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David Williams
David Williams (mathematician).jpg
Williams in 1975
Born
Gower Peninsula, Swansea, UK
Alma mater Jesus College, Oxford
Known for Path decomposition of Brownian excursions
Scientific career
Institutions Stanford University
University of Durham
University of Cambridge
University College of Swansea
University of Bath
Thesis Random time substitution in Markov chains (1962)
Doctoral advisor D. G. Kendall and G. E. H. Reuter
Doctoral students Martin Baxter
Chris Rogers

David Williams is a famous Welsh mathematician. He is known for his important work in probability theory, which is a branch of math that studies chance and uncertainty.

Early Life and School

David Williams was born in a place called Gorseinon, close to Swansea, in Wales. He went to Gowerton Grammar School. He was very good at math and won a special scholarship to study at Jesus College, Oxford, a famous university. Later, he earned his PhD (a high-level degree) with a research paper called Random time substitution in Markov chains. His supervisors were David George Kendall and Gerd Edzard Harry Reuter.

His Career and Discoveries

Williams has worked at many well-known universities around the world. From 1962 to 1963, he was at Stanford University in the United States. He also taught at the University of Durham and the University of Cambridge in England.

From 1969 to 1985, he worked at Swansea University in Wales. He became a full professor there in 1972.

In 1985, he was chosen to be a professor at the University of Cambridge again. He led the Statistical Laboratory there from 1987 to 1991. After that, he became a professor at the University of Bath. In 1999, he returned to Swansea University, where he continues his research today.

David Williams's research focuses on complex math topics like Brownian motion (which describes random movements), diffusions, Markov processes, and martingales. These are all ways to understand how things change randomly over time.

His amazing work has been recognized with many awards. In 1984, he was chosen as a Fellow of the Royal Society. This is a very high honor for scientists. They recognized his work on how to build Markov chains and how to break down Brownian motion paths. In 1994, he also won the London Mathematical Society's Pólya Prize.

One of his most important discoveries is how to break down Brownian paths based on their highest point. This helps scientists understand random processes better.

He has also written several important math books. Some of his well-known books include Probability With Martingales and Weighing the Odds. He also co-wrote a two-volume series called Diffusions, Markov Processes and Martingales with L. C. G. Rogers.

Books He Wrote

  • Probability with martingales, published in 1991. This book helps people learn about probability.
  • Weighing the Odds: a course in probability and statistics, published in 2001. This book teaches about probability and statistics.
  • He also co-wrote Diffusions, Markov processes, and martingales in two volumes with L. C. G. Rogers.
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