Peter Whittle

Born: February 27, 1927

Brief Biography

Peter Whittle is a New Zealand-born mathematician and statistician. Raised in Wellington, he was a successful and bright student, receiving from the University of New Zealand a Bachelors and Masters of Science with first class honors. In 1950, he moved to Uppsala University in Sweden to study under the renowned econometrician and statistician Herman Wold. Whittle’s thesis on time series was published in 1951, becoming the first of a dozen authored books he’d eventual author. Upon receiving his PhD, Whittle remained in Uppsala with the university’s Statistics Institute before returning to New Zealand in 1953.

For six years, Whittle worked at the Applied Mathematics Laboratory of New Zealand’s Department of Scientific and Industrial Research. He accepted a lectureship at Cambridge University and later joined the  University of Manchester as the Chair of Mathematical Statistics. In 1967, he was invited to serve as the first Churchill Professor of Mathematics for Operational Research at Cambridge, holding that position for nearly three decades.  

When Whittle first approached time series, the subject lacked serious direction as a statistical topic. In his thesis, he solved a body of problems connected with auto-regressive schemes that are fundamental in the application of time series analysis to actual data. As a professor at Manchester and Cambridge, he was able to interact with leading statistical issues and researchers of the day. It did not take Whittle long to thrive in his new environment as he was elected a Fellow of the prestigious Royal Society.

In 1986, Whittle was jointly awarded the Frederick W. Lanchester Prize for the best publication in operations research and the management sciences. His book, Systems in Stochastic Equilibrium (1986), was celebrated as “an eloquent penetration into the underlying structure of a wide class of stochastic systems.” The monograph’s refreshing writing style and argument presentation was characteristic of Whittle’s entire corpus of works.

Eleven years later, the Institute for Operations Research and the Management Sciences (INFORMS) awarded Whittle the John von Neumann Theory Prize. Whittle was recognized for the prominent role he played in developing the theory of stochastic network processes, self-organizing systems, and the foundations of probability. In 2002, he was elected into the inaugural class of INFORMS fellows. 

Other Biographies

Wikipedia Entry for Peter Whittle

Darwin J. H. (1981) Centrefold: Professor Peter Whittle. NZMS Newsletter, 22(3). (link)

Kelly F. P. (1994) Probability, Statistics and Optimisation: A Tribute to Peter Whittle. John Wiley & Sons: Chicheter, UK. 

Education

University of New Zealand BS 1947

University of New Zealand, MS 1948

Uppsala University, PhD 1951 (Mathematics Genealogy)

Affiliations

Academic Affiliations
  • University of Cambridge 
  • University of Manchester 
  • Uppsala University
Non-Academic Affiliations
  • New Zealand Department of Scientific and Industrial Research

Key Interests in OR/MS

Methodologies

Oral Histories

Peter Whittle (2017) Interview by Frank Kelly, January 10, 2017.  

NOTE: The video chapter transcripts are searchable, with search results displayed as marks on the time bar above the search box. Click a mark to jump to the search word or phrase in the video and transcript, or click on any word in the transcript to jump to that point in the video.

Jump to Chapters

Chapter 1: Early life in New Zealand
Chapter 2: Undergraduate years at University of Wellington
Chapter 3: Working at New Zealand Department of Scientific and Industrial Research
Chapter 4: Interest in time series; Hartree's differential analyzer
Chapter 5: Influence of Maurice Bartlett
Chapter 6: Doctoral studies at University of Uppsala; Influence of Herman Wold
Chapter 7: Social life at a Swedish university
Chapter 8: Auto-regression and moving average

Awards and Honors

Royal Society Fellow 1978

Frederick W. Lanchester Prize 1986

Royal Society Sylvester Medal 1994

John von Neumann Theory Prize 1997

Institute for Operations Research and the Management Sciences Fellow 2002

Selected Publications

Whittle P. (1951) Hypothesis Testing in Time Series Analysis. Almquist and Wicksell: Uppsala, SE. 

Whittle P. (1963) Prediction and Regulation. English Universities Press: London. 

Whittle P. (1970) Probability. Penguin: New York. 

Whittle P. (1971) Optimization Under Constraints. John Wiley & Sons: New York. 

Whittle P. (1983) Optimization of Time: Dynamic Programming and Stochastic Control. John Wiley & Sons: New York.

Whittle P. (1986) Systems in Stochastic Equilibrium. John Wiley & Sons: New York. 

Whittle P. (1990) Risk-Sensitive Optimal Control. John Wiley & Sons: New York.

Whittle P. (1992) Probability via Expectation. Springer Verlag: Berlin. 

Whittle P. (1996) Optimal Control: Basics and Beyond. John Wiley & Sons: New York. 

Whittle P. (2007) Networks: Optimisation and Evolution. Cambridge University Press: Cambridge, UK.