Donald Iglehart
Donald Lee Iglehart (born May 1, 1933 in Baltimore ) is an American mathematician who deals with operations research , probability theory and mathematical statistics.
Iglehart earned his bachelor's degree in physics engineering from Cornell University in 1956 and his master's degree from Stanford University in 1959 , where he received his doctorate in mathematical statistics (Dynamic programming and stationary analysis of inventory problems) in 1961 with Herbert Scarf . From 1961 he was Associate Professor at Cornell University and from 1967 to 1990 Professor of Operations Research at Stanford University, where he was Faculty Director from 1985 to 1990.
Iglehart dealt with Markov processes , mathematical theory of inventory, limit sets in queuing theory , stochastic simulation, and weak convergence of probability measures. Together with his doctoral student Ward Whitt he developed practically implementable approximations for heavily overloaded stochastic systems and their diffusive limit values. This was later used, for example, in telecommunications networks and in industrial production and their simulation in computers.
He also introduced new regenerative methods in evaluating the accuracy of stochastic simulations. He worked with Gerald Shedler and Peter W. Glynn (introduction of Importance Sampling techniques). With Samuel Karlin he investigated mathematical problems of stock keeping (Infinite-horizon inventory problem).
In 2002 he received the John von Neumann Theory Prize . He is a member of the National Academy of Engineering and a Fellow of the Institute of Mathematical Statistics .
His PhD students include Peter W. Glynn, Richard Durrett, and Ward Whitt.
Fonts
- with Ward Whitt: Multiple Channel Queues in Heavy Traffic, Part 1-2, Annals of Applied Probability, Volume 2, 1970, pp. 150-177, 355-369
- with Whitt: The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums. Annals of Mathematical Statistics, Volume 42, 1971, pp. 1372-1378.
- with GS Shedler: Regenerative Simulation of Response Times in Networks of Queues, Springer Verlag 1980
Individual evidence
- ↑ Life data according to American Men and Women of Science , Thomson Gale 2004
- ↑ Donald Iglehart in the Mathematics Genealogy Project (English)
| personal data | |
|---|---|
| SURNAME | Iglehart, Donald |
| ALTERNATIVE NAMES | Iglehart, Donald Lee |
| BRIEF DESCRIPTION | American mathematician |
| DATE OF BIRTH | May 1, 1933 |
| PLACE OF BIRTH | Baltimore |