Peter Whittle

Who is Peter Whittle?

Peter Whittle 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. 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 in the Applied Mathematics Laboratory.