Collected Papers IV

Particle Systems and Their Large Deviations

Authors: Varadhan, S.R.S.

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

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

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. Volume IV includes the papers on particle systems.

About the authors

Rajendra Bhatia is Professor of Mathematics at the Indian Statistical Institute in New Delhi, India. He is the author of five books including "Matrix Analysis" and "Positive Definite Matrices".

Buy this book

Hardcover $139.00
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  • ISBN 978-3-642-33547-1
  • Free shipping for individuals worldwide
  • Online orders shipping within 2-3 days.

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Bibliographic Information

Bibliographic Information
Book Title
Collected Papers IV
Book Subtitle
Particle Systems and Their Large Deviations
Authors
Editors
  • Rajendra Bhatia
  • Abhay Bhatt
  • K.R. Parthasarathy
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Hindustan Book Agency, India
Hardcover ISBN
978-3-642-33547-1
Edition Number
1
Number of Pages
838
Additional Information
Jointly published with Hindustan Book Agency, New Delhi, India
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