Donald A. Dawson

Last updated
Donald Andrew Dawson
Born (1937-06-04) June 4, 1937 (age 85)
Education McGill University
MIT
Scientific career
Institutions Raytheon
McGill University
Carleton University
Thesis Constructions of Diffusions with Specified Mean Hitting Times and Hitting Probabilities (1963)
Doctoral advisor Henry McKean
Doctoral students Brenda MacGibbon

Donald Andrew Dawson (born June 4, 1937) is a Canadian mathematician, specializing in probability.

Contents

Education and career

Dawson received in 1958 his bachelor's degree and in 1959 his master's degree from McGill University and in 1963 his PhD from MIT under Henry McKean with thesis Constructions of Diffusions with Specified Mean Hitting Times and Hitting Probabilities. [1] In 1962/63 he was an engineer in the aerospace department of Raytheon. At McGill University he became in 1963 an assistant professor and in 1967 an associate professor. At Carleton University he became in 1970 an associate professor and in 1971 a professor, working in this position until 1996.

From 1996 to 2000 Dawson was the director of the Fields Institute and during these years also an adjunct professor at the University of Toronto. From 2000 to 2010 he was an adjunct professor at McGill University.

Research

Dawson works on stochastic processes, measure-valued processes, and hierarchical stochastic systems with applications in information systems, genetics, evolutionary biology, and economics. He has written 8 monographs and over 150 refereed publications.

In 1994 he was an invited speaker at the International Congress of Mathematicians in Zürich with lecture Interaction and hierarchy in measure-valued processes. From 2003 to 2005 he was the president of the Bernoulli Society.

Honors and awards

Selected works

Related Research Articles

William "Vilim" Feller, born Vilibald Srećko Feller, was a Croatian-American mathematician specializing in probability theory.

<span class="mw-page-title-main">Kiyosi Itô</span> Japanese mathematician

Kiyosi Itô was a Japanese mathematician who made fundamental contributions to probability theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known as the founder of so-called Itô calculus.

<span class="mw-page-title-main">Stochastic differential equation</span> Differential equations involving stochastic processes

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process. However, other types of random behaviour are possible, such as jump processes. Random differential equations are conjugate to stochastic differential equations.

<span class="mw-page-title-main">Albert Shiryaev</span> Soviet and Russian mathematician (born 1934)

Albert Nikolayevich Shiryaev is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.

Anatoliy Volodymyrovych Skorokhod was a Soviet and Ukrainian mathematician.

Mark A. Pinsky was Professor of Mathematics at Northwestern University. His research areas included probability theory, mathematical analysis, Fourier Analysis and wavelets. Pinsky earned his Ph.D at Massachusetts Institute of Technology (MIT).

Bernt Karsten Øksendal is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway.

An -superprocess, , within mathematics probability theory is a stochastic process on that is usually constructed as a special limit of branching diffusion where the branching mechanism is given by its factorial moment generating function:

<span class="mw-page-title-main">Gisiro Maruyama</span> Japanese mathematician

Gisiro Maruyama was a Japanese mathematician, noted for his contributions to the study of stochastic processes. The Euler–Maruyama method for the numerical solution of stochastic differential equations bears his name.

Arakaparampil Mathai "Arak" Mathai is an Indian mathematician who has worked in Statistics, Applied Analysis, Applications of special functions and Astrophysics. Mathai established the Centre for Mathematical Sciences, Palai, Kerala, India.

<span class="mw-page-title-main">Martin Hairer</span> Austrian-British mathematician

Sir Martin Hairer is an Austrian-British mathematician working in the field of stochastic analysis, in particular stochastic partial differential equations. He is Professor of Mathematics at EPFL and at Imperial College London. He previously held appointments at the University of Warwick and the Courant Institute of New York University. In 2014 he was awarded the Fields Medal, one of the highest honours a mathematician can achieve. In 2020 he won the 2021 Breakthrough Prize in Mathematics.

<span class="mw-page-title-main">Terry Lyons (mathematician)</span> British mathematician

Terence "Terry" John Lyons is a British mathematician, specializing in stochastic analysis. Lyons, previously the Wallis Professor of Mathematics, is a fellow of St Anne's College, Oxford and a Faculty Fellow at The Alan Turing Institute. He was the director of the Oxford-Man Institute from 2011 to 2015 and the president of the London Mathematical Society from 2013 to 2015. His mathematical contributions have been to probability, harmonic analysis, the numerical analysis of stochastic differential equations, and quantitative finance. In particular he developed what is now known as the theory of rough paths. Together with Patrick Kidger he proved a universal approximation theorem for neural networks of arbitrary depth.

Mark Herbert Ainsworth Davis (1945–2020) was Professor of Mathematics at Imperial College London. He made fundamental contributions to the theory of stochastic processes, stochastic control and mathematical finance.

<span class="mw-page-title-main">Jeremy Quastel</span> Canadian mathematician (born 1963)

Jeremy Daniel Quastel is a Canadian mathematician specializing in probability theory, stochastic processes, partial differential equations. He is currently head of the mathematics department at the University of Toronto. He grew up in Vancouver, British Columbia, and now lives in Toronto, Ontario.

Marta Sanz-Solé is a Catalan mathematician specializing in probability theory. She obtained her PhD in 1978 from the University of Barcelona under the supervision of David Nualart.

Mark Iosifovich Freidlin is a Russian-American probability theorist who works as a Distinguished University Professor of Mathematics at the University of Maryland, College Park. He is one of the namesakes of the Freidlin–Wentzell theory, which is an important part of the large deviations theory. Freidlin and Wentzell are the authors of the first monograph on the large deviations theory for stochastic processes (1979). The Freidlin-Wentzell theory describes, in particular, the long-time effects caused by random perturbations. The latest edition of the book was published by Springer in 2012. It contains not just the results on large deviations but also new results on other asymptotic problems, in particular, on the averaging principle for stochastic perturbations. Other works of Mark Freidlin concern perturbations of Hamiltonian systems, wave front propagation in reaction-diffusion equations, non-linear perturbations of partial differential equations. stochasticity in deterministic dynamical systems.

Shinzō Watanabe is a Japanese mathematician, who has made fundamental contributions to probability theory, stochastic processes and stochastic differential equations. He is regarded and revered as one of the fundamental contributors to the modern probability theory and Stochastic calculus. The pioneering book “Stochastic Differential Equations and Diffusion Processes” he wrote with Nobuyuki Ikeda has attracted a lot of researchers into the area and is known as the “Ikeda-Watanabe” for researchers in the field of stochastic analysis. He had been served as the editor of Springer Mathematics.

<span class="mw-page-title-main">Stanislav Molchanov</span> Soviet American mathematician

Stanislav Alexeyevich Molchanov is a Soviet and American mathematician.

Maury Daniel Bramson is an American mathematician, specializing in probability theory and mathematical statistics.

<span class="mw-page-title-main">Jürgen Gärtner</span> German mathematician

Jürgen Gärtner is a German mathematician, specializing in probability theory and analysis.

References

  1. Donald Andrew Dawson at the Mathematics Genealogy Project
  2. Canadian Mathematical Society Inaugural Class of Fellows, Canadian Mathematical Society, December 7, 2018