Interview with Peter Gavin Hall* from Probability to Statistics: Martingales
Total Page：16
File Type：pdf, Size：1020Kb
Asia Pacific Mathematics Newsletter Interview with Peter Gavin Hall* From Probability to Statistics: Martingales. Percolation, Bootstrap and Beyond Y K Leong Institute program Meeting the Challenges of High Dimension: Statistical Methodology, Theory and Appli- cations (13 August – 26 October 2012). He gave a tutorial on 25, 27 September 2012 on “Some methodology and theory for functional data analysis”. During this visit, Y K Leong took the opportunity to interview him on behalf of Imprints at DSAP on 20 Interview of the late Peter Gavin Hall (1951–2016) by Y K Leong September 2012. The following is an edited version of the transcript of this interview in which he talked about To the memory of Professor Peter Gavin Hall (1951–2016) his personal roots, mathematical research centres in Australia and the two different worldviews of statistics The late Peter Gavin Hall was one of the world’s fore- and mathematics. most probabilists and statisticians who dedicated his life to his chosen fields of research and to the develop- Note and Acknowledgments. It is with deep regret that ment of the mathematical sciences in Australia. He the transcript of this interview has not been read by made important contributions to a wide range of areas Professor Hall. We have retained the original spirit of in probability and statistics and to numerous applica- frankness and openness with which he shared his views tions in science, engineering, economics and industry. and experiences. We would like to thank Jeannie Hall Hall had mutual interests with Louis Chen, the recently for vetting the edited transcript and for her helpful retired and founding director of the Institute for comments on the interview article, and Terence Speed Mathematical Sciences (IMS) of the National University (Walter and Eliza Hall Institute of Medical Research, of Singapore (NUS) and emeritus professor of NUS, University of California, Berkeley, University of Shef- not only in mathematics but also in their active involve- field) for corrections and clarifications in the transcript. ment in international statistical organisations (Bernoulli Any inaccuracy in transcription or interpretation is Society and Institute of Mathematical Statistics) as well solely due to the interviewer. This interview was given as national research centres and institutes. He was in NUS three years before Professor Hall’s last interview invited to the IMS program in honour of Charles Stein conducted by Aurore Delaigle and Matt P Wand and in August 2003 and was back in NUS as an organiser published in Statistical Science Vol 31, No. 2 (2016), in the Scientific Program Committee for the 7th World 275–304. Congress in Probability and Statistics held in Singapore from 14–19 July 2008. Subsequently, he was invited Imprints (I): May I start with something less mathe- as Saw Swee Hock Professor of Statistics at NUS’s matical and perhaps closer to your heart? Your mother Department of Statistics and Applied Probability Ruby Payne-Scott was a pioneer in radiophysics and (DSAP) for two brief periods 3 September – 2 radio astronomy and had made significant discoveries Nov ember 2011 and 13 August – 10 October 2012. He in solar radio astronomy. How much influence did she was also co-chair of the organising committee of the have on your education and choice of career? * The late Professor Peter Hall was on the Editorial Advisory Board of the Asia Pacific Mathematics Newsletter from its inception in 2011 until his untimely passing. December 2016, Volume 6 No 2 15 Asia Pacific Mathematics Newsletter Peter Hall (H): She had a very large influence on me. I: You did your BSc in University of Sydney but you She stayed working for the Division of Radiophysics went to ANU for your MSc. Was there much research up until she was pregnant with me, and only because, in probability and statistics done in Sydney at that I guess, in mid-1951, the year I was born, she was time? What motivated you to choose probability for obviously carrying a child. At that time she wasn’t your MSc? supposed to be married while working for a govern- ment organisation at the level she was. So she had either H: First of all, there was a reasonable amount of research been living in sin or she had married and disobeyed in the University of Sydney in those days, but in the the law. She left CSIRO [Commonwealth Scientific and 1970s and also much in the 1960s too, I think ANU Industrial Research Organisation] shortly before I was was the strongest place in Australia to do research in born, but the chief of the organisation was very keen probability and statistics. I remember my professor at to have her back if she wanted to return after I was born. the University of Sydney recommended that I go there I remember that my mother made quite a few visits to if I could. I was motivated to work in probability largely research facilities (radio-telescopes) when I was very because of a course I had at the University of Sydney young. And I used to be minded by two of the secre- in my fourth year. I was one of only two people who taries in the division, Sally and Sylvia, while my mother started off in the honours program in statistics. There went off to look at the telescopes. So I have a strong was a young woman who started with me, but my recollection in my fairly young years of strong connec- memory is that she dropped out at the end of the first tions to physics. That stayed with me throughout my term. I didn’t see her any more after that. I was really life. It led me to want to do a degree in physics and go by myself. With the exception of only one professor I on to become a theoretical physicist. But I found that had no lectures. He insisted in giving me an ordinary as an undergraduate in the University of Sydney I was lecture with me sitting in the classroom by myself. The put off a little by the teaching there. I remember that others I worked with only in terms of a reading Bob May (Sir Robert May), who probably had visited program. There was a young man, a logician from pure IMS [Institute for Mathematical Sciences] here, gave mathematics, who was interested in learning probability the first lecture. But he was extremely busy and only for various reasons. He and I and Malcolm Quine, who gave the first lecture in my undergraduate physics was my lecturer, took turns each to give one of 3 lectures course in first year and he didn’t give any more lectures, every week from Kai Lai Chung’s book A Course in unfortunately. From that point, things went downhill, Probability Theory. I was really taken by that book; I at least as far as I was concerned. Despite my mother’s loved it. He wrote that book in a very personal way; influence, which was really very benign, [there was] many of his own passions show through. I was infected never any pressure. I determined in second, third and by that but I think other people who perhaps don’t see fourth year that I would just do as much mathematics things the way that he or I do probably find it a bit of as I could, and I dropped physics, chemistry and biology a nuisance that his book is so personal and so passionate, at the end of first year. which is not usual in an undergraduate textbook like that. But for me it really was an eye-opener. It enthused I: Was she disappointed you didn’t follow up with me tremendously about probability and that book is physics? the main reason that I went on to do postgraduate work in probability. H: No, both my parents (you couldn’t wish to have better parents) were very encouraging of me and my I: I notice that you obtained your Master’s (from sister, but they never put any pressure on us in any way Australian National University) and DPhil (from except perhaps I remember … my sister became an Oxford University) practically at the same time. How artist, but in order to get into technical college she had did that come about? to pass mathematics and science at a reasonable level. She’s extremely intelligent and got through these H: I guess that in about the middle of 1973 when I was subjects just on this basis. I think that she did almost halfway through my fourth year as undergraduate, I no work. My mother was a bit concerned that she decided I wanted to go on to do research in probability pushed Fiona (my sister) a little harder than she would theory. That meant getting a scholarship to do a PhD. normally do, simply to ensure that she got the passes I used to go up to an office in the University of Sydney at the level needed in order to go to college to study art, and go through the files they had on various scholar- which is what she did. ships you could apply for. I went up there once a week 16 December 2016, Volume 6 No 2 Asia Pacific Mathematics Newsletter because throughout the second part of the year they those days to pay for the postage, I thought I would were getting more and more notices. So I used to write save myself the trouble — I thought I would never get to some of these places to apply for scholarships. I these scholarships open to people in all fields from applied for entry into several US universities; I Australia and New Zealand.