David Williams
FRS is a Welsh mathematician who works in
probability theory.
Biography
David Williams was born at
Gorseinon, near
Swansea
Swansea (; cy, Abertawe ) is a coastal city and the second-largest city of Wales. It forms a principal area, officially known as the City and County of Swansea ( cy, links=no, Dinas a Sir Abertawe).
The city is the twenty-fifth largest in ...
, Wales, and educated at
Gowerton Grammar School
Gowerton ( cy, Tregŵyr) is a large village and community, about 4 miles north west of Swansea city centre, Wales. Gowerton is often known as the gateway to the Gower Peninsula. Gowerton's original name was Ffosfelin. The village falls within ...
, winning a mathematics scholarship to
Jesus College, Oxford, and went on to obtain a
DPhil under the supervision of
David George Kendall and
Gerd Edzard Harry Reuter Gerd or GERD may refer to:
* Gerd (given name), a list of people with the given name or nickname
* Gerd (moon), a moon of Saturn
* Gerd Island, South Orkney Islands, Antarctica
* Gastroesophageal reflux disease, a chronic symptom of mucosal damage ...
, with a thesis titled ''Random time substitution in Markov chains''.
He held posts at the
Stanford University
Stanford University, officially Leland Stanford Junior University, is a private research university in Stanford, California. The campus occupies , among the largest in the United States, and enrolls over 17,000 students. Stanford is consider ...
(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
, 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
The London Mathematical Society (LMS) is one of the United Kingdom's learned societies for mathematics (the others being the Royal Statistical Society (RSS), the Institute of Mathematics and its Applications (IMA), the Edinburgh Mathematical S ...
's
Pólya Prize in 1994.
One of his main discoveries is the decomposition of Brownian paths with respect to their maximum.
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
Notes
References
*
External links
*
{{DEFAULTSORT:Williams, David
20th-century British mathematicians
21st-century British mathematicians
Alumni of Jesus College, Oxford
Fellows of the Royal Society
Living people
People from Swansea
Probability theorists
Welsh mathematicians
Year of birth missing (living people)
People educated at Gowerton Grammar School
Stanford University Department of Mathematics faculty
Academics of Durham University
Academics of Swansea University
Professors of the University of Cambridge
Academics of the University of Bath