David Williams (mathematician)

David Williams 1975

David Williams (* 1938 in Gorseinon near Swansea ) is a British mathematician who deals with probability theory.

Live and act

Williams studied at Oxford University (Jesus College), where he received his doctorate in 1962 under David George Kendall (and Harry Reuter ) ( Random time substitutions in Markov chains ). He then was at Stanford University in 1962/63 , then at the University of Durham and from 1966 to 1969 at Cambridge University . 1969 to 1985 Williams was professor at Swansea University and from 1985 professor of mathematical statistics at Cambridge University. From 1987 to 1991 he was director of the statistics laboratory there. From 1992 he was professor at the University of Bath and from 1999 again professor at the University of Swansea.

In 1994 he received the Pólya Prize . In 1984 he became a Fellow of the Royal Society, particularly for pioneering work in the field of the construction problem of Markov chains and for his work on the decomposition of Brownian motion .

Fonts (selection)

as an author

• together with Leonard C. Rogers Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library). 2nd ed. CUP, Cambridge 2008, ISBN 978-0-521-77594-6 (2 vol., EA Chichester 1979).
• Probability with martingales (Cambridge Mathematical Textbooks). Cambridge University Press, Cambridge 2012, ISBN 978-0-521-40605-5 (EA Cambridge 1991).
• Weighing the odds. A course in probability and statistics . Cambridge University Press, Cambridge 2004, ISBN 0-521-80356-X (EA Cambridge 2001)

as editor

• together with JCR Hunt, Owen M. Phillips: Turbulence and stochastic processes. Kolmogorov's ideas 50 years on . Royal Society, London 1991, ISBN 0-85403-441-2 .

Individual evidence

1. ^ Mathematics Genealogy Project
2. ^ Document EC / 1984/38 in the Archives of the Royal Society , London