Normals (LAMN). This his colleagues, and he had a good teacher. Despite his
theory has many applica- a wonderful (and very dry) achievements, he remained a
tions to statistical inference sense of humor. His intel- very simple person, a quality
in stochastic processes. Many lect was enormous—he was that I truly admire.”
people discovered his work one of those rare people able – T. S. S. R. K. Rao,
and its relevance to their to construct very techni- ISI Bangalore
problems more than 10 years cal, intricate proofs without
after the thesis was written. benefit of pen and paper. “Jegan was a very special
One of the main techniques He was a familiar sight pac- person and a brilliant man
was martingale CLT. An ing slowly up and down the with an enormous capac-
offshoot was a series of three Mason Hall corridor in deep ity to understand complex
papers (one with Le Cam) thought until he had some- problems. He made a huge
on the subject, exploring thing worked out. I am con- contribution to asymptotic
Jeganathan
necessary conditions for vinced that he had an entire theory in general and time
the CLT. Later, Jeganathan manuscript finished in his series asymptotics in par-
for 19 years, returning to
began to apply Le Cam-type head before he ever commit- ticular. Over the last two
India in 2002 and serv-
asymptotics to the time series ted anything to paper. He decades, we became good
ing at ISI Bangalore from
setting. He had a beautiful was quite remarkable; he’ll friends and close working
2002–2009.
result on the unit root case be greatly missed by those colleagues. We still have
Jegan was an extraordi-
by developing LAN theory who knew him personally unfinished projects. He last
narily gifted mathematical
in this context. Later, he and by the countless others visited Yale in August, and
statistician, and his unique
introduced new notions of who know him through his we were in regular email
talents were recognized early
optimality to cover other extraordinary body of work.” contact. He will be greatly
by his mentors, including
complex time series prob- – Robb Muirhead, missed by the econometrics
Jayanta Ghosh and Lucien
lems. Toward the end of his University of Michigan community as a wonderful
Le Cam. He came from
tragically short life, he had colleague; an original mind;
the old school and believed
worked on local times to “Jeganathan and I joined ISI and a caring, gifted man.”
in publishing only his best
settle conjectures due to Peter Kolkata as research scholars – Peter Phillips,
work. So, while the number
Phillips in econometrics. He in the mid 70s. In a few Yale University
of his publications is not
also was interested in deci- years, it was clear to sev-
large, all are substantial. His
phering the numerals found eral of us that not only was
Obituary
contributions to asymptotic
in the ruins of the (prehistor- Jeganathan a serious person,
theory and time series are
ic) Harappan civilization in but that he was also going
Barry H. Margolin
truly fundamental.
ancient India (now India and to produce an exceptionally
Barry H. Margolin, 66, passed
He is survived by his wife,
Pakistan). He had published brilliant piece of work for his
away January 28, 2009. A
Anbarasi, and two daughters,
a very interesting paper on PhD. Twelve years after he
graduate from City College in
Vidhya and Dhivya. You can
this topic. When we met last left ISI, I again had personal
New York, he earned his PhD
contact the family by writ-
year at ISI, he said he had interactions with him when
in statistics from Harvard
ing to Anbarasi Jeganathan,
found interesting similarities I had a summer visiting posi-
University. He was a faculty
50/32 PMG Street, Kambam,
with the Babylonian seals tion at Ann Arbor in 1994.
member in the Department
Theni District, Tamil Nadu –
and thought the similari- He picked me up at the
of Statistics at Yale University
6225516, India.
ties suggested both civiliza- Detroit Airport, and I could
and, in 1977, moved to
tions were rooted in a more immediately see that 12 years
North Carolina, where he was
Jegan According to
ancient civilization that he in the [United States] had
head of the statistical method-
Friends
could not identify.” brought very little change.
ology section at the National
– Jayanta Ghosh I stayed with his family for
“I consider Jeganathan one
Institute of Environmental
nearly three weeks before
of the deepest thinkers and
Health Sciences in Research
“I was very saddened to finding a place to stay. He
most technically adept of his
Triangle Park.
hear of Jegan’s death. What and his family were excep-
generation. … His work will
Eventually, Margolin
a huge loss for the statistics tionally nice to me during my
have lasting influence.”
joined the faculty of
community. He and I were stay in Ann Arbor. Around
– Lucien Le Cam
The University of North
colleagues at Michigan for 1998–1999, he expressed
Carolina School of Public
16 years, and he was the interest in permanently
“In his thesis, Jeganathan
Health as professor and
essence of what it means returning to India, and we
extended much of Le Cam’s
chair of the Department of
to be a gentleman and were fortunate he chose ISI
LAN asymptotic theory
Biostatistics. Until his retire-
a scholar. He was kind, Bangalore for this move. In
to what he called Locally
ment in 1997, he served
thoughtful, and gracious his death, the institute has
as director of the biosta-
Asymptotically Mixture of
to graduate students and lost a brilliant researcher and
tistics facility at the UNC
MARCH 2009 AMSTAT NEWS 53
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