Peter Brockwell passed away peacefully on July 5 in Melbourne, surrounded by his family. He was a faculty member in the Statistics Department for several decades, until his retirement, including an appointment as the department chair. His research helped solidify the reputation of the department as a leading center for research in applied probability, stochastic processes and time series analysis.

Peter Brockwell received his Ph.D. in 1967 from the Australian National University. His early work was mostly in applied probability, including birth and death and storage processes. Later on, his work centered around inference for continuous time stochastic processes, especially on continuous time ARMA models. He is particularly well-known for his ground-breaking work on embedding discrete time processes into continuous time ARMA models and inference for CARMA models driven by Levy noise.

Professor Brockwell’s books with Richard Davis, “Time series: theory and methods” and “Introduction to time series and forecasting” helped educate two generations of researchers and students, and are to this day gold standards of reference in time series analysis.

Peter Brockwell and his wife shared their time between Australia and Colorado. In Fort Collins, Peter enjoyed hikes and bike rides along the Poudre River. Peter was kind and insightful, always ready to share his wisdom and experience with younger colleagues. He is dearly missed by those who had the privilege to know him and learn from him.