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

(co-edited with I. Molchanov) New perspectives in stochastic geometry, January 2010, 608 pages, 40 illustrations, published by Oxford University Press.

(with H. Le) Statistical Shape Theory, chapter in "New perspectives in Stochastic Geometry" as above.

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, November 2005, 240 pages, 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.

You might like to visit

Professor Kendall's homepage