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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
reputation as 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 I
includes the introductory material, the papers on limit theorems
and review articles.
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
reputation as 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 II
includes the papers on PDE, SDE, diffusions, and random media.
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
reputation as 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. 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
reputation as 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 IV
includes the papers on particle systems.
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