Murray Rosenblatt (September 7, 1926 – October 9, 2019) was a

statistician A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may wor ...

specializing in

time series In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Exa ...

analysis who was a professor of mathematics at the

University of California, San Diego The University of California, San Diego (UC San Diego or colloquially, UCSD) is a public university, public Land-grant university, land-grant research university in San Diego, California. Established in 1960 near the pre-existing Scripps Insti ...

. He received his Ph.D. at

Cornell University Cornell University is a private statutory land-grant research university based in Ithaca, New York. It is a member of the Ivy League. Founded in 1865 by Ezra Cornell and Andrew Dickson White, Cornell was founded with the intention to teach an ...

. He was also a recipient of a

Guggenheim Fellow Guggenheim Fellowships are grants that have been awarded annually since by the John Simon Guggenheim Memorial Foundation to those "who have demonstrated exceptional capacity for productive scholarship or exceptional creative ability in the ar ...

ship, in 1965, and was a member of the

National Academy of Sciences The National Academy of Sciences (NAS) is a United States nonprofit, non-governmental organization. NAS is part of the National Academies of Sciences, Engineering, and Medicine, along with the National Academy of Engineering (NAE) and the Nati ...

. He wrote about 140 research articles, 4 books, and co-edited 6 books.

Education and career

Rosenblatt was born in

New York City New York, often called New York City or NYC, is the List of United States cities by population, most populous city in the United States. With a 2020 population of 8,804,190 distributed over , New York City is also the L ...

and went to

City College of New York The City College of the City University of New York (also known as the City College of New York, or simply City College or CCNY) is a public university within the City University of New York (CUNY) system in New York City. Founded in 1847, Cit ...

. He completed his PhD in 1949 under the direction of

Mark Kac Mark Kac ( ; Polish: ''Marek Kac''; August 3, 1914 – October 26, 1984) was a Polish American mathematician. His main interest was probability theory. His question, " Can one hear the shape of a drum?" set off research into spectral theory, the i ...

. He became an instructor/assistant professor in the Committee of Statistics at the

University of Chicago The University of Chicago (UChicago, Chicago, U of C, or UChi) is a private research university in Chicago, Illinois. Its main campus is located in Chicago's Hyde Park neighborhood. The University of Chicago is consistently ranked among the b ...

. He was at the

Indiana University Indiana University (IU) is a system of public universities in the U.S. state of Indiana. Campuses Indiana University has two core campuses, five regional campuses, and two regional centers under the administration of IUPUI. *Indiana Universit ...

, and

Brown University Brown University is a private research university in Providence, Rhode Island. Brown is the seventh-oldest institution of higher education in the United States, founded in 1764 as the College in the English Colony of Rhode Island and Providenc ...

before his joining the

University of California at San Diego The University of California, San Diego (UC San Diego or colloquially, UCSD) is a public land-grant research university in San Diego, California. Established in 1960 near the pre-existing Scripps Institution of Oceanography, UC San Diego is t ...

in 1964. He became well known for his contributions on time series and

Markov process A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happe ...

es. He conducted seminal work on

density estimation In statistics, probability density estimation or simply density estimation is the construction of an estimate, based on observed data, of an unobservable underlying probability density function. The unobservable density function is thought o ...

central limit theorem In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables themselv ...

s under

strong mixing In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: mixing paint, mixing drinks, industrial mixing, ''etc''. The concept appea ...

, spectral domain methods and long memory processes.

Awards and honors

In addition to being a fellow of the

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 o ...

and

American Association for the Advancement of Science The American Association for the Advancement of Science (AAAS) is an American international non-profit organization with the stated goals of promoting cooperation among scientists, defending scientific freedom, encouraging scientific respons ...

, he was a

Guggenheim fellow Guggenheim Fellowships are grants that have been awarded annually since by the John Simon Guggenheim Memorial Foundation to those "who have demonstrated exceptional capacity for productive scholarship or exceptional creative ability in the ar ...

(1965–1966, 1971–1972) and was elected to the National Academy of Sciences in 1984. In 2013 he became a

fellow A fellow is a concept whose exact meaning depends on context. In learned or professional societies, it refers to a privileged member who is specially elected in recognition of their work and achievements. Within the context of higher education ...

of the

American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, ...

, for "contributions to probability and statistics".

Death

Rosenblatt died on October 9, 2019.

Books

* Rosenblatt, M. ''Errett Bishop: Reflections on Him and His Researches on Foundations and Function Algebras''. American Mathematical Society. * Rosenblatt, M. ''Gaussian and Non-Gaussian Linear Time Series and Random Fields''. Springer Verlag. . * Rosenblatt, M. ''Markov Processes: Structure and Asymptotic Behavior'' Springer Verlag. . * Brillinger D. R., Caines P., Geweke J., Rosenblatt M., Taqqu M. S. ''New Directions in Time Series Analysis''. Springer, . * Rosenblatt, M. ''Random Processes'' (

Graduate Texts in Mathematics Graduate Texts in Mathematics (GTM) (ISSN 0072-5285) is a series of graduate-level textbooks in mathematics published by Springer-Verlag. The books in this series, like the other Springer-Verlag mathematics series, are yellow books of a standard s ...

) Springer Verlag, . * Rosenblatt, M. ''Stationary Sequences and Random Fields'' Birkhauser, . * Grenander Ulf, Rosenblatt M. ''Statistical Analysis of Stationary Time Series'' American Mathematical Society, . * Rosenblatt, M. ''Stochastic Curve Estimation'' Institute of Mathematical Statistic, . * Rosenblatt, M. ''Studies in Probability Theory'' Mathematical Association of America, .

References

External links

* 20th-century American mathematicians 21st-century American mathematicians 1926 births New York University alumni University of California, San Diego faculty Fellows of the Society for Industrial and Applied Mathematics 2019 deaths Members of the United States National Academy of Sciences Fellows of the American Mathematical Society {{US-mathematician-stub