WorldCat Identities

Varadhan, S. R. S.

Works: 95 works in 325 publications in 3 languages and 4,392 library holdings
Genres: Conference papers and proceedings  Textbooks 
Roles: Author, Editor, Other
Publication Timeline
Most widely held works about S. R. S Varadhan
Most widely held works by S. R. S Varadhan
Multidimensional diffusion processes by Daniel W Stroock( Book )

29 editions published between 1979 and 2006 in English and German and held by 578 WorldCat member libraries worldwide

From the reviews: " ... Both the Markov-process approach and the Itô approach ... have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regards, more intrinsic-means of studying the foundations of the subject. ... the authors make the uncompromising decision not "to proselytise by intimidating the reader with myriad examples demonstrating the full scope of the techniques", but rather to persuade the reader "with a careful treatment of just one problem to which they apply". ... Most of the main tools of stochastic-processes theory are used, ..but it is the formidable combination of probability theory with analysis ... which is the core of the work. ... I have emphasized the great importance of the Stroock-Varadhan book. It contains a lot more than I have indicated; in particular, its many exercises conain much interesting material. For immediate confirmation of the subject?s sparkle, virtuosity, and depth, see ... McKean (?s 1969 book). The Stroock-Varadhan book proceeds on its inexorable way like a massive Bach fugue. ... But old J.S. can e something of knockout if his themes get hold of you. And his influence on what followed was 8you may say) substantial." David Williams in the Bulletin of the American Mathematical Society
Stochastic processes by S. R. S Varadhan( Book )

35 editions published between 1968 and 2012 in English and held by 517 WorldCat member libraries worldwide

"This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes." "The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series."--Jacket
Large deviations and applications by S. R. S Varadhan( Book )

21 editions published between 1984 and 1994 in English and held by 430 WorldCat member libraries worldwide

Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small
Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov by Alʹbert Nikolaevich Shiri︠a︡ev( )

10 editions published between 2012 and 2015 in English and held by 374 WorldCat member libraries worldwide

The role of Yuri Vasilyevich Prokhorov as aprominent mathematician and leading expert inthe theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness ofprobability measures. The presentvolume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends andpupils, who would like to express their deep respect and sincerest admiration for him and his scientific work
Probability theory by S. R. S Varadhan( Book )

15 editions published between 2001 and 2012 in English and held by 327 WorldCat member libraries worldwide

This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent rando
Differential equations : La Pietra 1996 : Conference on Differential Equations marking the 70th birthdays of Peter Lax and Louis Nirenberg, July 3-7, 1996, Villa La Pietra, Florence, Italy by Conference on Differential Equations( Book )

11 editions published between 1998 and 2012 in English and held by 314 WorldCat member libraries worldwide

Kiyosi Itô : selected papers by Kiyosi Itō( Book )

12 editions published between 1986 and 1987 in English and held by 254 WorldCat member libraries worldwide

Probability theory and applications by Elton P Hsu( Book )

10 editions published in 1999 in English and held by 237 WorldCat member libraries worldwide

This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of proba
Lectures on diffusion problems and partial differential equations by S. R. S Varadhan( Book )

17 editions published between 1979 and 1980 in English and German and held by 224 WorldCat member libraries worldwide

Ergodic theory : a seminar by Jürgen Moser( Book )

8 editions published in 1975 in English and Undetermined and held by 190 WorldCat member libraries worldwide

Hydrodynamic limits and related topics by Shui Feng( Book )

6 editions published between 2000 and 2012 in English and Undetermined and held by 161 WorldCat member libraries worldwide

This book presents the lecture notes and articles from the workshop on hydrodynamic limits held at The Fields Institute (Toronto). The first part of the book contains the notes from the mini-course given by Professor S. R. S. Varadhan. The second part contains research articles reviewing the diverse progress in the study of hydrodynamic limits and related areas. This book offers a comprehensive introduction to the theory and its techniques, including entropy and relative entropy methods, large deviation estimates, and techniques in nongradient systems. This book, especially the lectures of Par
Topics in probability theory; seminar 1971-1972( Book )

8 editions published between 1973 and 1980 in English and held by 157 WorldCat member libraries worldwide

Mathematical statistics, 1973-1974 by S. R. S Varadhan( Book )

7 editions published between 1968 and 1974 in English and held by 138 WorldCat member libraries worldwide

Large deviations by S. R. S Varadhan( Book )

10 editions published between 2012 and 2016 in English and Undetermined and held by 117 WorldCat member libraries worldwide

The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems
Large deviations at Saint-Flour by Robert Azencott( Book )

6 editions published in 2013 in English and held by 37 WorldCat member libraries worldwide

École d'Été de Probabilités de Saint-Flour XV-XVII, 1985-87( )

1 edition published in 1988 in English and held by 31 WorldCat member libraries worldwide

Collected Papers of S.R.S. Varadhan by S. R. S Varadhan( Book )

5 editions published in 2012 in English and held by 22 WorldCat member libraries worldwide

Theory of Sobolev multipliers : with applications to differential and integral operators by V. G Mazʹi︠a︡( )

2 editions published in 2009 in English and held by 20 WorldCat member libraries worldwide

The purpose of this book is to give a comprehensive exposition of the theory of pointwise multipliers acting in pairs of spaces of differentiable functions. The theory was essentially developed by the authors during the last thirty years and the present volume is mainly based on their results. Part I is devoted to the theory of multipliers and encloses the following topics: trace inequalities, analytic characterization of multipliers, relations between spaces of Sobolev multipliers and other function spaces, maximal subalgebras of multiplier spaces, traces and extensions of multipliers, essential norm and compactness of multipliers, and miscellaneous properties of multipliers. Part II concerns several applications of this theory: continuity and compactness of differential operators in pairs of Sobolev spaces, multipliers as solutions to linear and quasilinear elliptic equations, higher regularity in the single and double layer potential theory for Lipschitz domains, regularity of the boundary in $L_p$-theory of elliptic boundary value problems, and singular integral operators in Sobolev spaces
Mathematical statistics by S. R. S Varadhan( Book )

7 editions published in 1974 in English and Undetermined and held by 19 WorldCat member libraries worldwide

Colloque Paul Lévy sur les processus stochastiques : 22-26 juin 1987, Ecole polytechnique, Palaiseau by Palaiseau) Colloque Paul Lévy sur les Processus Stochastiques (1987( Book )

1 edition published in 1988 in French and held by 17 WorldCat member libraries worldwide

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Audience level: 0.64 (from 0.45 for Multidimen ... to 0.99 for Varadhan, ...)

Multidimensional diffusion processes
Stochastic processesLarge deviations and applicationsProbability theoryDifferential equations : La Pietra 1996 : Conference on Differential Equations marking the 70th birthdays of Peter Lax and Louis Nirenberg, July 3-7, 1996, Villa La Pietra, Florence, ItalyKiyosi Itô : selected papersProbability theory and applicationsHydrodynamic limits and related topics
Alternative Names
S·R·S·瓦拉德汉 Indian mathematician

S. R. Srinivasa Varadha

S. R. Srinivasa Varadhan 1940-....

S.R. Srinivasa Varadhan Indiaas wiskundige

S. R. Srinivasa Varadhan indischer Statistiker und Wahrscheinlichkeitstheoretiker

S.R. Srinivasa Varadhan indisk matematikar

S. R. Srinivasa Varadhan indisk matematiker

S. R. Srinivasa Varadhan matemàtic indi

S. R. Srinivasa Varadhan matematico statunitense

S. R. シュリニヴァーサ・ヴァラダン

Sathamangalam R. Srinivasa Varadhan mathématicien américain

Srinivasa Varadhan

Srinivasa Varadhan matemático indio

Srinivasa Varadhan, S.R

Varadhan, S.

Varadhan, S. R.

Varadhan, S. R. S.

Varadhan S. R. S. 1940-....

Varadhan, S.R. Srinivasa

Varadhan, S.R. Srinivasa 1940-

Varadhan, Srinivasa 1940-

Varadhan, Srinivasa R. S

Varadhan, Srinivasa S. R. 1940-

Варадхан, Сатхамангалам Рави Сриниваса

סריניוסה ואראדהאן מתמטיקאי הודי

श्रीनिवास वरधन

எஸ். ஆர். ஸ்ரீனிவாச வரதன்

എസ്.ആർ. ശ്രീനിവാസ വരദൻ

스리니바사 바라단

English (219)

German (2)

French (1)