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David Williams (mathematician)

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Alma mater
  
Awards
  
Polya Prize


Role
  
Mathematician

Name
  
David Williams

Notable students
  
Chris Rogers

David Williams (mathematician)

Institutions
  
University of StanfordUniversity of DurhamUniversity of CambridgeUniversity College of SwanseaUniversity of Bath

Thesis
  
Random time substitution in Markov chains (1962)

Doctoral advisor
  
D. G. Kendall and G. E. H. Reuter

Doctoral students
  
Martin BarlowMartin BaxterSimon HarrisChris Rogers

Education
  
Jesus College, Oxford, Gowerton Comprehensive School

Books
  
Probability with martingales, Weighing the odds, Rekindling The Flame Of Christi, Diffusions - Markov processe, Projects in Conservation

Similar People
  
Chris Rogers, David George Kendall, Jorge Luis Borges, Voltaire, Martin T Barlow

Academic advisor
  
David George Kendall

David williams gets shamed into hitting the golden buzzer auditions 6 britain s got talent 2017


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

Contents

David Williams (mathematician) David Williams mathematician YouTube

Biography

David Williams was born at Gorseinon, near Swansea, Wales, and educated at Gowerton Grammar School, winning a mathematics scholarship to Jesus College, Oxford, and went on to obtain a DPhil under the supervision of David George Kendall and Harry Gerd Edzard Reuter, with a thesis titled Random time substitution in Markov chains.

He held posts at the Stanford University (1962–63), University of Durham, University of Cambridge (1966–69), and at 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. Following this, he held the Chair of Mathematical Sciences jointly with the Mathematics and Statistics Groups at the University of Bath.

In 1999 he returned to Swansea University, 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, and being awarded the London Mathematical Society's Pólya Prize in 1994.

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.

Books

  • Diffusions, Markov processes, and martingales, Wiley 1979; 2nd. edn. with L. C. G. Rogers: Diffusions, Markov processes, and martingales, Volume One: Foundations, Wiley 1995; reprinting of 2nd edn. Cambridge University Press 2000
  • with L. C. G. Rogers: Diffusions, Markov processes, and martingales, Volume Two: Itō calculus, Wiley 1988; 2nd edn. Cambridge University Press 2000
  • Probability with martingales, Cambridge Mathematical Textbooks, Cambridge University Press 1991
  • Weighing the Odds: a course in probability and statistics, Cambridge University Press 2001
  • ed. with J. C. R. Hunt, O. M. Phillips: Turbulence and stochastic processes. Kolmogorov´s ideas 50 years on, London, Royal Society 1991
  • References

    David Williams (mathematician) Wikipedia


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