David Williams FRS is a Welsh mathematician who works in

probability theory Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set ...

Biography

David Williams was born at

Gorseinon Gorseinon is a town within the City and County of Swansea, Wales, near the Loughor estuary. It was a small village until the late 19th century when it grew around the coal mining and tinplate industries. It is situated in the north west of Sw ...

, near Swansea, 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 the ...

, winning a mathematics scholarship to

Jesus College, Oxford Jesus College (in full: Jesus College in the University of Oxford of Queen Elizabeth's Foundation) is one of the constituent colleges of the University of Oxford in England. It is in the centre of the city, on a site between Turl Street, Ship S ...

, and went on to obtain a

DPhil A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields. Because it is ...

under the supervision of

David George Kendall David George Kendall FRS (15 January 1918 – 23 October 2007) was an English statistician and mathematician, known for his work on probability, statistical shape analysis, ley lines and queueing theory. He spent most of his academic li ...

and Gerd Edzard Harry Reuter, with a thesis titled ''Random time substitution in Markov chains''. He held posts at the Stanford University (1962–63),

University of Durham Durham University (legally the University of Durham) is a collegiate university, collegiate public university, public research university in Durham, England, Durham, England, founded by an Act of Parliament in 1832 and incorporated by royal charte ...

University of Cambridge The University of Cambridge is a public collegiate research university in Cambridge, England. Founded in 1209 and granted a royal charter by Henry III in 1231, Cambridge is the world's third oldest surviving university and one of its most pr ...

(1966–69), and at

Swansea University Swansea University ( cy, Prifysgol Abertawe) is a public university, public research university located in Swansea, Wales, United Kingdom. It was chartered as University College of Swansea in 1920, as the fourth college of the University of Wales. ...

(1969–85), where he was promoted to a

personal chair Academic ranks in the United Kingdom are the titles, relative seniority and responsibility of employees in universities. In general the country has three academic career pathways: one focused on research, one on teaching, and one that combines th ...

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 (Virgil, Georgics II) , mottoeng = Learn the culture proper to each after its kind , established = 1886 (Merchant Venturers Technical College) 1960 (Bristol College of Science and Technology) 1966 (Bath University of Technology) 1971 (univ ...

. In 1999, he returned to Swansea University, where he currently holds a Research Professorship. Williams's research interests encompass

Brownian motion Brownian motion, or pedesis (from grc, πήδησις "leaping"), is the random motion of particles suspended in a medium (a liquid or a gas). This pattern of motion typically consists of random fluctuations in a particle's position insi ...

diffusion Diffusion is the net movement of anything (for example, atoms, ions, molecules, energy) generally from a region of higher concentration to a region of lower concentration. Diffusion is driven by a gradient in Gibbs free energy or chemica ...

Markov process A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happe ...

es, martingales and Wiener–Hopf theory. Recognition for his work includes being elected Fellow of the

Royal Society The Royal Society, formally The Royal Society of London for Improving Natural Knowledge, is a learned society and the United Kingdom's national academy of sciences. The society fulfils a number of roles: promoting science and its benefits, re ...

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. 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