Peter Whittle (born 27 February 1927, in Wellington, New Zealand) is a mathematician and statistician, working in the fields of stochastic nets, optimal control, time series analysis, stochastic optimization and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor of Mathematics for Operational Research at the University of Cambridge.
Whittle graduated from the University of New Zealand in 1947 with a B.Sc. in mathematics and physics and in 1948 with a M.Sc. in mathematics.
He then moved to Uppsala, Sweden in 1950 to study for his Ph.D. with Herman Wold (at the University of Uppsala). His thesis, Hypothesis Testing in Time Series, generalized 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 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. Whittle was appointed Professor of Mathematical Statistics at the University of Manchester in 1961. 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. He is a fellow of Churchill College, Cambridge.
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 analysis, to optimisation theory, and to a wide range of topics in applied probability theory and the mathematics of operational research". 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 for his "outstanding contributions to the theory of operations research and management science".
In 1951 Whittle married a Finnish woman, Käthe Blomquist, whom he had met in Sweden. The Whittle family has six children.
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