  On an exquisite March day in 2006, David Brillinger and Richard Davis sat
down with Murray and Ady Rosenblatt at their home in La Jolla, California for
an enjoyable day of reminiscences and conversation. Our mentor, Murray
Rosenblatt, was born on September 7, 1926 in New York City and attended City
College of New York before entering graduate school at Cornell University in
1946. After completing his Ph.D. in 1949 under the direction of the renowned
probabilist Mark Kac, the Rosenblatts' moved to Chicago where Murray became an
instructor/assistant professor in the Committee of Statistics at the University
of Chicago. Murray's academic career then took him to the University of Indiana
and Brown University before his joining the University of California at San
Diego in 1964. Along the way, Murray established himself as one of the most
celebrated and leading figures in probability and statistics with particular
emphasis on time series and Markov processes. In addition to being a fellow of
the Institute of Mathematical Statistics and American Association for the
Advancement of Science, he was a Guggenheim fellow (1965--1966, 1971--1972) and
was elected to the National Academy of Sciences in 1984. Among his many
contributions, Murray conducted seminal work on density estimation, central
limit theorems under strong mixing, spectral domain methods and long memory
processes. Murray and Ady Rosenblatt were married in 1949 and have two
children, Karin and Daniel.
