Synopsis
S.R.S. Varadhan's entered the Indian Statistical Institute (ISI), Calcutta, 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 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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Collected Papers III (eng)
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Collected Papers III (Hardcover)
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Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2013
ISBN 10 : 3642335462
ISBN 13 : 9783642335464
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Hardcover. Etat : new. Hardcover. 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 Sankhya, 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 reputationas 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 III includes the papers on large deviations. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9783642335464
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Collected Papers III (eng)
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Collected Papers III: Large Deviations
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Collected Papers III
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ISBN 10 : 3642335462
ISBN 13 : 9783642335464
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. With contributions by international experts Provides a comprehensive and structured overview of the works of Professor Varadhan Useful as a self-study guideWith contributions by international expertsProvides a c. N° de réf. du vendeur 5057305
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Collected Papers III (Hardcover)
Edité par
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2013
ISBN 10 : 3642335462
ISBN 13 : 9783642335464
Neuf
Couverture rigide
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Hardcover. Etat : new. Hardcover. 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 Sankhya, 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 reputationas 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 III includes the papers on large deviations. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9783642335464
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