Fellows Detail

Professor Chris Heyde AM

HEYDE, Christopher C., AM, BSc (Sydney), MSc (Sydney), PhD (ANU), DSc (ANU), HonDSc (Sydney), FAA. 2003. Panel B.

Elected: 2003

Discipline: Statistics

Date of Passing: 06/03/2008

Obituary:

Chris Heyde, a prominent professor of statistics and probability at Columbia and the Australian National University died on 6 March 2008. The cause of death was metastatic melanoma. He was 68.

Heyde was born in Sydney in 1939 and earned his doctorate at the Australian National University (ANU). His academic career took him to Michigan State, the University of Sheffield, the University of Manchester, and back to Australia, where he worked at the Commonwealth Scientific and Research Organisation (CSIRO) and taught at ANU and the University of Melbourne. He joined the Columbia faculty in 1993; each year since then, he spent the north American autumn semester at Columbia and the rest of the year in Australia.

His research in probability and statistics ranged from rates of convergence, martingales, and applied probability modeling to inference for stochastic processes, limit theory, and quasi-likelihood. ‘Professor Heyde spanned boundaries through his research, professional contributions, and work across continents’, said Department of Statistics Chair David Madigan, ‘his research crossed traditional boundaries between probability and statistics, and between theory and applications’. Heyde was co-author (with Peter Hall) of Martingale Limit Theory and its Application, published in 1982, which introduced a generation of researchers to powerful techniques for the analysis of statistical methodology. The book used advanced mathematical ideas to address fundamental questions in the theory of statistics, a theme of much of his work, including his 1997 book Quasi-Likelihood and its Applications. Much of his theoretical work emerged from shortcomings he discovered in the course of working on applied problems; he strived to avoid assumptions that underlie traditional methods. His applied work included problems in population dynamics and, more recently, the analysis of financial data. Heyde was particularly interested in phenomena that exhibit long memory and heavy tails. ‘In areas as diverse as climate change, Internet traffic, and financial volatility, the influence of an event can persist for long periods; such systems are said to have long memory’, said Columbia Professor Steven Kou, statisticians use heavy tails to describe phenomena in which extreme events are less rare than might otherwise be expected. Chris was a strong advocate for addressing these kinds of problems’. In addition to his work in probability and statistics, Heyde was recognised for his research on the history of statistics, including his book Bienayme:Statistical Theory Anticipated, co-authored with Eugene Seneta, which chronicled the forgotten contributions of a nineteenth century mathematician.

Heyde’s scientific contributions were recognised with numerous awards, including the Pitman Medal in 1988, the Hannan Medal in 1994, and the Thomas Rankin Lyle medal. At the time of his death, he was one of only three people named to both the Australian Academy of Science and the Australian Academy of Social Sciences. In 2003, he was appointed a Member of the Order of Australia. This is a highly regarded Australian award for leadership and achievement.

Throughout his career, Heyde was dedicated to the advancement of his field as well as his own research. His professional leadership emerged early with his appointment as head of the department at Manchester, just four years after he completed his doctorate. He later chaired departments at Melbourne and ANU. He was Acting Division Chief of the Division of Mathematics and Statistics at CSIRO, and later served as Foundation Dean of the School of Mathematical Sciences at ANU. His leadership positions in professional societies included terms as Vice President of the International Statistical Institute, President of the Bernoulli Society, and Vice President of the Australian Mathematical Society. He served as Editor of Stochastic Processes and Their Applications from 1983 to 1989, and as Editor-in-Chief of the Journal of Applied Probability and Advances in Applied Probability from 1990 until his death. Chris was a mentor and advisor to a generation of researchers. ‘His great knowledge and experience made beginning research a wonderful, confidence-building experience’, said Iain Johnstone, Professor at Stanford University.

Chris's impact helped to place Australia on the international map in probability and statistics. ‘His frontier-leading research made him visible on the international stage, like no other Australian probabilist or statistician before or since. This lent significant stature to the country, and helped all Australians working in probability and statistics to be taken seriously overseas’ said Professor Peter Hall of the University of Melbourne. ‘I remember being particularly grateful, on several occasions, for this aspect of Chris's work as a pioneer’.

Heyde joined the faculty at Columbia in 1992 where he played a pivotal role in the development of the Statistics Department. ‘His arrival at Columbia came at a critical time for the Department, and his efforts, unstinting even throughout his illness, were crucial to our growth’, said Columbia Professor Daniel Rabinowitz. He was a consistent champion for new ideas and new opportunities for constructive collaboration. As director of Columbia’s Center for Applied Probability (CAP) he brought together faculty from engineering, business, mathematics and statistics, and created an international network of scholars interested in random phenomena. Columbia Professor Karl Sigman said: ‘CAP has helped make Columbia one of the most prominent institutions in applied probability, and we owe a great debt of gratitude to Chris Heyde for his dedicated work in helping to build the center’.

 

From the Department of Statistics, Columbia University website.

Contact

Contact Information

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