Peter Whittle (mathematician)

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^[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 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.