A conversation with Murray Rosenblatt

DOI10.1214/08-STS267zbMATH Open1327.01036arXiv0910.3095OpenAlexW2085391989MaRDI QIDQ900478FDOQ900478

Authors: David R. Brillinger, Richard A. Davis 

Publication date: 22 December 2015

Published in: Statistical Science (Search for Journal in Brave)

Abstract: On an exquisite March day in 2006, David Brillinger and Richard Davis sat down with Murray and Ady Rosenblatt at their home in La Jolla, California for an enjoyable day of reminiscences and conversation. Our mentor, Murray Rosenblatt, was born on September 7, 1926 in New York City and attended City College of New York before entering graduate school at Cornell University in 1946. After completing his Ph.D. in 1949 under the direction of the renowned probabilist Mark Kac, the Rosenblatts' moved to Chicago where Murray became an instructor/assistant professor in the Committee of Statistics at the University of Chicago. Murray's academic career then took him to the University of Indiana and Brown University before his joining the University of California at San Diego in 1964. Along the way, Murray established himself as one of the most celebrated and leading figures in probability and statistics with particular emphasis on time series and Markov processes. 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. Among his many contributions, Murray conducted seminal work on density estimation, central limit theorems 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.

Full work available at URL: https://arxiv.org/abs/0910.3095

zbMATH Keywords

density estimationtime seriescentral limit theoremstrong mixingMarkov processeslong range dependenceBrownChicagoIndianaMurray RosenblattUniversity of California at San Diego

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of probability theory (60-03) History of statistics (62-03)

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Cited In (6)

• A conversation with Robert C. Elston
• Bistro Banter
• A Conversation with Roger Koenker
• A conversation with David R. Brillinger
• A conversation with Harry Martz
• Selected Works of Murray Rosenblatt

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