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“But You have to Remember P. J. Daniell of Sheffield” or P ercy D aniell and the British Probability Tradition(s) John Aldrich University of Southampton UK. S é minaire d'Histoire du Calcul des Probabilités et de la Statistique Paris February 2 nd 2007 1.

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“But You have to Remember P. J. Daniell of Sheffield”orPercy Daniell and the British Probability Tradition(s)John AldrichUniversity of SouthamptonUK

Séminaire d'Histoire du Calcul des Probabilités et de la Statistique Paris February 2nd 2007


David kendall on the origins of a british probability tradition
David Kendall onthe origins of a British probability tradition

  • But you have to remember P. J. Daniell of Sheffield.

  • Daniell wrote his major papers in the US in the South—Ithink.

  • Who taught him?

  • Sheffield does not have a portrait.

  • When he went to Sheffield he apparently gave up probability and started working on the design of blast furnaces.


Aims of this talk
Aims of this talk


  • to get the basic facts about Daniell straight and to dispel some of the mystery

    but also

  • to show why Daniell should be considered in the search for a British probability tradition

  • to discuss whether he belongs …

Why consider him
Why consider him?

In books on measure & probability

  • Daniell is often the only 20th century British mathematician to appear.

  • With de Moivre and Bayes he is often the only British mathematician to appear.

Daniell and probability
Daniell and probability

  • “Major papers”

    Daniell integral 1918

    Daniell KolmogorovExtension theorem 1919

  • Two unnoticed papers

    Order statistics 1920

    Dynamic probability 1921

  • Time series contribution

    Daniell window 1946

Percy john daniell 1889 1946 in his 20s
Percy John Daniell (1889-1946) in his 20s?

Main activities
Main activities

  • Theoretical physicist

  • Pure mathematician

  • Control theorist

  • Applied mathematician 7

Percy john daniell 1889 1946
Percy John Daniell (1889-1946)

  • Born 9th of January 1889 in Valparaiso Chile.

  • First child of William and Florence.

  • Family returned to Birmingham in 1895.

  • William's occupation: export merchant's buyer.

Places education employment
Places: education & employment

  • King Edward’s 1900-1907

  • Trinity Cambridge 1907-1911

  • Liverpool 1911-1912

  • Göttingen 1912-1913

  • Rice Institute Houston 1913-1923

  • Sheffield 1923-1946

King edward s and the cambridge connection
King Edward’s and the Cambridge connection England”

  • The school was very successful at getting its pupils into Cambridge

  • Once there they did very well.

“The study of Higher Mathematics in the British Empire is now practically concentrated at Cambridge” The Times

Trinity College: biggest and best

Mathematics tripos part i
Mathematics Tripos Part I now practically concentrated at Cambridge”

  • The first class students wranglers were placed in order of their marks

  • Senior Wrangler, Second Wrangler, Third Wrangler, etc.

  • The order was published

  • Students labelled for life—e.g. Keynes forever 11th Wrangler

Mt part i retrospectives
MT Part I: retrospectives now practically concentrated at Cambridge”

J. E. Littlewood (1905, Senior Wrangler)

  • I wasted my time except for rare interludes.

  • One had to spend two-thirds of the time practising how to solve difficult problems against time.

  • The game we were playing came easily to me and I even felt a satisfaction of a sort in successful craftmanship.

    H. Hassé (1905, 7th Wrangler)

  • the great absence from the teaching—what we now know as analysis.

  • The real mathematician ... will survive the effects of any teaching and of any syllabus.

Daniell last senior wrangler killing a tradition
Daniell Last Senior Wrangler now practically concentrated at Cambridge” “Killing a tradition”

Switch to physics part ii of the natural sciences tripos
Switch to Physics: Part II of the Natural Sciences Tripos now practically concentrated at Cambridge”

  • Teachers: J J Thomson and …

  • First class degree

  • Rayleigh Prize “Diffraction of light for the case of a hole in a plane of perfectly reflecting screen.”

Assistant lecturer in liverpool 1911 2 high wrangler s rite of passage
Assistant Lecturer in Liverpool 1911-2: high wrangler’s rite of passage

W. H. Young (1863-1942) part-time lecturer. Possible influence?

But first to g ttingen for a year on a 1000 travelling fellowship from rice
But first to Mathematics. Göttingen for a year on a $1000 travelling fellowship from Rice

  • “studied under Born and Hilbert”

  • published a paper on relativity with Ludwig Föppl (one of Hilbert’s physics PhDs)

    “On the Kinematics of the Born Rigid Body”

Then to houston
Then to Houston Mathematics.

  • Houston not much more than an overgrown commercial village seventeen hundred miles away from the American metropolis

  • It is hard for an Englishman to realise that the civilisation of the whole of the area west of the Mississippi ... is to all intents and purposes the product of the fifty short years since the civil war

    Julian Huxley "Texas and Academe"

Main colleague Mathematics. Griffith Evans (1887-1973) ass. pro. pure mathematics, integral equations & functionals. Sponsor Volterra.

Daniell s research at rice
Daniell’s research at Rice Mathematics.

Applied maths/ theoretical physics in 1915

  • The Coefficient of End-correction (out of Rayleigh and Cambridge)

  • Rotation of Elastic Bodies and the Principle of Relativity (out of Love and Born)

And then pure mathematics
And then pure mathematics….. Mathematics.

  • 1918 A General Form of Integral (Daniell integral)

  • 1919 Integrals in an Infinite Number of Dimensions (Daniell-Kolmogorov extension theorem)

  • Etc., etc. …

A general form of integral wonderful prospectus
A General Form of Integral: wonderful prospectus Mathematics.

  • [Earlier theories of integration] are based on the fundamental properties of sets of points in a space of a finite number of dimensions. In this paper a theory is developed which is independent of the nature of the elements.

  • They may be points in a space of a denumerable number of dimensions or curves in general or classes of events so far as the theory is concerned.

Integrals in an infinite number of dimensions
Integrals in an Infinite Number of Dimensions Mathematics.

  • No probability application envisaged

  • Daniell did not follow this up…

Where did this work come from
Where did this work come from? Mathematics.

  • Analysis—out of Young, Radon …

  • Strange that Daniell did this work but not strange that somebody did it and did it then.

  • Related work by Evans and a PhD, Hubert Bray.

Unnoticed paper i observations weighted according to order 1920
Unnoticed paper I “Observations Weighted According to Order” 1920

  • “at least thirty years ahead of its time, for it took that long for his major results to be rediscovered.” Stigler.

  • the ordinary average or mean, the median, the discard-average … can all be regarded as calculated by a process in which the measures are multiplied by factors which are function of order.

  • It is the general purpose of this paper to obtain a formula for the mean square deviation of any such expression. The formula may be used to measure the relative accuracies of all such expressions.

Unnoticed paper ii integral products and probability 1921
Unnoticed paper II “Integral Products and Probability” 1921

  • In many problems arising in statistical biology and statistical economics time enters as an indispensable factor.

  • the aim of this paper is to provide a form of analysis suitable for such problems .... The first step in the analysis is a search for some standard formula on which may be built a more complex and general theory.

  • It is found that … a functional equation is satisfied which is expressed in terms of a Stieltjes integral product. ... The Stieltjes integral product itself forms a second nucleus for our paper

Where did it go ? Norbert Wiener (1894-1964) 19211919 Wiener appointed instructor at MIT. 1920-22 Wiener writes 4 papers using the Daniell integral—3 on Brownian motion.1922 and -28 Wiener used Daniell as a referee for jobs.

Daniell wiener
Daniell & Wiener 1921

  • They probably met at the International Mathematical Congress in Strasbourg 1920.

  • They do not refer to each other’s work in probability

  • Their work was very different in intended application and in technique.

Being a prof in england daniell to wiener 1922
Being a prof in England: Daniell to Wiener 1922 1921

  • I wrote to London university my opinion of your suitability for the position and it was partly praise and partly otherwise. That is to say I think highly of your promise as a mathematician but—and, I naturally expect you to disagree with me on this—I feel that you have not yet attained as established a position & have not had as much experience as they try to get for such a position.

  • A professor in England is not merely a man of professorial rank & ability—he is a very active & sometimes autocratic head of a department.

  • I doubt it would be good for you if your application were successful, You would be rather loaded down with work and would most likely get stuck in a rut.

Daniell the 20s and return to england
Daniell—the 20s and return to England 1921

  • 1922 Cambridge ScD

  • 1923 To Sheffield as Professor of Mathematics

  • Analysis research continues but with less intensity through the 20s

Sheffield 1921The city being an important centre of steel, electro-plate, glass, and other manufacturing industries, and in the heart of an extensive coal-mining area, students of Engineering, Metallurgy, Mining, Fuel Technology and Glass technology have exceptional opportunities.

On being a prof continued
On being a prof continued 1921

In 1928 Wiener applied for a chair in Melbourne. Daniell told Wiener

  • It's quite time I did some work myself but a Chair in England involves a great deal of business which is done in America by the office.

The 1930s
The 1930s 1921

  • One publication

    The Theory of Flame Motion, Proceedings of the Royal Society of London, A, 1930

    Related to work for Safety in Mines Research Board in Sheffield.

According to stewart obit
According to Stewart (obit.) 1921

  • Daniell was a prodigious reader of scientific journals and was conversant with the latest developments in Physics, Chemistry and Biology as well as those in most branches of pure mathematics.

  • he seldom gave his undivided attention to the systematic development of particular lines of research and therefore the actual number of his publications does not provide a true measure of his intellectual powers of and activity.

  • Much of his time and energy was expended in advising and assisting research workers in many fields and it was only on rare occasions that he troubled to make a permanent record of his own contributions to the problems involved.

Stewart continued
Stewart continued 1921

  • Lots of university committee work

  • Outside interests included the training of teachers, the Mathematical Association, and to the School Certificate Examination.

    In one of the 5 letters Daniell writes to Mordell saying he can’t make a meeting with Hadamard because of press of school exam business.

Activities in the war
Activities in the War 1921

Teaching continued—intensified in fact.

7 classified papers

  • Mainly on fire-control

  • Daniell worked with Arnold Tustin and Arthur Porter important figures in automatic control after the war

  • Daniell translated American work by Bode and Wiener so that British engineers could understand it.

Arnold tustin and the describing function
Arnold Tustin and the describing function 1921

  • The general method is based on unpublished work of the late Professor P. J. Daniell, who provided an analytical treatment of the effect of backlash of which the present paper is essentially an interpretation in geometrical terms.

    Journal of the IEEE 1947

Porter recalled in 1965
Porter recalled in 1965 1921

  • Daniell's subsequent contributions to servo theory, although not widely known because his reports and memoranda were security classified, were of high significance.

  • Daniell was the first man in Europe to ‘translate’ Norbert Wiener's work on the interpolation and extrapolation of stationary time series

  • Daniell's interpretations of the early Wiener papers on control theory are refreshingly elegant and make a noteworthy contribution to the evolution of control-systems engineering in Britain.

Illness and death stewart obit
Illness and death. Stewart (obit.) 1921

  • The strain of the war years became evident during the summer of 1945 when he was attacked by serious heart trouble.

  • He recovered to some extent and decided to undertake the work of the session 1945-1946, but there seems little doubt that his life would have been prolonged if he had made a different decision.

  • He continued with his many activities in a spirit of great fortitude and determination, but early in May, 1946, he collapsed at his home and died a few weeks later without fully recovering consciousness.

Daniell and the british probability tradition s
Daniell and the British probability tradition(s) 1921

  • The “major papers” were canonised decades after they were written and years after his death.

  • There was, though, one immediate canonisation, commemorated in the eponym, the "Daniell window."

Daniell window rss symposium january 1946 daniell s contribution begins
“Daniell window” 1921RSS Symposium January 1946. Daniell’s contribution begins

  • My absence from this symposium is a grief to me.

  • The work done in America has been based on a fundamental study by N. Wiener of integrals in an infinite number of dimensions, corresponding to the values of the fluctuating quantity at various instants. The work is not behind that of the Russian school in time or importance.

Probability measure comes to britain and daniell becomes known in the 50s 60s
Probability/measure comes to Britain and Daniell becomes known in the 50s/60s.

  • Lévy (1925) knew Wiener’s work and through it Daniell (1918).

  • Doob (1934, 1953) refers to Daniell’s 1919 paper.

  • Stone developed Daniell (1918)

Daniell s style
Daniell’s Style known in the 50s/60s.

  • Daniell did pure maths, applied maths and physics and wrote in the existing style of those subjects.

    By contrast Wiener mixed up the styles

  • “I saw as my habit, a physical and even an engineering application, and my sense of this often determined the images I formed and the tools by which I sought to solve my problems...”

  • “Paley and I attacked the problem of the conditions restricting the Fourier transform of a function vanishing on the half line. This is a sound mathematical problem on its own merits, and Paley attacked it with vigor, but what helped me and did not help Paley was that it is a essentially a problem in electrical engineering.”

Puzzles known in the 50s/60s.

  • Why did he switch to pure mathematics in 1915-18?

  • Why did he stop writing when he went to Sheffield?

As a person
As a person … known in the 50s/60s.

Daniell married Nancy Hartshorne in 1914. They had two daughters, Frances and Mary, and two sons, David and John.

  • Daniell impressed all who came into contact with him by his great integrity of character and his sincerity of purpose.

    He disliked publicity and his tastes were simple. He delighted in good music, in books, in friendly discussion, in country walks and in the quiet pleasures of a happy family life.

    Stewart 1947

  • I have very fond memories of him. He was charming, delightful, low key, modest.

    Arthur Porter phone conversation 20th October 2006

Works by daniell about 50 papers starred items not in stewart s list
Works by Daniell: about 50 papers (Starred items not in Stewart’s list.)

  • *P. J. Daniell (1912) "Diffraction of light for the case of a hole in a plane of perfectly reflecting screen." Rayleigh Prize Essay. P. J. Daniell (1915) The Coefficient of End-correction I, Philosophical Magazine, 30, 137-146. P. J. Daniell (1915) The Coefficient of End-correction II, Philosophical Magazine, 30, 248-256. P. J. Daniell (1915) Rotation of Elastic Bodies and the Principle of Relativity, Philosophical Magazine, 30, 756-761. *P. J. Daniell (1917) Translation of E. Borel's 1911 Inaugural Address "Monogenic Uniform Non-analytic Functions," Rice Institute Pamphlet, 4, No. 1, P. J. Daniell (1917) New Rules of Quadrature, American Mathematical Monthly, 24, 109-112. P. J. Daniell (1917) The Modular Difference of Classes, Bulletin of the American Mathematical Society, 23 446-450. P. J. Daniell (1918) A General Form of Integral, Annals of Mathematics, 19, 279-294. P. J. Daniell (1918) Differentiation with Respect to a Function of Limited Variation, Transactions of the American Mathematical Society, 19, 353-362. P. J. Daniell (1918) Integrals around General Boundaries, Bulletin of the American Mathematical Society, 25, 65-68. P. J. Daniell (1919) A General Form of Green's Theorem, Bulletin of the American Mathematical Society, 25, 353-357. P. J. Daniell (1919) The Derivative of a Functional, Bulletin of the American Mathematical Society, 25, 414-416. P. J. Daniell (1919) Integrals in an Infinite Number of Dimensions, Annals of Mathematics, 20, 281-288. P. J. Daniell (1919) Functions of Limited Variation in an Infinite Number of Dimensions, Annals of Mathematics, 21, 30-38. *P. J. Daniell (1919) 2738: Solution to a Problem posed by W. D. Cairns, American Mathematical Monthly, 26, 321. P. J. Daniell (1920) Further Properties of the General Integral, Annals of Mathematics, 21, 203-220. P. J. Daniell (1920) Stieltjes Derivatives, Bulletin of the American Mathematical Society, 26, 444-448. P. J. Daniell (1920) Stieltjes-Volterra Products, Comptes Rendus du Congrès International des Mathématiciens, 22-30 Septembre 1920 / Publiés par Henry Villat . 1921 P. J. Daniell (1920) Observations Weighted According to Order, American Journal of Mathematics, 42, 222-236. *P. J. Daniell (1921) The Integral and its Generalizations, The Rice Institute Pamphlet, Volume Eight, No. 1. pp. 34-62. P. J. Daniell (1921) Integral Products and Probability, American Journal of Mathematics, 43, 143-162. P. J. Daniell (1921) Two Generalizations of the Stieltjes Integral, Annals of Mathematics, 23, 168--182. *P. J. Daniell (1923) Review of An Introduction to Electrodynamics by Leigh Page. 39. P. J. Daniell (1924) The Setting of a Proposition, Annals of Mathematics, 26, 65-78. P. J. Daniell (1926) Derivatives of a General Mass, Proceedings of the London Mathematical Society, 26, 95-118. P. J. Daniell (1926) Disussion of "Theory of Mine Ventilation," Transactions of the Institute of Mining Engineers, 71, 39-45. P. J. Daniell (1926) Orthogonal Potentials, Philosophical Magazine, 7, 247-258. P. J. Daniell (1927) A Note on Schrödinger's Wave Mechanics, Journal of the London Mathematical Society, 2, 106-108. P. J. Daniell (1928) Transformations of Limited Variation, Proceedings of the London Mathematical Society, 29, 537-555. P. J. Daniell (1928) Stieltjes Derivatives, Proceedings of the London Mathematical Society, 30, 187-192. P. J. Daniell (1929) Boundary Conditions for Correlation Coeffcients, British Journal of Psychology, 20, 190-194. P. J. Daniell (1930) The Theory of Flame Motion, Proceedings of the Royal Society of London, A, 126, 393-405. P. J. Daniell (1940) Ratio Tests for Double Power Series, Quarterly Journal, 2, 183-192. P. J. Daniell (1940) Remainders in Quadrature and Interpolation Formulae, Mathematical Gazete, 24, 238-244. *P. J. Daniell (1942) Analogy between the Interdependence of Phase-shift and Gain in a Network and the Interdependence of Current and Potential Flow in a Conducting Sheet, Report in Servo Panel Library B. 39. *P. J. Daniell (1943) Interpretation and Use of Harmonic Response Diagrams (Nyquist Diagrams) with Particular reference to Servomechanisms, Report No. 1 and pp. 1-12 of Selected Government Research Reports Volume 5: Servomechnisms, London, Her Majesty's Stationery Office 1951. *P. J. Daniell (1944) Operational Methods for Servo Systems, Servo Panel Report S1, July 1944 published as Report No. 2 and pp. 13-33 of Selected Government Research Reports Volume 5: Servomechnisms, London, Her Majesty's Stationery Office 1951. *P. J. Daniell (1944) Digest of Manual on the Extrapolation, Interpolation and Smoothing of Stationary Time Series with Engineering Applications, by Norbert Wiener, OSRD Report 370, Servo Panel Library, p. 47, circa 1944. *P. J. Daniell (1944) Backlash in Reset Mechanisms, C. S. Memo 199, 16 March 1945. *P. J. Daniell (1944) An Explanatory Note on H. W. Bode's Paper on the Relation between Phase-lag and Attenuation (Bell Journal 19 (1940) p. 421), C. S. Memo 201, 21 March 1945. *P. J. Daniell (1946) Contribution to Discussion in the Symposium on Autocorrelation in Time Series, Journal of the Royal Statistical Society, Supplement, 8, 88-90. *Föppl, L. & P. J. Daniell (1913) Zur Kinematik des Bornschen starren Körpers, Nachrichten von der Gesellschaft der Wissenschaften zu Göttingen, Mathematisch-Physikalische Klasse, 519-529.

Production Stewart’s list.)

People who have helped.

  • Birmingham F. J. Daniell

  • Cambridge Jonathan Harrison Jonathan Smith

  • Göttingen Ulrich Krengel

  • Rice Lee Hecht Lisa Moellering

  • Sheffield Helen Mathers Matthew Zawadski

  • MIT Silvia Mejia

  • Physics Scott Walter Andrew Warwick

  • Control engineering Stuart Bennett

If you enjoyed this
If you enjoyed this….. Stewart’s list.)

  • Figures from the History of Probability and Statistics

  • The Mathematics PhD in the UK

  • Probability & Statistics on the Earliest Uses Pages