Professor Wilfrid Kendall works mostly in probability theory, with particular interests in: random processes, stochastic geometry, stochastic calculus, computer algebra in statistics and probability, and perfect simulation. He is co-director of APTS, and was one of 3 organizers of the EPSRC-funded workshop Probability 2008: New Scaling Limits and Other Recent Developments, Monday 31st March to Friday 4th April 2008.

Contact him at;.

Research preprints

A list of preprints is available at:

http://www.warwick.ac.uk/go/wsk/ppt

Talks

Slides for some recent talks are available here.

Some recent publications (reverse chronological order from 1998)

2009

Brownian couplings, convexity, and shy-ness, Electronic Communications in Probability Vol 14, Paper 7, 66-80. See also arXiv:0809.4682.

2008

Networks and Poisson line patterns: fluctuation asymptotics In New Perspectives in Stochastic Geometry, Oberwolfach Reports, Volume 5, No.4, 2670-2672.

(with D. Stoyan, J. Mecke)  Stochastic Geometry and its Applications (2nd edition, now in paperback).

(with D.J. Aldous) Short-length routes in low-cost networks via Poisson line patterns. Advances in Applied Probability, Volume 40, Number 1 (March 2008), 1-21. See also arXiv:math/0701140.

2007

(with S.B. Connor) Perfect Simulation for a Class of Positive Recurrent Markov Chains. Ann. Appl. Probab. Volume 17, Number 3 (2007), 781-808, also Correction. Perfect simulation for a class of positive recurrent Markov chains. Ann. Appl. Probab. Volume 17, Number 5-6 (2007), 1808-1810. See also arXiv:math/0601174.

Coupling all the Lévy stochastic areas of multidimensional Brownian motion. Ann. Probab. Volume 35, Number 3 (2007), 935-953. See also arXiv:math/0512336.

(with J. Marin and C. Robert) Confidence bands for Brownian motion and applications to Monte Carlo simulation. Statistics and Computing, Volume 17 Number 1 (2007), 1-10.

2005

(co-edited with F. Liang and J.-S. Wang) Markov chain Monte Carlo: Innovations and Applications, published by World Scientific.

2004

(with C.J. Price) Coupling Iterated Kolmogorov Diffusions. Electronic Journal of Probability 9 no.13, 382-410.

2003

(with R.G. Wilson) Ising models and multiresolution quad-trees. Advances in Applied Probability 35.1, 96-122.

2002

(with A. Brix) Simulation of cluster point processes without edge effects. Advances in Applied Probability 34.2, 267-280.

(with Y. Cai) Perfect simulation for correlated Poisson random variables conditioned to be positive. Statistics and Computing 12, 229-243.

(with G. Montana) Small sets and Markov transition densities. Stochastic Processes and Their Applications 99.2, 177-194.

2001

(with A. Bhalerao, E. Thönnes and R. Wilson) Inferring vascular structure from 2D and 3D imagery In: Medical Image Computing and Computer-Assisted Intervention, proceedings of MICCAI 2001, edited by W.J. Niessen and M.A. Viergever, Springer Lecture Notes in Computer Science 2208, 820-828.

Symbolic Itô calculus: an ongoing story. Statistics and Computing, 11, 25-35.

Gambling with the Truth: Markov chain Monte Carlo. In: Challenges for the 21st Century: ICFS Mathematics and Theoretical Physics, Singapore March 2000, edited by L.H.Y. Chen, J.P. Jesudason, C.H. Lai, C.H. Oh, K.K. Phua and E.-C. Tan, World Scientific, 83-101.

2000

(with K. Burdzy) Efficient Markovian couplings: examples and counterexamples. The Annals of Applied Probability 10.2, 362-40.

Stationary countable dense random sets. Advances in Applied Probability 32.1, 86-100.

(with J. Møller) Perfect simulation using dominating processes on ordered state spaces, with application to locally stable point processes. Advances in Applied Probability 32.3, 844-865.

(with C.J. Price) Zeros of Brownian Polynomials. Stochastics and Stochastic Reports 70, 271-308.

1999

(edited with O.E. Barndorff-Nielsen and M.N.M. van Lieshout) Stochastic Geometry: Likelihood and Computation Chapman and Hall / CRC Monographs on Statistics and Applied Probability 80.

(with J.M. Corcuera) Riemannian barycentres and geodesic convexity.  Math. Proc. Camb. Phil. Soc. 127.2, 253-269.

Geometry, statistics, and shape. In: Geometry in Present Day Science, edited by O.E. Barndorff-Nielsen and E.B. Vedel-Jensen. World Scientific, 143-163.

(with M.N.M. van Lieshout and A.J. Baddeley) Quermass-interaction processes: conditions for stability. Advances in Applied Probability 31.2, 315-342.

(with E. Thönnes) Perfect Simulation in Stochastic Geometry. Pattern Recognition 32.9, 1569-1586.

1998

(with J. Jost, U. Mosco, M. Röckner and K.-T. Sturm) New Directions in Dirichlet Forms American Mathematical Society International Press, Volume 8.

Perfect simulation for the area-interaction point process. In: Probability Towards 2000, edited by L. Accardi and C.C. Heyde. Springer-Verlag. 218-234.

A diffusion model for Bookstein triangle shape. Advances in Applied Probability 30.2, 317-334.

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Professor Kendall's homepage