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Fellows Directory

David Williams

Professor David Williams FRS

Fellow


Elected: 1984

Biography

Widely recognised as one of the leading international experts in his field, David Williams is everywhere esteemed for his rare intuitive probabilistic insight into the way in which stochastic processes behave, for his analytical powers which enable him to establish rigorously the (often apparently paradoxical) results which such insight suggests, and for his skill in adapting general theory to meet special concrete needs. His major achievements are pioneering work on the construction problem for Markov chains, especially at the boundary, and the deep and rich developments now known as his ‘path decompositions’ for Brownian motion.

Interests and expertise

Subject groups

Keywords

Probability theory