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Memorial Tributes Volume 25 (2023) / Chapter Skim
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PETER WHITTLE
Pages 410-417

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From page 411...
... He wrote a number of important papers, but it is in his books that one can best a­ ppreciate the broad sweep of his achievements and the simplicity, unity, and generality of his approach. His 12 major volumes covered times series, prediction, constrained optimization, dynamic programming, optimal control, s­tochastic systems, the foundations of probability theory, and neural nets.
From page 412...
... In marked contrast, his corresponding analysis for s­ patial processes, published in 1954, had an immediate and sustained impact.1 His asymptotic inference theory for Gaussian processes and related spatial processes was ahead of its time in considering power law covariance functions, now ­central in image analysis. Peter returned in 1953 to his home country and the DSIR.
From page 413...
... In 1967 Peter returned to Cambridge as the first Churchill Professor of Mathematics for Operational Research, a newly established chair endowed by Esso. The position gave him the perfect platform for his vision that what needed developing was not just narrow-sense operational research but the whole area of what in Cambridge is now termed "applicable mathematics." This includes, for example, probability, statistics, optimization, game theory, and aspects of disciplines such as control theory, communications theory, and mathematical economics that might be pursued by someone technically based in probability and optimization.
From page 414...
... The problem was first formulated during World War II and, as Peter famously remarked, efforts to solve it so sapped the energies of Allied analysts that someone suggested the problem be dropped over Germany as the ultimate instrument of intellectual sabotage. Later, in Risk-Sensitive Optimal Control (Wiley, 1990)
From page 415...
... But even he might have been surprised to see the pace of the ongoing realignment of mathematics, with statistics, optimization, and machine learning permeating applied mathematics and leading to remarkable advances across swaths of physical, biological, and social science. His distinctions are too numerous to list, but it would be remiss not to note the Sylvester Medal of the Royal Society, the Guy Medal in Silver (1966)
From page 416...
... Languages were another interest: French, Swedish, and Russian early in his life, and after retirement Scottish Gaelic, whose evocative charms fascinated him. He was a talented runner and kept up distance running into his later years.


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