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Collected Papers IV: Particle Systems and Their Large Deviations by S. R. S. Varadhan, Rajendra Bhatia, Abhay Bhatt

Collected Papers IV: Particle Systems and Their Large Deviations

by S. R. S. Varadhan , Rajendra Bhatia , Abhay Bhatt
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Book cover type: Hardcover
  • ISBN13: 9783642335471
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 838
  • Original Price: USD 109.99
  • Language: English
  • Edition: 2013
  • Item Weight: 1479 grams
  • BISAC Subject(s): Differential Equations / General

S.R.S. Varadhan's entered the Indian Statistical Institute (ISI), Calcutta, as a graduate student in 1959. His first paper appeared in Sankhy�, 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 was soon noticed internationally. He understood then the strong connections between Markov processes and differential equations. From 1963 he worked at NYU's Courant Institute with the probabilists Monroe Donsker and Marc Kac, and with Daniel Stroock, who was to be a lifelong collaborator. They wrote a series of papers on the Martingale Problem and Diffusions together, and later their evergreen joint book, Multidimensional Diffusion Processes (Springer). A famous series of joint papers with Donsker on Large Deviations also emerged. This work firmly established Varadhan's reputation as one of a leading mathematicians of his time. He contributed to other areas of probability, analysis and physics. 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.

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".

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