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...
Volume I includes the introductory material, the papers on limit theorems and review articles. Volume IIfeatures Varadhan's papers on PDE, SDE, diffusions, and random media. Volume IIIcovers the papers on large deviations. Volume IVcollects the papers on particle systems.
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....
Volume I includes the introductory material, the papers on limit theorems and review articles. Volume IIfeatures Varadhan's papers on PDE, SDE, dif...
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...
From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate stu...
