| 词条 | Peter Whittle (mathematician) |
| 释义 |
|name = Peter Whittle |image = |birth_date = {{birth date and age|df=yes|1927|2|27}} |birth_place = Wellington, New Zealand |death_date = |death_place = |residence = Cambridge, England |citizenship = New Zealand |nationality = | spouse = Käthe Blomquist (m. 1951] | children = 6 |ethnicity = |field = Statistics Applied Mathematics Operations Research Control theory |work_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) |doctoral_advisor = Herman Wold |doctoral_students = Frank Kelly Sir John Kingman (initial studies) |thesis_title = Hypothesis Testing in Time Series Analysis |thesis_year = 1951 |notable students = Sir John Frank Charles Kingman |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 |author_abbrev_bot = |author_abbrev_zoo = |influences = Maurice Bartlett Bertil Matérn{{refn|group=nb|Whittle learned Swedish in six months "by translating Matérn's 1947 work on sampling surveys in forestry." (Page 5 in [1]) Matérn's essay also stimulated Whittle's work on spatial stochastic processes. (Page 299 in [2])}} |influenced = Karl Gustav Jöreskog{{refn|group=nb|"My gratitude is also extended to Professor Peter Whittle, University of Manchester. When [Professor Whittle was] visiting Uppsala in October 1960, we had fruitful discussions, which led me to consider an important technique used in this monograph." [3]}} |prizes = {{no wrap|Fellow of the Royal Society (UK) {{small|(1978)}} Fellow of the Royal Society of New Zealand Guy Medal {{small|(Silver, 1966) (Gold, 1996)}} Sylvester Medal {{small|(1994)}} John von Neumann Theory Prize {{small|(1997)}} Frederick W. Lanchester Prize {{small|(1986)}}}} |website = |signature = }} Peter Whittle (born 27 February 1927, in Wellington, New Zealand){{ref|nzms}} 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.{{ref|home}}{{ref|history6}} CareerWhittle 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] {{ref label|nzms|1|a}} He then moved to Uppsala, Sweden in 1950 to study for his PhD{{ref label|nzms|1|b}} 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{{ref label|home|2|a}}. 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{{ref label|nzms|1|c}}{{ref|history4}}. Whittle was appointed Professor of Mathematical statistics at the University of Manchester in 1961.{{ref label|nzms|1|d}}{{ref label|history6|3|a}}{{ref|informs}} 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.{{ref|history7}} He is a fellow of Churchill College, Cambridge. Whittle was elected a Fellow of the Royal Society in 1978,{{ref|frs}} and an Honorary Fellow of the Royal Society of New Zealand in 1981.{{ref|frsnz}} 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".{{ref|sylvester}} In 1986, the Institute 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{{ref label|informs|5|a}} for his "outstanding contributions to the theory of operations research and management science".{{ref|lanchester}} Personal lifeIn 1951 Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.{{ref label|nzms|1|e}} BibliographyBooks
Selected articles
|last=Whittle |first=P. |jstor=2983728 |title=The analysis of multiple stationary time series |journal=Journal of the Royal Statistical Society, Series B |volume=15 |issue=1 |year=1953 |pages=125–139 }}
|last=Whittle |first=P. |chapter=The analysis of multiple stationary time series |title=Breakthroughs in statistics, Volume III |pages=141–169 |editor=Samuel Kotz and Norman L. Johnson |series=Springer Series in Statistics: Perspectives in Statistics |publisher=Springer-Verlag |location=New York |year=1997 |isbn=0-387-94988-7 }}
|first=Peter |title= On stationary processes in the plane |journal= Biometrika |year=1954 |volume=41 |pages=434–449 |doi=10.1093/biomet/41.3-4.434 }}
|first=Peter |chapter= On stationary processes in the plane |title= Biometrika: One Hundred Years |editor= D. M. Titterington and D. R. Cox |publisher=Oxford University Press |year=2001 |isbn=0-19-850993-6 |pages=293–308 }}
|title=Optimum preventative sampling |first=P. |last=Whittle |journal=Journal of the Operations Research Society of America |volume=2 |issue=2 |date=May 1954 |pages=197–203 |jstor=166605 |doi=10.1287/opre.2.2.197 }}
|last=Whittle |first=P. |title=Some general points in the theory of optimal experimental design |journal=Journal of the Royal Statistical Society, Series B |volume=35 |year=1973 |pages=123–130 }}
|last=Whittle|first=Peter|year=1980 |title=Multi-armed bandits and the Gittins index |journal=Journal of the Royal Statistical Society Ser. B (Methodology)|volume=42 |issue=2| pages=143–149 }}
|first=Peter |last=Whittle |title=Arm-acquiring bandits |journal=Annals of Probability |volume=9 |pages=284–292 |year=1981 |doi=10.1214/aop/1176994469}} (Available online)
|first=Peter |last=Whittle |title=Restless bandits: Activity allocation in a changing world |journal=Journal of Applied Probability |volume=25A |issue=Special volume: A celebration of applied probability (A festschrift for Joe Gani) |pages=287–298 |jstor= |mr=974588 |year=1988 }}
|last=Whittle |first=P. |title=Likelihood and cost as path integrals (With discussion and a reply by the author) |journal=Journal of the Royal Statistical Society, Series B |volume=53 |year=1991 |issue=3 |pages=505–538 }}
|last=Whittle |first=Peter |title=Applied probability in Great Britain (50th anniversary issue of Operations Research) |journal=Oper. Res. |volume=50 |year=2002 |issue=1 |pages=227–239. |doi=10.1287/opre.50.1.227.17792 }} Biographical works
|authorlink=Frank Kelly (mathematician) |first=F. P. |last=Kelly |year=1994 |title=Probability, statistics and optimisation: A Tribute to Peter Whittle |location=Chicheter |publisher=John Wiley & Sons |isbn=0-471-94829-2 }}
See also
Notes1. ^{{cite book| first=Peter |last=Whittle|chapter=Almost home | editor=Kelly, F. P.| year=1994 | title=Probability, statistics and optimisation: A Tribute to Peter Whittle | location=Chichester | publisher=John Wiley & Sons | pages=1–28| isbn=0-471-94829-2 | editor-link=Frank Kelly (mathematician) }} 2. ^{{cite book|title=Statistics in theory and practice: Essays in honour of Bertil Matérn | author=Peter Whittle | chapter=Semi-spatial models of socio-economic transition |editor=Bo Ranneby | publisher=Swedish University of Agricultural Sciences | location=Umeå|year=1982| pages=299–304 | isbn=91-576-1175-0 | mr=688997 }} 3. ^{{cite book| first=K. G. |last=Jöreskog|authorlink=Karl Gustav Jöreskog| title=Statistical estimation in factor analysis: A new technique and its foundation | publisher=Almqvist & Wiksell| year=1963| page=5}} 4. ^Anonymous. Biographical sketch. In Kelly. References{{reflist|40em}}
External links
21 : 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|British academics|People from Wellington City|1927 births|Living people|Academics of the University of Cambridge|University of New Zealand alumni |
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