Peter Whittle

Peter Whittle
Nascimento	27 de fevereiro de 1927 (97 anos) Wellington
Residência	Inglaterra
Alma mater	Universidade da Nova Zelândia 1948, Universidade de Upsália 1953
Prêmios	Medalha Guy de Prata (1966), Medalha Sylvester (1994), Medalha Guy de Ouro (1996), Prêmio Teoria John von Neumann (1997)
Orientador(es)(as)	Herman Wold
Instituições	Universidade de Upsália (1953-61), Universidade de Manchester (1961-67), Universidade de Cambridge (1967-94)
Campo(s)	Estatística, matemática, pesquisa operacional
Tese	1951: Hypothesis Testing in Time Series

Peter Whittle (Wellington, 27 de fevereiro de 1927) é um matemático foi um matemático e estatístico da neozelandês, trabalhando nas áreas de redes estocásticas, análise de séries temporais, otimização estocástica e dinâmica estocástica. De 1967 a 1994, ele foi o Professor de Matemática para Pesquisa Operacional na Universidade de Cambridge.

Bibliografia

Livros

• Whittle, P. (1951). Hypothesis testing in times series analysis. Uppsala: Almqvist & Wiksells Boktryckeri AB 
• Whittle, P. (1963). Prediction and Regulation. [S.l.]: English Universities Press. ISBN 0-8166-1147-5 

  Republicado como: Whittle, P. (1983). Prediction and Regulation by Linear Least-Square Methods. [S.l.]: University of Minnesota Press. ISBN 0-8166-1148-3 

• Whittle, P. (1970). Probability (Library of university mathematics). [S.l.]: Penguin. ISBN 0-14-080085-9 

  Republicado como: Whittle, P. (1976). Probability. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-01657-8 

• Whittle, P. (1971). Optimization Under Constraints. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-94130-1 
• Whittle, P. (1982). Optimization Over Time. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-10120-6 
• Whittle, P. (1983). Optimization Over Time: Dynamic Programming and Stochastic Control. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-10496-5 
• Whittle, P. (1986). Systems in Stochastic Equilibrium. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-90887-8 
• Whittle, P. (1990). Risk-Sensitive Optimal Control. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-92622-1 
• Whittle, P. (1992). Probability Via Expectation 3rd ed. [S.l.]: Springer Verlag. ISBN 0-387-97758-9 

  Republicado como: Whittle, P. (2000). Probability Via Expectation 4th ed. [S.l.]: Springer. ISBN 0-387-98955-2 

• Whittle, P. (1996). Optimal Control: Basics and Beyond. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-95679-1 
• Whittle, P. Neural Nets and Chaotic Carriers. [S.l.]: John Wiley and Sons Ltd. ISBN 0-471-98541-4 
• Whittle, P. (2007). Networks: Optimisation and Evolution. [S.l.]: Cambridge University Press. ISBN 9780521871006 

Artigos selecionados

• Whittle, P. (1953). «The analysis of multiple stationary time series». Journal of the Royal Statistical Society, Series B. 15 (1): 125–139. JSTOR 2983728 
  • Reimpresso com uma introdução por Matthew Calder e Richard A. Davis como Whittle, P. (1997). «The analysis of multiple stationary time series». In: Samuel Kotz and Norman L. Johnson. Breakthroughs in statistics, Volume III. Col: 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 
  • Reimpresso como Whittle, Peter (2001). «On stationary processes in the plane». In: D. M. Titterington and D. R. Cox. Biometrika: One Hundred Years. [S.l.]: Oxford University Press. pp. 293–308. ISBN 0-19-850993-6 

• Whittle, P. (1954). «Optimum preventative sampling». Journal of the Operations Research Society of America. 2 (2): 197–203. JSTOR 166605. doi:10.1287/opre.2.2.197 

• Whittle, P. (1973). «Some general points in the theory of optimal experimental design». Journal of the Royal Statistical Society, Series B. 35: 123–130 

• Whittle, Peter (1980). «Multi-armed bandits and the Gittins 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  (Available online)

• Whittle, Peter (1988). «Restless bandits: Activity allocation in a changing world». Journal of Applied Probability. 25A (Special volume: A celebration of applied probability (A festschrift for Joe Gani)): 287–298. MR 974588. doi:10.1017/s0021900200040420 

• 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 

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

Obras biográficas

• 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". p. 1–28.
  • Anonymous. "Publications of Peter Whittle". p. xxi–xxvi. (Uma lista de 129 publicações.)
  • Anonymous. Biographical sketch (untitled). p. xxvii.

Ligações externas

• Peter Whittle (em inglês) no Mathematics Genealogy Project
• «Página pessoal no Laboratório de Estatística da Universidade de Cambridge» 

• Webpage of the Cambridge Statistical Laboratory
• Mathematics Genealogy Project. «Peter Whittle» 
• Mathematical Reviews. «Peter Whittle» 
• INFORMS: Biography of Peter Whittle from the Institute for Operations Research and the Managerial Sciences

Precedido por Klaus Friedrich Roth

Medalha Sylvester 1994

Sucedido por Harold Scott MacDonald Coxeter