David Williams (mathematician)


David Williams (mathematician)
David Williams

Williams (1975)
Born Gower Peninsula, U.K.
Institutions University of Stanford
University of Durham
University of Cambridge
University College of Swansea
University of Bath
Alma mater Jesus College, Oxford
Doctoral advisor D. G. Kendall and G. E. H. Reuter
Doctoral students Martin Barlow
Martin Baxter
Simon Harris

David Williams is a Welsh mathematician who works in probability theory.

He was educated at Gowerton Grammar School, winning a mathematics scholarship to Jesus College, Oxford, and went on to obtain a DPhil under the supervision of D. G. Kendall and G. E. H. Reuter.

He held posts at the Stanford University (1962–63), University of Durham, University of Cambridge (1966–69) and Swansea University (1969–85), where he was promoted to a personal chair in 1972. In 1985 he was elected to the Professorship of Mathematical Statistics, University of Cambridge, where he remained until 1992, serving as Director of the Statistical Laboratory between 1987 and 1991.[1] Following this, he held the Chair of Mathematical Sciences jointly with the Mathematics and Statistics Groups at the University of Bath; he returned to Swansea in 1999, where he currently holds a Research Professorship.

Williams's research interests encompass Brownian motion, diffusions, Markov processes, martingales and Wiener–Hopf theory. Recognition for his work includes being elected Fellow of the Royal Society in 1984, where he was cited for his achievements on the construction problem for Markov chains and on path decompositions for Brownian motion,[2] and being awarded the London Mathematical Society's Pólya Prize in 1994.[3]

He is the author of Probability With Martingales and Weighing the Odds, and co-author (with L. C. G. Rogers) of both volumes of Diffusions, Markov Processes and Martingales.

Notes

  1. ^ Whittle, Peter (1993, Revised 2001). "1985–92 Martingales and the Mabinogion". A Realised Path: The Cambridge Statistical Laboratory up to 1993. University of Cambridge. http://www.statslab.cam.ac.uk/History/2history.html#8. Retrieved 2008-01-24. 
  2. ^ "Williams, David". Library and Archive catalogue. The Royal Society. http://royalsociety.org/DServe/dserve.exe?dsqIni=Dserve.ini&dsqApp=Archive&dsqCmd=Show.tcl&dsqSearch=RefNo=='EC/1984/38'&dsqDb=Catalog. Retrieved 2008-01-24. [dead link]
  3. ^ "LMS Prizewinners". London Mathematical Society. http://www.lms.ac.uk/activities/prizes_com/pastwinners.html#polya. Retrieved 2008-01-24. 

References

External links


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