Peter Whittle (27 February 1927^[1] – 10 August 2021^[2]) was a mathematician and statistician from New Zealand, working in the fields ofstochastic nets,optimal control,time series analysis,stochastic optimisation andstochastic dynamics. From 1967 to 1994, he was theChurchill Professor of Mathematics forOperational Research at theUniversity of Cambridge.^[1][3]

Whittle was born inWellington. He graduated from theUniversity of New Zealand in 1947 with a BSc in mathematics and physics and in 1948 with an MSc in mathematics.^[4][1]

He then moved to Uppsala, Sweden in 1950 to study for his PhD^[1] withHerman Wold (atUppsala University). His thesis,Hypothesis Testing in Time Series, generalised Wold'sautoregressiverepresentationtheorem for univariatestationary processes tomultivariate 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. Whittle remained in Uppsala at the Statistics Institute as adocent until 1953, when he returned to New Zealand.

In New Zealand, Whittle worked at theDepartment of Scientific and Industrial Research (DSIR) in the Applied Mathematics Laboratory (later named the Applied Mathematics Division).

In 1959 Whittle was appointed to alectureship in Cambridge University.^[1][5] Whittle was appointed Professor ofMathematical statistics at theUniversity of Manchester in 1961.^[1][3][6] After six years inManchester, Whittle returned to Cambridge as theChurchill Professor of Mathematics for Operational Research, a post he held until his retirement in 1994. From 1973, he was also Director of theStatistical Laboratory, University of Cambridge.^[7]He was a fellow ofChurchill College, Cambridge. He died inCambridge, England.

Whittle was elected aFellow of the Royal Society in 1978,^[8] and an Honorary Fellow of theRoyal Society of New Zealand in 1981.^[9] The Royal Society awarded him theirSylvester 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".^[8] In 1986, theInstitute for Operations Research and the Management Sciences awarded Whittle the Lanchester Prize for his bookSystems in Stochastic Equilibrium (ISBN 0-471-90887-8) and theJohn von Neumann Theory Prize in 1997^[6] for his "outstanding contributions to the theory of operations research and management science".^[10]He was elected to the 2002 class ofFellows of theInstitute for Operations Research and the Management Sciences.^[11]

In 1951, Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.^[1]

• Whittle, P. (1951).Hypothesis testing in times series analysis. Uppsala: Almqvist & Wiksells Boktryckeri AB.
• Whittle, P. (1963).Prediction and Regulation. English Universities Press.ISBN 0-8166-1147-5.{{cite book}}: CS1 maint: ignored ISBN errors (link)

  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.

• Whittle, P. (1953). "The analysis of multiple stationary time series".Journal of the Royal Statistical Society, Series B.15 (1):125–139.doi:10.1111/j.2517-6161.1953.tb00131.x.JSTOR 2983728.
  • Reprinted with an introduction by Matthew Calder and Richard A. Davis asWhittle, P. (1997). "The analysis of multiple stationary time series". In Samuel Kotz andNorman 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 asWhittle, Peter (2001). "On stationary processes in the plane". InD. M. Titterington andD. 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.doi:10.1111/j.2517-6161.1973.tb00944.x.

• Whittle, Peter (1980). "Multi-armed bandits and theGittins 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. (Availableonline)

• Whittle, Peter (1988). "Restless bandits: Activity allocation in a changing world".Journal of Applied Probability.25A (Special volume:A celebration of applied probability (Afestschrift 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.doi:10.1111/j.2517-6161.1991.tb01842.x.

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

• 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 (untitled). page xxvii.

• Webpage of the Cambridge Statistical Laboratory
• Mathematics Genealogy Project."Peter Whittle". Retrieved3 January 2005.
• Mathematical Reviews."Peter Whittle". Retrieved14 May 2010.
• INFORMS: Biography of Peter Whittle from the Institute for Operations Research and the Managerial Sciences

• 1927 births
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• New Zealand fellows of the Royal Society
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• John von Neumann Theory Prize winners
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• Uppsala University alumni
• Scientists from Wellington City
• Professors of the University of Cambridge
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• Fellows of the Institute for Operations Research and the Management Sciences
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