Murray Rosenblatt
Encyclopedia
Murray Rosenblatt is a statistician
specializing in time series
analysis who is a Professor of
mathematics at University of California, San Diego
. He received his Ph.D. at Cornell University
.
He is also a recipient of Guggenheim Fellowship, in 1965, as well as a
member of the National Academy of Sciences
, since 1984. He has written about 140 research
articles, 4 books, and co-edited 6 books.
and went to City College of New York
. He completed his PhD in 1949 under the direction of Mark Kac
at Cornell University
. He became an instructor/assistant professor in the Committee of Statistics at the University of Chicago
. He was at the University of Indiana, and Brown University
before his joining the University of California at San Diego in 1964. He became well known for his contributions on time series and Markov process
es. In addition to being a fellow of the Institute of Mathematical Statistics
and American Association for the Advancement of Science
, he was a Guggenheim fellow
(1965–1966, 1971–1972) and was elected to the National Academy of Sciences in 1984. He conducted seminal work on density estimation
, central limit theorem
s under strong mixing, spectral domain methods and long memory processes. Murray and Ady Rosenblatt were married in 1949 and have two children, Karin and Daniel.
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
specializing in time series
Time series
In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...
analysis who is a Professor of
mathematics at University of California, San Diego
University of California, San Diego
The University of California, San Diego, commonly known as UCSD or UC San Diego, is a public research university located in the La Jolla neighborhood of San Diego, California, United States...
. He received his Ph.D. at Cornell University
Cornell University
Cornell University is an Ivy League university located in Ithaca, New York, United States. It is a private land-grant university, receiving annual funding from the State of New York for certain educational missions...
.
He is also a recipient of Guggenheim Fellowship, in 1965, as well as a
member of the National Academy of Sciences
United States National Academy of Sciences
The National Academy of Sciences is a corporation in the United States whose members serve pro bono as "advisers to the nation on science, engineering, and medicine." As a national academy, new members of the organization are elected annually by current members, based on their distinguished and...
, since 1984. He has written about 140 research
articles, 4 books, and co-edited 6 books.
Education and career
Rosenblatt was born in New York CityNew York City
New York is the most populous city in the United States and the center of the New York Metropolitan Area, one of the most populous metropolitan areas in the world. New York exerts a significant impact upon global commerce, finance, media, art, fashion, research, technology, education, and...
and went to City College of New York
City College of New York
The City College of the City University of New York is a senior college of the City University of New York , in New York City. It is also the oldest of the City University's twenty-three institutions of higher learning...
. He completed his PhD in 1949 under the direction of Mark Kac
Mark Kac
Mark Kac was a Polish mathematician. His main interest was probability theory. His question, "Can one hear the shape of a drum?" set off research into spectral theory, with the idea of understanding the extent to which the spectrum allows one to read back the geometry. Kac completed his Ph.D...
at Cornell University
Cornell University
Cornell University is an Ivy League university located in Ithaca, New York, United States. It is a private land-grant university, receiving annual funding from the State of New York for certain educational missions...
. He became an instructor/assistant professor in the Committee of Statistics at the University of Chicago
University of Chicago
The University of Chicago is a private research university in Chicago, Illinois, USA. It was founded by the American Baptist Education Society with a donation from oil magnate and philanthropist John D. Rockefeller and incorporated in 1890...
. He was at the University of Indiana, and Brown University
Brown University
Brown University is a private, Ivy League university located in Providence, Rhode Island, United States. Founded in 1764 prior to American independence from the British Empire as the College in the English Colony of Rhode Island and Providence Plantations early in the reign of King George III ,...
before his joining the University of California at San Diego in 1964. He became well known for his contributions on time series and Markov process
Markov process
In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...
es. In addition to being a fellow of the Institute of Mathematical Statistics
Institute of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world...
and American Association for the Advancement of Science
American Association for the Advancement of Science
The American Association for the Advancement of Science is an international non-profit organization with the stated goals of promoting cooperation among scientists, defending scientific freedom, encouraging scientific responsibility, and supporting scientific education and science outreach for the...
, he was a Guggenheim fellow
Guggenheim Fellowship
Guggenheim Fellowships are American grants that have been awarded annually since 1925 by the John Simon Guggenheim Memorial Foundation to those "who have demonstrated exceptional capacity for productive scholarship or exceptional creative ability in the arts." Each year, the foundation makes...
(1965–1966, 1971–1972) and was elected to the National Academy of Sciences in 1984. He conducted seminal work on density estimation
Density estimation
In probability and statistics,density estimation is the construction of an estimate, based on observed data, of an unobservable underlying probability density function...
, central limit theorem
Central limit theorem
In probability theory, the central limit theorem states conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The central limit theorem has a number of variants. In its common...
s under strong mixing, spectral domain methods and long memory processes. Murray and Ady Rosenblatt were married in 1949 and have two children, Karin and Daniel.
Books
- Rosenblatt, M. Errett Bishop: Reflections on Him and His Researches on Foundations and Function Algebras. American Mathematical Society. ISBN 0-8218-5040-7
- Rosenblatt, M. Gaussian and Non-Gaussian Linear Time Series and Random Fields. Springer Verlag. ISBN 0-387-98917-X.
- Rosenblatt, M. Markov Processes: Structure and Asymptotic Behavior Springer Verlag. ISBN 0-387-05480-4.
- Brillinger D. R., Caines P., Geweke J., Rosenblatt M., Taqqu M. S. New Directions in Time Series Analysis. Springer, ISBN 0-387-97896-8.
- Rosenblatt, M. Random Processes Springer Verlag, ISBN 0-387-90085-3.
- Rosenblatt, M. Stationary Sequences and Random Fields Birkhauser, ISBN 0-8176-3264-6.
- Grenander UlfUlf GrenanderUlf Grenander is a statistician and a professor of applied mathematics at Brown University.His early research was in probability theory, stochastic processes, time series analysis, and statistical theory...
, Rosenblatt M. Statistical Analysis of Stationary Time Series American Mathematical Society, ISBN 0-8284-0320-1. - Rosenblatt, M. Stochastic Curve Estimation Institute of Mathematical Statistic, ISBN 0-940600-22-6.
- Rosenblatt, M. Studies in Probability Theory Mathematical Association of America, ISBN 0-88385-118-0.