Brockwell, Peter J. (1937 - 2023)

Summary

Peter Brockwell was a mathematician internationally known for his research in applied probability and time series. Much of his work was informed by his strong background in electrical engineering and applied mathematics. Early research focused on the application of discontinuous Markov processes and populations processes to the problem of scattering of particles. He later moved to queuing models, storage theory, stochastic processes and time series. With Richard Davis he published works on time series that became standards texts. After three years as Professor in mathematics at La Trobe University, Brockwell spent over 30 years at Colorado State University, retiring in 2007. He held visiting positions at the University of Melbourne, where he was Honorary Professorial Fellow in Mathematics and Statistics, and the Royal Melbourne Institute of Technology.

Details

Chronology

1967

Education - Doctor of Philosophy (PhD), Australian National University

1967 - 1970

Career position - Research Associate (later Assistant Mathematician), Argonne National Laboratory, Chicago, Illinois, U.S.A.

1973 - 1976

Career position - Professor, La Trobe University

1976 - 2007

Career position - Professor, Colorado State University, Fort Collins, Colorado, U.S.A.

1977 - ?

Career position - Chairman, Colorado State University, Fort Collins, Colorado, U.S.A.

1988 - 1989

Career position - Visiting position, University of Melbourne

1991 - 2023

Award - Fellow, American Statistical Association

1993 - 1996

Career position - Visiting position, Royal Melbourne Institute of Technology

2001 - 2002

Career position - Von Neumann Guest Professor, Mathematics Department, Technical University of Munich

2007

Life event - Retired

Related entries

Published resources

Books

• Brockwell, Peter J. and Davis, Richard A., Time series: theory and methods (New York: Springer, 1991), 596 pp. Details
• Brockwell, Peter J. and Davis, Richard A., Introduction to time series and forecasting (New York: Springer, 1996), 420 pp. Details

Journal Articles

• Brockwell, Anthony and Davis, Richard A., 'Peter J. Brockwell', Gazette of the Australian Mathematical Society, 50 (4) (2023), 141-3. Details