Eugene B. Dynkin published his first paper, on Markov chain theory, whilst still an undergraduate student at Moscow State University. He went on to make fundamental contributions to the theory of Markov processes and to Lie groups, generating entire schools in these areas.
Eugene B. Dynkin published his first paper, on Markov chain theory, whilst still an undergraduate student at Moscow State University. He went on to ma...
Robert Azencott Mark I. Freidlin S. R. S. Varadhan
Includes: Azencott, R: Large deviations and applications; Freidlin, Mark I Semi-linear PDE's and limit theorems for large deviations; Varadhan, Srinivasa R S: Large deviations and applications.
Includes: Azencott, R: Large deviations and applications; Freidlin, Mark I Semi-linear PDE's and limit theorems for large deviations; Varadhan, Sriniv...
Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii- Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In 15] and 17], Dynkin described all families of one-dimensional probability...
Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the se...
Surveys in Applied Mathematics is a series of volumes, each of which contains expo- of several topics in mathematics and their applications. They are written at a sitions level accessible to advanced graduate students and interested nonspecialists, but they also contain the results of recent research. Volume I consists of three articles. The first is the classic paper of J. B. Keller and R. M. Lewis, "Asymptotic Methods for Partial Differential Equations: The Reduced Wave Equation and Maxwell's Equations." The second is by D. W. McLaughlin and E. A. Overman on "Whiskered Tori for Integrable...
Surveys in Applied Mathematics is a series of volumes, each of which contains expo- of several topics in mathematics and their applications. They are ...
Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been "rediscovered" in applied papers.
In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations. Most of these changes concern terminology. In particular, it is explained that the notion of sub-limiting distribution for a given initial point and a time scale is identical to the idea of metastability, that the stochastic resonance is a manifestation...
Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have b...
