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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
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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 a 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 areas of probability, analysis and physics, and collaborated with numerous distinguished mathematicians. Varadhan was awarded the Abel Prize in 2007. These Collected Works contain all his research papers over the half-century spanning 1962 to early 2012.
Volume I includes the introductory material, the papers on limit theorems and review articles.
Authors, Editors and Affiliations
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Indian Statistical Institute, New Delhi, India
Rajendra Bhatia, Abhay Bhatt
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Indian Statistical Institute, Indian National Science Academy, New Delhi, India
K.R. Parthasarathy
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Courant Institute of Mathematica Science, New York University Department of Mathematics, New York, USA
S.R.S. Varadhan
About the editors
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".
Bibliographic Information
Book Title: Collected Papers I
Book Subtitle: Limit Theorems
Authors: S.R.S. Varadhan
Editors: Rajendra Bhatia, Abhay Bhatt, K.R. Parthasarathy
Publisher: Springer Berlin, Heidelberg
Copyright Information: Hindustan Book Agency (India) 2013
Hardcover ISBN: 978-3-642-33544-0Published: 19 January 2013
Edition Number: 1
Number of Pages: 546
Additional Information: Jointly published with Hindustan Book Agency, New Delhi, India
Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods, Partial Differential Equations