Wiley and Sons Ltd. ISBN:0-471-98541-4.
• Whittle, P. (31 May 2007). Networks: Optimisation and Evolution. Cambridge University Press. ISBN:9780521871006.

Selected articles

• Whittle, P. (1953). "The *ysis of multiple stationary time series". Journal of the Royal Statistical Society, Series B. 15 (1): 125–139. JSTOR:2983728.
  • Reprinted with an introduction by Matthew Calder and Richard A. Davis as Whittle, P. (1997). "The *ysis of multiple stationary time series". In Samuel Kotz and Norman L. Johnson (ed.). Breakthroughs in statistics, Volume III. Springer Series in Statistics: Perspectives in Statistics. New York: Springer-Verlag. pp.:141–169. ISBN:0-387-94988-7.

• Whittle, Peter (1954). "On stationary processes in the plane". Biometrika. 41 (3–4): 434–449. doi:10.1093/biomet/41.3-4.434.
  • Reprinted as Whittle, Peter (2001). "On stationary processes in the plane". In D. M. *terington and D. R. Cox (ed.). Biometrika: One Hundred Years. Oxford University Press. pp.:293–308. ISBN:0-19-850993-6.

• Whittle, P. (May 1954). "Optimum preventative sampling". Journal of the Operations Research Society of America. 2 (2): 197–203. doi:10.1287/opre.2.2.197. JSTOR:166605.

• Whittle, P. (1973). "Some general points in the theory of optimal experimental design". Journal of the Royal Statistical Society, Series B. 35: 123–130.

• Whittle, Peter (1980). "Multi-armed bandits and the Gittins index". Journal of the Royal Statistical Society Ser. B (Methodology). 42 (2): 143–149.
• Whittle, Peter (1981). "Arm-acquiring bandits". Annals of Probability. 9: 284–292. doi:10.1214/aop/1176994469. (Available online)

• Whittle, Peter (1988). "Restless bandits: Activity allocation in a changing world". Journal of Applied Probability. 25A (Special volume: A celebration of applied probability (A festschrift for Joe Gani)): 287–298. doi:10.1017/s0021900200040420. MR:0974588.

• Whittle, P. (1991). "Likelihood and cost as path integrals (With discussion and a reply by the author)". Journal of the Royal Statistical Society, Series B. 53 (3): 505–538.

• Whittle, Peter (2002). "Applied probability in Great Britain (50th anniversary issue of Operations Research)". Oper. Res. 50 (1): 227–239. doi:10.1287/opre.50.1.227.17792.

Biographical works

• Kelly, F. P. (1994). Probability, statistics and optimisation: A Tribute to Peter Whittle. Chicheter: John Wiley & Sons. ISBN:0-471-94829-2.
  • Peter Whittle. 1994. "Almost Home". pages 1–28.
  • Anonymous. "Publications of Peter Whittle". pages xxi–xxvi. (A list of 129 publications.)
  • Anonymous. Biographical sketch (un*led). page xxvii.

Notes

References

External links

• Webpage of the Cambridge Statistical Laboratory
• Mathematics Genealogy Project. "Peter Whittle". Retrieved 3 January 2005.
• Mathematical Reviews. "Peter Whittle". Retrieved 14 May 2010.
• INFORMS: Biography of Peter Whittle from the Ins*ute for Operations Research and the Managerial Sciences

Count data

• Index of dispersion

Summary tables

• Contingency table
• Frequency distribution
• Grouped data

Dependence

• Partial correlation
• Pearson product-moment correlation
• Rank correlation
  • Kendall's τ
  • Spearman's ρ
• Scatter plot

Graphics

• Bar chart
• Biplot
• Box plot
• Control chart
• Correlogram
• Fan chart
• Forest plot
• Histogram
• Pie chart
• Q–Q plot
• Radar chart
• Run chart
• Scatter plot
• Stem-and-leaf display
• Violin plot

Specific testsBayesian inference

• Bayesian probability
  • prior
  • posterior
• Credible interval
• Bayes factor
• Bayesian estimator
  • Maximum posterior estimator

Survival

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