WorldCat Identities

Varadhan, S. R. S.

Overview
Works: 111 works in 343 publications in 2 languages and 4,467 library holdings
Genres: Conference papers and proceedings  Textbooks 
Roles: Author, Editor, Other
Publication Timeline
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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 )

19 editions published between 1979 and 2006 in English and German and held by 528 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
Large deviations and applications by S. R. S Varadhan( Book )

25 editions published between 1984 and 2016 in English and held by 509 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
Stochastic processes by S. R. S Varadhan( Book )

25 editions published between 1968 and 2012 in English and held by 477 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
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 358 WorldCat member libraries worldwide

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the 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 of probability measures. The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, 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 322 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 )

12 editions published between 1998 and 2012 in English and held by 308 WorldCat member libraries worldwide

Probability theory and applications by Elton P Hsu( Book )

11 editions published in 1999 in English and held by 232 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 )

14 editions published between 1979 and 1980 in English and German and held by 214 WorldCat member libraries worldwide

Kiyosi Itô : selected papers by Kiyosi Itō( Book )

6 editions published between 1986 and 1987 in English and held by 212 WorldCat member libraries worldwide

Ergodic theory : a seminar by Jürgen Moser( Book )

8 editions published in 1975 in English and Undetermined and held by 191 WorldCat member libraries worldwide

Topics in probability theory; seminar 1971-1972( Book )

9 editions published between 1973 and 1980 in English and held by 162 WorldCat member libraries worldwide

Hydrodynamic limits and related topics by Shui Feng( Book )

7 editions published between 2000 and 2012 in English and Undetermined and held by 157 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
Mathematical statistics, 1973-1974 by S. R. S Varadhan( Book )

8 editions published between 1968 and 1974 in English and held by 142 WorldCat member libraries worldwide

Large deviations by S. R. S Varadhan( )

6 editions published between 1984 and 2016 in 3 languages and held by 45 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
Selected papers by Kiyosi Itō( Book )

7 editions published between 1986 and 2014 in English and held by 44 WorldCat member libraries worldwide

Stochastic processes these notes based on a course given at New York University during the year 1967-1968 by S. R. S Varadhan( Book )

9 editions published in 1968 in English and held by 41 WorldCat member libraries worldwide

Multidimensional diffusion processes by Daniel W Stroock( Book )

1 edition published in 1979 in English and held by 38 WorldCat member libraries worldwide

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

Multidimensional diffusion processes by Daniel W Stroock( Book )

2 editions published between 1997 and 2006 in English and held by 28 WorldCat member libraries worldwide

 
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Multidimensional diffusion processes Multidimensional diffusion processes
Covers
Large deviations and applicationsStochastic processesProbability 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, ItalyProbability theory and applicationsKiyosi Itô : selected papersHydrodynamic limits and related topicsLarge deviations
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

سرينيفاسا فراضان رياضياتي هندي

श्रीनिवास वरधन

எஸ். ஆர். ஸ்ரீனிவாச வரதன்

ఎస్. ఆర్. శ్రీనివాస వర్దన్ భారతీయ గణిత శాస్త్రజ్ఞుడు

എസ്.ആർ. ശ്രീനിവാസ വരദൻ

스리니바사 바라단

Languages
English (200)

German (3)