SUBJECT:

Passing of Professor Emeritus Murray Rosenblatt

It is with sadness that we confirm the passing of Distinguished
Professor Emeritus in the Department of Mathematics Murray Rosenblatt.
He died Wednesday, October 9, 2019, at the age of 93.

Rosenblatt was born September 7, 1926, and grew up in New York City. He
earned his Bachelor of Science degree from the City College of New York
in 1946, and subsequently pursued a PhD in mathematics at Cornell
University between 1946 and 1949. As a graduate student, Rosenblatt took
classes from and interacted with prominent scientists and
mathematicians, including Richard Feynman, Hans Bethe, Philip Morrison,
William Feller, and Mark Kac. The lively Cornell probability community
surrounding Feller and Kac included recent PhDs, Gilbert Hunt and Kai
Lai Chung, and many visitors such as Joseph Doob and Monroe Donsker.
Rosenblatt’s dissertation: “On distributions of certain Wiener
functionals” was written under the direction of Kac and considered
problems related to the now famous Feynman-Kac formula.

After completing his PhD in 1949, Rosenblatt spent one year at Cornell
as a postdoctoral fellow, during which time he and Adylin (Ady) Lipson
married. The couple moved to Chicago in 1950 where Rosenblatt was an
instructor and then assistant professor in the “Committee on Statistics”
as it was then called at the University of Chicago. During a visit of
Ulf Grenander to Chicago in 1951-52, he and Rosenblatt initiated a short
but highly influential collaboration on time series culminating in the
book, “Statistical Analysis of Stationary Time Series” (Wiley, 1957).
This book remains a classic today.

Rosenblatt subsequently held appointments at Columbia University,
Indiana University and Brown University before joining the nascent
Department of Mathematics at the University of California San Diego in
1964. Like other senior faculty recruited to UC San Diego in the early
days of the mathematics department such as Errett Bishop, Adriano
Garsia, and Ronald Getoor, Rosenblatt remained at the university for the
rest of his career. He served as the second department chair after the
founder Stefan “Steve” Warschawski and helped shape the department into
a first-rate mathematics department. He retired from UC San Diego in
1994 and served as president of the Emeriti Association in 2003.
Rosenblatt remained active in research for many years after his
retirement with his last paper appearing when he was 89.

For much of his career, Rosenblatt had an interest in applications of
mathematics, especially in the physical and earth sciences. He was
always eager to discuss mathematics and science with colleagues, even in
his final years. In this spirit, in 2016, the Murray and Adylin
Rosenblatt Endowed Lecture Series in Applied Mathematics was initiated
at UC San Diego featuring expository lectures on mathematics and
statistics problems in areas of application.

Rosenblatt was one of the leading figures in probability and statistics
in the last half of the 20th century, particularly in the areas of time
series, Markov processes, and nonparametric function estimation. Among
his many contributions, he conducted seminal work on density estimation,
central limit theorems under strong mixing conditions, spectral domain
methods, and long memory processes. During his long and distinguished
career, he published over 150 papers and five books. The Rosenblatt name
has been attached to two notable concepts. The Rosenblatt
Transformation, which stems from a 1952 paper with the modest title,
“Remarks on a multivariate transformation,” has become a much used
procedure for testing goodness of fit for multivariate distributions.
In his 1961 paper titled, “Dependence and Independence,” Rosenblatt
produced a simple time series with long memory that exhibits a
non-central limit theorem in that a non-Gaussian distribution arises as
the limit of normalized sums of the dependent random variables in the
series. The limit distribution has become known as the Rosenblatt
distribution and related long memory limit stochastic processes have
been called Rosenblatt processes.

Rosenblatt received many recognitions for his outstanding research. He
was a Fellow of the American Association for the Advancement of Science,
the American Mathematical Society, the Institute of Mathematical
Statistics, the Society for Industrial and Applied Mathematics, a
Guggenheim Fellow, an Overseas Fellow of Churchill College, Cambridge
UK, and was elected as a member of the National Academy of Sciences. In
1970 he delivered the Wald Lectures, the most prestigious lecture series
of the Institute of Mathematical Statistics.

Twenty-two students earned their PhDs under Rosenblatt’s direction—14 of
them were at UC San Diego—and many went on to successful academic
careers. One of his former students, Richard Davis, now professor of
statistics at Columbia University, recalled recently, “He was there for
his students with great encouragement and support. Together, Murray and
Ady served as surrogate parents to many of Murray’s students.” Sadly,
Ady passed away in 2009. Rosenblatt is survived by his daughter, Karin
Rosenblatt of Champaign, Ill., and his son, Daniel Rosenblatt of Live
Oak, Tex.

Those wishing to honor Rosenblatt’s memory are asked to donate to either
the “Murray and Adylin Rosenblatt Endowed Lecture Series in Applied
Mathematics” at UC San Diego or to “Celebratio Mathematica” an
open-access scholarly publication of the non-profit Mathematical
Sciences Publishers (MSP), which is producing a web-based collections
volume honoring the work of Professor Murray Rosenblatt. Donations to
the Rosenblatt Lecture Series can be made online at:
https://bit.ly/34kmnFX or by check made payable to UC San Diego Foundation
(note F-2714 on the memo line), or to Celebratio Mathematica at MSP by check
(instructions at https://msp.org/publications/helpcelebratio/). Please
include a notation that the donation is in memory of Murray Rosenblatt.

A memorial service will be held on Friday, November 1, 1:00 p.m. at El
Camino Memorial Park, 5600 Carroll Canyon Rd., San Diego, with burial to
follow.

Steven Boggs Dean, Division of Physical Sciences Lei Ni Professor and Chair, Department of Mathematics