Ruth J. Williams

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Ruth Jeanette Williams (born March 7, 1955 in Australia) is an Australian - American mathematician.

Life

Williams studied at the University of Melbourne with a bachelor's degree in 1976 and a master's degree in 1978 and received his doctorate in 1983 with Kai Lai Chung at Stanford University (PhD thesis Brownian Motion in a Wedge with Oblique Reflection at the Boundary ). As a post-doctoral student she was at the Courant Institute and from 1984 she was Assistant Professor and later Professor at the University of California, San Diego . There she is Charles Lee Powell Professor of Mathematics and is a Distinguished Professor.

plant

She deals with probability theory and stochastic processes, including the theory of reflective Brownian motion in polygon domains, which is used as an approximation for queuing networks. She worked with Maury Bramson to prove limit theorems for multi-class queue networks with high traffic loads. She developed hydrodynamic and diffusion approximations for the analysis and control of stochastic networks, including those that are described by stochastic processes with values ​​in measure. She also deals with the stochastic analysis of complex networks in systems biology and in connection with the Internet.

Awards and memberships

She is a member of the National Academy of Sciences , the American Academy of Arts and Sciences , the American Association for the Advancement of Science , the American Mathematical Society , the Institute of Mathematical Statistics, and the Institute for Operations Research and the Management Sciences. In 1988 she was a Sloan Research Fellow , and in 1987 she received the Presidential Young Investigator Award from the National Science Foundation. In 2011/12 she was President of the Institute of Mathematical Statistics. She is an honorary doctorate from La Trobe University and is a fellow of St. Hilda's College at the University of Melbourne.

In 2016 she and Martin I. Reiman received the John von Neumann Theory Prize . In 1998 she was invited speaker at the International Congress of Mathematicians in Berlin ( Reflecting Diffusions and Queuing Networks ). In 2007 she received the INFORMS Applied Probability Society's Best Publication Award with Amber Puha and H. Christian Gromoll.

From 1988 to 1996 she was Associate Editor of the Annals of Probability . From 1997 she was co-editor of the Annals of Applied Probability and from 1996 of the SIAM J. of Applied Mathematics.

Fonts

  • with Kai L. Chung: Introduction to Stochastic Integration, Birkhäuser, 1983, 2nd edition 2011
  • Introduction to the mathematics of finance, Graduate Studies in Mathematics 72, American Mathematical Society (Providence, RI), 2006
  • with HC Gromoll, AL Puha: The fluid limit of a heavily loaded processor sharing queue, Ann. Appl. Probab., Vol. 12, 2002, pp. 797-859
  • with SRS Varadhan : Brownian motion in a wedge with oblique reflection, Comm. Pure Appl. Math., Vol. 38, 1985, pp. 405-443
  • with M. Bramson: Two workload properties for Brownian networks, Queuing Syst., Volume 45, 2003, pp. 191-221.
  • with W. Kang, FP Kelly, NH Lee: Fluid and Brownian approximations for an Internet congestion control model, Proceedings of the 43rd IEEE Conference on Decision and Control, December 2004, pp. 3938- 3943
  • Brownian models of multiclass queuing networks, Proceedings 29th IEEE Conference on Decision and Control, December 1990, pp. 573-574

Web links

Individual evidence

  1. ↑ Life and career data according to Pamela Kalte u. a., American Men and Women of Science, Thomson Gale 2004
  2. ↑ Ruth J. Williams in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
personal data
SURNAME Williams, Ruth J.
ALTERNATIVE NAMES Williams, Ruth Jeanette
BRIEF DESCRIPTION Australian-American mathematician
DATE OF BIRTH March 7, 1955
PLACE OF BIRTH Australia