Top 11 best probability theory varadhan for 2022

When you looking for probability theory varadhan, you must consider not only the quality but also price and customer reviews. But among hundreds of product with different price range, choosing suitable probability theory varadhan is not an easy task. In this post, we show you how to find the right probability theory varadhan along with our top-rated reviews. Please check out our suggestions to find the best probability theory varadhan for you.

Product Features Editor's score Go to site
Large Deviations (Courant Lecture Notes) Large Deviations (Courant Lecture Notes)
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Probability Theory (Courant Lecture Notes) Probability Theory (Courant Lecture Notes)
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Probability Theory and Applications (Ias/Park City Mathematics Series) Probability Theory and Applications (Ias/Park City Mathematics Series)
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Multidimensional Diffusion Processes (Classics in Mathematics) Multidimensional Diffusion Processes (Classics in Mathematics)
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Probability Theory (Courant Lecture Notes) by S. R. S. Varadhan (2001-11-01) Probability Theory (Courant Lecture Notes) by S. R. S. Varadhan (2001-11-01)
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Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov (Springer Proceedings in Mathematics & Statistics) Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov (Springer Proceedings in Mathematics & Statistics)
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Large Deviations at Saint-Flour (Probability at Saint-Flour) Large Deviations at Saint-Flour (Probability at Saint-Flour)
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Ecole d'Ete de Probabilites de Saint-Flour XV-XVII, 1985-87 (Lecture Notes in Mathematics) Ecole d'Ete de Probabilites de Saint-Flour XV-XVII, 1985-87 (Lecture Notes in Mathematics)
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Collected Papers IV: Particle Systems and Their Large Deviations (Collected Papers of S.r.s. Varadhan) Collected Papers IV: Particle Systems and Their Large Deviations (Collected Papers of S.r.s. Varadhan)
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Collected Papers I: Limit Theorems Collected Papers I: Limit Theorems
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Collected Papers of S.R.S. Varadhan: Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE, SDE, Diffusions, Random Media. - Volume 3: Large ... Particle Systems and Their Large Deviations Collected Papers of S.R.S. Varadhan: Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE, SDE, Diffusions, Random Media. - Volume 3: Large ... Particle Systems and Their Large Deviations
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Reviews

1. Large Deviations (Courant Lecture Notes)

Description

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 small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed. The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

2. Probability Theory (Courant Lecture Notes)

Description

This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.

3. Probability Theory and Applications (Ias/Park City Mathematics Series)

Feature

Used Book in Good Condition

Description

This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included. This unique collection presents several important areas of current research and a valuable survey reflecting the diversity of the field.

4. Multidimensional Diffusion Processes (Classics in Mathematics)

Feature

Multidimensional Diffusion Processes Classics in Mathematics

Description

From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view." Mathematische Operationsforschung und Statistik

5. Probability Theory (Courant Lecture Notes) by S. R. S. Varadhan (2001-11-01)

Description

Will be shipped from US. Used books may not include companion materials, may have some shelf wear, may contain highlighting/notes, may not include CDs or access codes. 100% money back guarantee.

6. Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov (Springer Proceedings in Mathematics & Statistics)

Feature

Used Book in Good Condition

Description

The role of Yuri Vasilyevich Prokhorov as aprominent mathematician and leading expert inthe theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems,based on the weak convergence of finite dimensional distributions and the condition of tightness ofprobability measures.

The presentvolume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends andpupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.

7. Large Deviations at Saint-Flour (Probability at Saint-Flour)

Feature

Used Book in Good Condition

Description

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.

8. Ecole d'Ete de Probabilites de Saint-Flour XV-XVII, 1985-87 (Lecture Notes in Mathematics)

Feature

Ecole D Ete de Probabilites de Saint Flour XV XVII 1985 87

Description

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

9. Collected Papers IV: Particle Systems and Their Large Deviations (Collected Papers of S.r.s. Varadhan)

Feature

Used Book in Good Condition

Description

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 Sankhy, 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. VolumeIV includes the papers on particle systems.

10. Collected Papers I: Limit Theorems

Description

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 Sankhy, 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 I includes the introductory material, thepapers on limit theorems and review articles.

11. Collected Papers of S.R.S. Varadhan: Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE, SDE, Diffusions, Random Media. - Volume 3: Large ... Particle Systems and Their Large Deviations

Description

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 Sankhy, 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.

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