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Wilfrid Kendall

  • DSc
  • Professor of Statistics
  • University of Warwick Department of Statistics

Research Interests

Stochastic Geometry Probabilistic Coupling

Followers (11)

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Following (9)

  • Stephen Connor

    Stephen Connor University of York Department of Mathematics

  • Shen Ting Ang

    Shen Ting Ang Institute of Infocomm Research

  • abhishek shukla

    abhishek shukla

  • Fabio Fajardo

    Fabio Fajardo Universidade Federal de Minas Gerais Faculdade de Ciencias Economicas

  • Andrew Bennie

    Andrew Bennie Mendeley

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About

I have been involved in research in mathematical sciences since 1975, when I started a DPhil in Probability Theory at Oxford. Since then I have worked as lecturer, senior lecturer, lecturer, reader and then professor at Hull, Strathclyde, and now Warwick.

My research interests centre around interfaces between geometry, computing, probability and statistics. I have contributed to stochastic geometry (the study of the probability and statistics of random patterns), stochastic calculus (including but not restricted to implementations of stochastic calculus formalism in computer algebra packages), the study of random processes on manifolds (sometimes known as stochastic differential geometry), perfect simulation, probabilistic coupling, and most recently the application of stochastic geometry in random networks.

My last four published papers at the time of writing (08.01.2016) concern (a) explicit perfect simulation algorithms for the M/G/c queue; (b) a case study of probabilistic coupling for the simplest non-trivial nilpotent diffusion (the Kolmogorov diffusion); (c) an illustration of the theory of Riemannian centres of mass applied to the study of hurricane trajectories; and (d) a case study of probabilistic coupling for Brownian motion plus local time, and an application to a diffusion arising in stochastic control.

Publications

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Professional experience

Professor of Statistics

University of Warwick Department of Statistics

September 1994 - Present

Chair of Department of Statistics

University of Warwick

August 1999 - August 2002 (3 years)

Reader

University of Warwick Department of Statistics

October 1991 - September 1994 (2 years 11 months)

Lecturer

University of Warwick Department of Statistics

October 1988 - September 1991 (2 years 11 months)

Senior Lecturer

University of Strathclyde Department of Mathematics and Statistics

April 1987 - September 1988 (1 year 5 months)

Lecturer

University of Strathclyde Department of Mathematics and Statistics

April 1984 - April 1987 (3 years)

Lecturer

Department of Statistics, University of Hull

October 1978 - March 1984 (5 years 5 months)

Education history

University of Oxford Linacre College

D.Phil. in Probability Theory

October 1975 - May 1979 (3 years 7 months)

University of Oxford Linacre College

M.Sc. in Mathematics

September 1975 - October 1976 (1 year 1 month)

University of Oxford Queen's College

B.A. in Mathematics

October 1972 - June 1975 (2 years 8 months)