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Mathematics - Probability Theory and Stochastic Processes | Collected Papers of S.R.S. Varadhan - Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE,

Collected Papers of S.R.S. Varadhan

Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE, SDE, Diffusions, Random Media. - Volume 3: Large Deviations. - Volume 4: Particle Systems and Their Large Deviations

Varadhan, S.R.S.

Bhatia, Rajendra, Bhatt, Abhay, Parthasarathy, K.R. (Eds.)

Jointly published with Hindustan Book Agency, New Delhi, India

2013, XXX, 2690 p. 4 volume-set.


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ISBN 978-3-642-33231-9

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  • With contributions by international experts
  • Provides a clear overview of the works of Professor Varadhan
  • Useful as a self-study guide

Volume I includes the introductory material, the papers on limit theorems and review articles. Volume II features Varadhan's papers on PDE, SDE, diffusions, and random media.​​ Volume III covers the papers on large deviations. Volume IV collects the papers on particle systems.

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate student in 1959. His first paper appeared in Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. Ranga Rao and K. R. Parthasarathy, Varadhan began the study of probability on topological groups and on Hilbert spaces, and quickly gained an international reputation. At this time Varadhan realised that there are strong connections between Markov processes and differential equations, and in 1963 he came to the Courant Institute in New York, where he has stayed ever since. Here he began working with the probabilists Monroe Donsker and Marc Kac, and of a young graduate student named Daniel Stroock. He wrote a series of papers on the Martingale Problem and diffusions together with Stroock, and another series of papers on Large Deviations together with Donsker. With this work Varadhan's reputation as one of the leading mathematicians of the time was firmly established. Since then he has contributed to several other topics in probability, analysis and physics, and collaborated with several distinguished mathematicians. These Collected Works contain all his research papers over the half-century from 1962 to early 2012.

Content Level » Research

Keywords » 60-06 - diffusions - large deviations - limit theorems - particle systems - random media - stochastic differential equations

Related subjects » Probability Theory and Stochastic Processes

Table of contents 

Vol.I: Autobiography.- Prize Citations.- Limit Theorems.- Review Articles.- Vol.II: PDE, SDE, Diffusions, Random Media.- Vol.III: Large Deviations.- Vol.IV: Particle Systems and their Large Deviations.- List of Publications of S.R.S. Varadhan.- Acknowledgements.

Distribution rights 

Distribution rights for India: Hindustan Book Agency, New Delhi, India

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