A Conversation with Chris Heyde

Abstract

Born in Sydney, Australia, on April 20, 1939, Chris Heyde shifted his interest from sport to mathematics thanks to inspiration from a schoolteacher. After earning an M.Sc. degree from the University of Sydney and a Ph.D. from the Australian National University (ANU), he began his academic career in the United States at Michigan State University, and then in the United Kingdom at the University of Sheffield and the University of Manchester. In 1968, Chris moved back to Australia to teach at ANU until 1975, when he joined CSIRO, where he was Acting Chief of the Division of Mathematics and Statistics. From 1983 to 1986, he was a Professor and Chairman of the Department of Statistics at the University of Melbourne. Chris then returned to ANU to become the Head of the Statistics Department, and later the Foundation Dean of the School of Mathematical Sciences (now the Mathematical Sciences Institute). Since 1993, he has also spent one semester each year teaching at the Department of Statistics, Columbia University, and has been the director of the Center for Applied Probability at Columbia University since its creation in 1993.

Chris has been honored worldwide for his contributions in probability, statistics and the history of statistics. He is a Fellow of the International Statistical Institute and the Institute of Mathematical Statistics, and he is one of three people to be a member of both the Australian Academy of Science and the Australian Academy of Social Sciences. In 2003, he received the Order of Australia from the Australian government. He has been awarded the Pitman Medal and the Hannan Medal. Chris was conferred a D.Sc. honoris causa by University of Sydney in 1998.

Chris has been very active in serving the statistical community, including as the Vice President of the International Statistical Institute, President of the Bernoulli Society and Vice President of the Australian Mathematical Society. He has served on numerous editorial boards, most notably as Editor of Stochastic Processes and Their Applications from 1983 to 1989, and as Editor-in-Chief of Journal of Applied Probability and Advances in Applied Probability since 1990.

His research has spanned almost all areas of probability and statistics, ranging from random walks to branching processes, from martingales to quasi-likelihood inference, from genetics to option pricing, from queueing theory to long-range dependence. He has edited twelve books, and authored or co-authored three books, I. J. Bienaymé: Statistical Theory Anticipated (1977), with E. Seneta, Martingale Limit Theory and Its Application (1980), with P. Hall, and Quasi-Likelihood and Its Applications (1977). Chris Heyde has been an outstanding citizen and leader of the probability and statistics research community.

The interview ranges over his education in Australia, moves to the USA and the UK, return to Australia, appointment at Columbia, major research contributions, and professional society and editorial activities. It ends with a look forward in time and some concerned comments about the future for statistics departments.