Whittle was born in
Wellington. He graduated from the
University of New Zealand in 1947 with a BSc in mathematics and physics and in 1948 with an MSc in mathematics.[4][1]
He then moved to Uppsala, Sweden in 1950 to study for his PhD[1] with
Herman Wold (at
Uppsala University). His thesis, Hypothesis Testing in Time Series, generalised Wold's
autoregressiverepresentationtheorem for univariate
stationary processes to
multivariate processes. Whittle's thesis was published in 1951[2]. A synopsis of Whittle's thesis also appeared as an appendix to the second edition of Wold's book on time-series analysis. Whittle remained in Uppsala at the Statistics Institute as a
docent until 1953, when he returned to New Zealand.
Whittle, P. (8 December 1998). Neural Nets and Chaotic Carriers. John Wiley and Sons Ltd.
ISBN0-471-98541-4.
Whittle, P. (31 May 2007). Networks: Optimisation and Evolution. Cambridge University Press.
ISBN9780521871006.
Selected articles
Whittle, P. (1953). "The analysis of multiple stationary time series". Journal of the Royal Statistical Society, Series B. 15 (1): 125–139.
JSTOR2983728.
Reprinted with an introduction by Matthew Calder and Richard A. Davis as Whittle, P. (1997). "The analysis of multiple stationary time series". In Samuel Kotz and
Norman L. Johnson (ed.). Breakthroughs in statistics, Volume III. Springer Series in Statistics: Perspectives in Statistics. New York: Springer-Verlag. pp. 141–169.
ISBN0-387-94988-7.
Reprinted as Whittle, Peter (2001). "On stationary processes in the plane". In D. M. Titterington and
D. R. Cox (ed.). Biometrika: One Hundred Years. Oxford University Press. pp. 293–308.
ISBN0-19-850993-6.
Whittle, P. (May 1954). "Optimum preventative sampling". Journal of the Operations Research Society of America. 2 (2): 197–203.
doi:
10.1287/opre.2.2.197.
JSTOR166605.
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.
doi:
10.1017/s0021900200040420.
MR0974588.
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.
Biographical works
Kelly, F. P. (1994). Probability, statistics and optimisation: A Tribute to Peter Whittle. Chicheter: John Wiley & Sons.
ISBN0-471-94829-2.
Peter Whittle. 1994. "Almost Home". pages 1–28.
Anonymous. "Publications of Peter Whittle". pages xxi–xxvi. (A list of 129 publications.)