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Large Deviations at Saint Flour

- Varadhan, Srinivasa R.S.: Large deviations and applications.;

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Collected Papers II

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a;

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Collected Papers III

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a;

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Collected Papers IV

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a;

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Collected Papers I

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a;

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Mathematical Finance - Bachelier Congress 2000

S.R.S. Varadhan. Over 130 further selected talks were given in three parallel sessions. .;

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Probability and Analysis in Interacting Physical Systems

This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the;

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Dirichlet Forms and Symmetric Markov Processes

and Poincare type inequalities, the Donsker-Varadhan type large deviation principle, as well as several new exercises with solutions. The;

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Multidimensional Stochastic Processes As Rough Paths

stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be;

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Large Deviations

The theory of large deviations deals with rates at which probabilities of certain events decay as a ;...

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Asymptotic Analysis of Random Walks

, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan;

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Knowing the Odds

. --Srinivasa Varadhan, Courant Institute, New York This book covers in a leisurely manner all the standard material that one would want in a full year;

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