Burgess Davis
Burgess James Davis is an American mathematician and statistician known for his work in probability theory and mathematical analysis, especially on martingales, Brownian motion, and random walks. He is a professor emeritus in Purdue University’s Departments of Statistics and Mathematics. Davis earned a B.S. from Ohio State University in 1965 and an M.S. and Ph.D. from the University of Illinois in 1966 and 1968 under Donald Burkholder. He taught at Rutgers University from 1968 to 1974 before joining Purdue in 1974, where he remained until becoming emeritus in 2014. He is recognized for the Burkholder–Davis–Gundy inequality and is a Fellow of the Institute of Mathematical Statistics. Davis has served as editor or associate editor for several journals, including the Annals of Probability (associate editor 1981–1987; editor 1991–1993), Transactions of the AMS (1988–1990), and the Illinois Journal of Mathematics (1999–2002). His research connects classical analysis, probability, and stochastic processes. He has supervised at least seven doctoral students and published more than 50 peer‑reviewed articles.
This page was last edited on 2 February 2026, at 10:31 (CET).