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Item Details
Title:
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COLLECTED PAPERS III
LARGE DEVIATIONS |
By: |
S. R. S. Varadhan, Rajendra Bhatia (Editor), Abhay Bhatt (Editor) |
Format: |
Hardback |
List price:
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£90.00 |
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further information.
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ISBN 10: |
3642335462 |
ISBN 13: |
9783642335464 |
Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
Pub. date: |
19 January, 2013 |
Edition: |
2013 ed. |
Pages: |
630 |
Description: |
The third of four volumes of collected papers by Indian mathematician Srinivasa Varadhan, this publication adds his papers on large deviations, as well as reviews by academics of international renown in response to his seminal contributions in this field. |
Synopsis: |
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 of a young 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 topics in probability, analysis and physics, and collaborated with several distinguished mathematicians. These Collected Works contain all his research papers over the half-century from 1962 to early 2012.Volume III includes the papers on large deviations. ? ? |
Illustrations: |
630 p. |
Publication: |
Germany |
Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
Returns: |
Returnable |
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