David Williams (mathematician)
David Williams  

File:David Williams (mathematician).jpg
Williams (1975)


Born  Gower Peninsula, Swansea, U.K. 
Institutions  University of Stanford University of Durham University of Cambridge University College of Swansea University of Bath 
Alma mater  Jesus College, Oxford 
Thesis  Random time substitution in Markov chains (1962) 
Doctoral advisor  D. G. Kendall and G. E. H. Reuter 
Doctoral students  Martin Barlow Martin Baxter Simon Harris Chris Rogers 
David Williams FRS is a Welsh mathematician who works in probability theory.
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.^{[1]}
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.^{[2]} 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,^{[3]} and being awarded the London Mathematical Society's Pólya Prize in 1994.^{[4]}
He is the author of Probability With Martingales and Weighing the Odds, and coauthor (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;^{[5]} 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
 ↑ Index to Theses
 ↑ Whittle, Peter (2001) [1993]. "1985–92 Martingales and the Mabinogion". A Realised Path: The Cambridge Statistical Laboratory up to 1993. University of Cambridge. Retrieved 20080124.
 ↑ "Williams, David". Library and Archive catalogue. The Royal Society. Retrieved 20080124.^{[dead link]}
 ↑ "LMS Prizewinners". London Mathematical Society. Retrieved 20080124.
 ↑ Falkner, Neil (1997). "Review: Diffusions, Markov processes, and martingales, Volume One: Foundations, by L. C. G. Rogers and D. Williams". Bull. Amer. Math. Soc. (N.S.). 34 (1): 57–62. doi:10.1090/s0273097997006939.
References
 "David Williams". Mathematics Department Website. Swansea University. 20041005. Retrieved 20080124.^{[dead link]}
External links
 Articles with dead external links from October 2010
 Pages with broken file links
 Articles with dead external links from October 2012
 20thcentury British mathematicians
 21stcentury British mathematicians
 Alumni of Jesus College, Oxford
 Fellows of the Royal Society
 Living people
 People from Swansea
 Probability theorists
 Welsh mathematicians
 Researchers in stochastics
 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
 Academics of the University of Cambridge
 Academics of the University of Bath