David Williams is a Welsh

Wales

Wales is a country that is part of the United Kingdom and the island of Great Britain, bordered by England to its east and the Atlantic Ocean and Irish Sea to its west. It has a population of three million, and a total area of 20,779 km²...

 mathematician who works in probability theory

Probability theory

Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...

.

He was educated at Gowerton Grammar School

Gowerton Comprehensive School

Gowerton School is a public secondary school located in the heart of Gowerton village, near Swansea, United Kingdom.-Intermediate School:The school opened in 5 Oct 1896 in Talbot Street as a co-educationasl Intermediate school under Welsh Intermediate Education Act 1889...

, winning a mathematics scholarship to Jesus College, Oxford

Jesus College, Oxford

Jesus College is one of the colleges of the University of Oxford in England. It is in the centre of the city, on a site between Turl Street, Ship Street, Cornmarket Street and Market Street...

, and went on to obtain a DPhil under the supervision of D. G. Kendall and G. E. H. Reuter.

He held posts at the Stanford University

Stanford University

The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...

 (1962–63), University of Durham, University of Cambridge

University of Cambridge

The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...

 (1966–69) and Swansea University

Swansea University

Swansea University is a university located in Swansea, Wales, United Kingdom. Swansea University was chartered as University College of Swansea in 1920, as the fourth college of the University of Wales. In 1996, it changed its name to the University of Wales Swansea following structural changes...

 (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

Professorship of Mathematical Statistics, University of Cambridge

The Professorship of Mathematical Statistics at the University of Cambridge was established in 1961 with the support of the Royal Statistical Society and the aid of donations from various companies and banks. It was the first professorship in the Statistical Laboratory, and the first in 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

University of Bath

The University of Bath is a campus university located in Bath, United Kingdom. It received its Royal Charter in 1966....

; he returned to Swansea in 1999, where he currently holds a Research Professorship.

Williams's research interests encompass Brownian motion

Wiener process

In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion, after Robert Brown...

, diffusion

Diffusion process

In probability theory, a branch of mathematics, a diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with continuous sample paths....

s, Markov process

Markov process

In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...

es, martingales

Martingale (probability theory)

In probability theory, a martingale is a model of a fair game where no knowledge of past events can help to predict future winnings. In particular, a martingale is a sequence of random variables for which, at a particular time in the realized sequence, the expectation of the next value in the...

 and Wiener–Hopf theory. Recognition for his work includes being elected Fellow of the Royal Society

Royal Society

The Royal Society of London for Improving Natural Knowledge, known simply as the Royal Society, is a learned society for science, and is possibly the oldest such society in existence. Founded in November 1660, it was granted a Royal Charter by King Charles II as the "Royal Society of London"...

 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

London Mathematical Society

-See also:* American Mathematical Society* Edinburgh Mathematical Society* European Mathematical Society* List of Mathematical Societies* Council for the Mathematical Sciences* BCS-FACS Specialist Group-External links:* * *...

's Pólya Prize

Pólya Prize

The Pólya Prize is either of two prizes in the field of mathematics named after Hungarian mathematician George Pólya.*Pólya Prize , a prize awarded by the Society for Industrial and Applied Mathematics...

 in 1994.

He is the author of Probability With Martingales and Weighing the Odds, and co-author (with L. C. G. Rogers

Chris Rogers (mathematician)

Leonard Christopher Gordon "Chris" Rogers is a mathematician working in probability theory and quantitative finance. He is the Professor of Statistical Science in the Statistical Laboratory, University of Cambridge....

) of both volumes of Diffusions, Markov Processes and Martingales.

External links