S.R.S Varadhan – författare
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13 produkter
Probability Theory
Häftad, 2001
371 kr
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This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of …
Stochastic Processes
Häftad, 2007
412 kr
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This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to …
Large Deviations
Häftad, 2016
441 kr
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The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with …
Large Deviations and Applications
Häftad, 1984
636 kr
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Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of …
Selected Papers
Av Kiyosi Ito, D.W. Stroock m. fl.
Häftad, 2014
713 kr
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The central and distinguishing feature shared by all the contributions made by K. Ito is the extraordinary insight which they convey. Reading his papers, one should try to picture the intellectual setting in which he was working. At the time when he was a student in Tokyo during the late 1930s, …
Harmonic Analysis
Av S.R.S. Varadhan, Courant Institute of Mathematical Sciences at New York University
Häftad, 2022
497 kr
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Harmonic Analysis is an important tool that plays a vital role in many areas of mathematics as well as applications. It studies functions by decomposing them into components that are special functions. A prime example is decomposing a periodic function into a linear combination of sines and …
Multidimensional Diffusion Processes
Av S.R.S. Varadhan, Daniel W. Stroock
E-bok, 2007
815 kr
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"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an …
Large Deviations at Saint-Flour
Av Robert Azencott, Mark I. Freidlin m. fl.
Häftad, 2012
550 kr
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Contents: 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.
Collected Papers I
Limit Theorems
Av S.R.S. Varadhan, Rajendra Bhatia m. fl.
Inbunden, 2013
1093 kr
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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 Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. …
Collected Papers II
PDE, SDE, Diffusions, Random Media
Av S.R.S. Varadhan, Rajendra Bhatia m. fl.
Inbunden, 2013
1093 kr
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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 Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. …
Collected Papers III
Large Deviations
Av S.R.S. Varadhan, Rajendra Bhatia m. fl.
Inbunden, 2013
1093 kr
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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 Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. …
Collected Papers IV
Particle Systems and Their Large Deviations
Av S.R.S. Varadhan, Rajendra Bhatia m. fl.
Inbunden, 2013
1093 kr
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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 Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. …
Multidimensional Diffusion Processes
Av Daniel W. Stroock, S.R.S. Varadhan
Häftad, 2014
604 kr
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"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an …
