Murray rose petal

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Murray Rosenblatt (born September 7, 1926 in New York City - † October 9, 2019 ) was an American mathematical statistician, professor at the University of California, San Diego .

Rosenblatt studied at the City College of New York with a bachelor's degree in 1946 and at Cornell University with a master's degree in 1946 and a doctorate under Mark Kac in 1949 ( On distributions of certain Wiener functionals ). From 1950 he was an instructor and then Assistant Professor of Statistics at the University of Chicago , 1956 Associate Professor at Indiana University and from 1959 Professor of Applied Mathematics at Brown University . From 1964 he was at the University of California, San Diego.

He was visiting professor at University College London in 1966 and at the Australian National University in 1976 and a fellow in 1979 at Churchill College, Cambridge University .

Rosenblatt dealt with stochastic processes, time series analysis and mathematical statistics (non-parametric methods). He made important contributions to the estimation of density functions , central limit theorems under conditions of strong mixing, Markov processes and processes with long-term memory, time series analysis .

The rose petal transformation and the rose petal process are named after him .

He was a member of the National Academy of Sciences (1984), a fellow of the American Association for the Advancement of Science and the Institute of Mathematical Statistics . In 1965/66 and 1971/72 he was a Guggenheim Fellow . In 2013 he became a Fellow of the American Mathematical Society and he was a Fellow of the Society for Industrial and Applied Mathematics (SIAM).

He has been married since 1949 and has a son and a daughter.

Publications

  • Richard A. Davis, Keh-Shin Lii, Dimitris N. Politis (Editor) Selected Works of Murray Rosenblatt , Springer Verlag 2011
  • with Ulf Grenander Statistical Analysis of Stationary Time Series , American Mathematical Society, 1984 (first Stockholm 1956)
  • Markov processes; structure and asymptotic behavior , Springer Verlag 1971
  • Stationary sequences and random fields , Birkhäuser 1985
  • Random Processes , Oxford University Press 1962, 2nd edition Springer Verlag 1974
  • Gaussian and non-Gaussian linear time series and random fields , Springer Verlag 2000
  • Independence and Dependence , Proc. 4th Berkeley Symposium Math. Statistics Prob., II, University of California Press 1961, pp. 431-443
  • A central limit theorem and a strong mixing condition , Proc. Nat. Acad. Sci. USA, 42, 1956, 43-47

Web links

Individual evidence

  1. ↑ Obituary Murray Rosenblatt. Dignity Memorial, accessed October 26, 2019 .
  2. ↑ Life data according to American Men and Women of Science , Thomson Gale 2004
  3. ↑ Murray Rosenblatt in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
  4. ^ Rosenblatt Remarks on a multivariate transformation , Annals Math. Statistics, 23, 1952, 470-472
personal data
SURNAME Rosenblatt, Murray
BRIEF DESCRIPTION American statistician
DATE OF BIRTH September 7, 1926
PLACE OF BIRTH New York City
DATE OF DEATH October 9, 2019