David Williams (mathematician)

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

Life and work

Williams studied at Oxford University (Jesus College), where he received his doctorate in 1962 with David George Kendall ( and Harry Reuter ) (random time substitutions in Markov chains ). After that, he was 1962/63 at Stanford University, then at the University of Durham and from 1966 to 1969 at the University of Cambridge. 1969 to 1985, Williams was a professor at Swansea University and from 1985 Professor of Mathematical Statistics at the University of Cambridge. 1987-1991 he was the Director of The Statistical Lab. From 1992 he was a professor at the University of Bath in 1999 and again a professor at the University of Swansea.

In 1994 he was awarded the Pólya Prize. In 1984 he became a Fellow of the Royal Society of Brownian especially for pioneering work in the field of construction of Markowketten problem and for his work on Wegzerlegungen movement.

Writings (selection )

• Together with Leonard C. Rogers Diffusion, Markov Processes and Martingales ( Cambridge Mathematical Library). 2nd edn CUP, Cambridge 2008, ISBN 978-0-521-77594-6 ( 2 vols, 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)

• 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.