David Williams (mathematician)

David Williams
Williams (1975)
Born	Gower Peninsula, Swansea, UK
Alma mater	Jesus College, Oxford
Scientific career
Institutions	University of Stanford 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 FRS is a Welsh mathematician who works in probability theory.

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.

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. 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, and being awarded the London Mathematical Society's Pólya Prize in 1994.