Celebratio Mathematica

S. R. Srinivasa Varadhan

Probability and statistics

Bibliography

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S. R. S. Varadhan: “Lim­it the­or­ems for sums of in­de­pend­ent ran­dom vari­ables with val­ues in a Hil­bert space,” Sankhyā Ser. A 24 : 3 (August 1962), pp. 213–​238. MR 0171305 Zbl 0113.​34101 article

K. R. Parthas­arathy, R. Ranga Rao, and S. R. S. Varadhan: “On the cat­egory of in­decom­pos­able dis­tri­bu­tions on to­po­lo­gic­al groups,” Trans. Amer. Math. Soc. 102 (1962), pp. 200–​217. MR 0153041 Zbl 0104.​36205 article

S. R. S. Varadhan: Con­vo­lu­tion prop­er­ties of dis­tri­bu­tions on to­po­lo­gic­al groups. Ph.D. thesis, In­di­an Stat­ist­ic­al In­sti­tute (Baranagar, In­dia), 1963. Ad­vised by C. R. Rao.

K. R. Parthas­arathy, R. Ranga Rao, and S. R. S. Varadhan: “Prob­ab­il­ity dis­tri­bu­tions on loc­ally com­pact abeli­an groups,” Illinois J. Math. 7 : 2 (1963), pp. 337–​369. MR 0190968 Zbl 0129.​10902 article

K. R. Parthas­arathy and S. R. S. Varadhan: “Ex­ten­sion of sta­tion­ary stochast­ic pro­cesses,” The­ory Probab. Ap­pl. 9 : 1 (1964), pp. 65–​71. Eng­lish trans­la­tion of Teor. Ver­o­jat­nost. i Primenen. 9 (1964) 72–78.

S. R. S. Varadhan: “Lim­it the­or­ems in prob­ab­il­ity,” Math. Stu­dent 32 (1964), pp. 17–​21. MR 0182050 Zbl 0168.​17004 article

K. R. Parthas­arathy and S. R. S. Varadhan: “Ex­ten­sion of sta­tion­ary stochast­ic pro­cesses,” Teor. Ver­o­jat­nost. i Primenen. 9 (1964), pp. 72–​78. In Rus­si­an. Eng­lish trans­la­tion ap­peared as The­ory Probab. Ap­pl. 9:1 (1964) 65–71. MR 0164364 Zbl 0138.​11001 article

S. R. S. Varadhan: “Asymp­tot­ic prob­ab­il­it­ies and dif­fer­en­tial equa­tions,” Comm. Pure Ap­pl. Math. 19 (1966), pp. 261–​286. MR 0203230 Zbl 0147.​15503 article

S. R. S. Varadhan: “Dif­fu­sion pro­cesses in a small time in­ter­val,” Comm. Pure Ap­pl. Math. 20 : 4 (November 1967), pp. 659–​685. MR 0217881 Zbl 0278.​60051 article

S. R. S. Varadhan: “On the be­ha­vi­or of the fun­da­ment­al solu­tion of the heat equa­tion with vari­able coef­fi­cients,” Comm. Pure Ap­pl. Math. 20 : 2 (May 1967), pp. 431–​455. MR 0208191 Zbl 0155.​16503 article

S. R. S. Varadhan: Stochast­ic pro­cesses. Cour­ant Lec­ture Notes 16. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 1968. Notes based on a course giv­en at New York Uni­versity dur­ing the year 1967/68. MR 0260028 book

D. W. Stroock and S. R. S. Varadhan: “Dif­fu­sion pro­cesses with con­tinu­ous coef­fi­cients. II,” Comm. Pure Ap­pl. Math. 22 (July 1969), pp. 479–​530. MR 0254923 Zbl 0167.​43904 article

D. W. Stroock and S. R. S. Varadhan: “Dif­fu­sion pro­cesses with con­tinu­ous coef­fi­cients. I,” Comm. Pure Ap­pl. Math. 22 (May 1969), pp. 345–​400. MR 0253426 Zbl 0167.​43903 article

D. W. Stroock and S. R. S. Varadhan: “Dif­fu­sion pro­cesses with bound­ary con­di­tions,” Comm. Pure Ap­pl. Math. 24 (March 1971), pp. 147–​225. MR 0277037 Zbl 0227.​76131 article

D. W. Stroock and S. R. S. Varadhan: “Dif­fu­sion pro­cesses and mar­tin­gales. II,” pp. 67–​75 in Mar­tin­gales (Ober­wolfach, May 17–30, 1970). Edi­ted by H. Dinges. Lec­ture Notes in Math­em­at­ics 190. Spring­er (Ber­lin), 1971. MR 0359025 incollection

D. W. Stroock and S. R. S. Varadhan: “Dif­fu­sion pro­cesses and mar­tin­gales. I,” pp. 60–​66 in Mar­tin­gales (Ober­wolfach, May 17–30, 1970). Edi­ted by H. Dinges. Lec­ture Notes in Math­em­at­ics 190. Spring­er (Ber­lin), 1971. MR 0359024 incollection

D. W. Stroock and S. R. S. Varadhan: “Dif­fu­sion pro­cesses,” pp. 361–​368 in Pro­ceed­ings of the sixth Berke­ley sym­posi­um on math­em­at­ic­al stat­ist­ics and prob­ab­il­ity (Berke­ley, CA, June 21–Ju­ly 18, 1970), vol. III: Prob­ab­il­ity the­ory. Edi­ted by L. M. Le Cam, J. Ney­man, and E. L. Scott. Univ. Cali­for­nia Press (Berke­ley, CA), 1972. MR 0397899 Zbl 0255.​60055 inproceedings

D. W. Stroock and S. R. S. Varadhan: “On the sup­port of dif­fu­sion pro­cesses with ap­plic­a­tions to the strong max­im­um prin­ciple,” pp. 333–​359 in Pro­ceed­ings of the sixth Berke­ley sym­posi­um on math­em­at­ic­al stat­ist­ics and prob­ab­il­ity (Berke­ley, CA, June 21–Ju­ly 18, 1970), vol. III: Prob­ab­il­ity the­ory. Edi­ted by L. M. Le Cam, J. Ney­man, and E. L. Scott. Uni­versity of Cali­for­nia Press (Berke­ley, CA), 1972. MR 0400425 Zbl 0255.​60056 inproceedings

D. Stroock and S. R. S. Varadhan: “On de­gen­er­ate el­lipt­ic-para­bol­ic op­er­at­ors of second or­der and their as­so­ci­ated dif­fu­sions,” Comm. Pure Ap­pl. Math. 25 : 6 (November 1972), pp. 651–​713. MR 0387812 Zbl 0344.​35041 article

S. R. S. Varadhan: “Strassen’s ver­sion of the law of the it­er­ated log­ar­ithm,” pp. 15–​31 in Top­ics in prob­ab­il­ity the­ory (Cour­ant In­sti­tute, New York, 1971–1972). Edi­ted by D. W. Stroock and S. R. S. Varadhan. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 1973. MR 0413234 Zbl 0269.​60025 incollection

D. W. Stroock and S. R. S. Varadhan: “Lim­it the­or­ems for ran­dom walks on Lie groups,” Sankhyā Ser. A 35 : 3 (September 1973), pp. 277–​294. MR 0517406 Zbl 0299.​60007 article

D. W. Stroock and S. R. S. Varadhan: “Mar­tin­gales. I, II, III,” pp. 113–​161 in Top­ics in prob­ab­il­ity the­ory (Cour­ant In­sti­tute, New York, 1971–1972). Edi­ted by D. W. Stroock and S. R. S. Varadhan. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 1973. MR 0410912 incollection

D. W. Stroock and S. R. S. Varadhan: “Prob­ab­il­ity the­ory and the strong max­im­um prin­ciple,” pp. 215–​220 in Par­tial dif­fer­en­tial equa­tions (Berke­ley, CA, 9–27 Au­gust, 1971). Edi­ted by D. C. Spen­cer. Pro­ceed­ings of Sym­po­sia in Pure Math­em­at­ics 23. Amer­er­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 1973. MR 0380109 Zbl 0262.​35028 incollection

G. C. Papan­ic­ol­aou and S. R. S. Varadhan: “A lim­it the­or­em with strong mix­ing in Banach space and two ap­plic­a­tions to stochast­ic dif­fer­en­tial equa­tions,” Comm. Pure Ap­pl. Math. 26 : 4 (July 1973), pp. 497–​524. MR 0383530 Zbl 0253.​60065 article

Top­ics in prob­ab­il­ity the­ory (Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences, New York, 1971–1972). Edi­ted by D. W. Stroock and S. R. S. Varadhan. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 1973. MR 0353393 Zbl 0258.​00010 book

S. Varadhan: Math­em­at­ic­al stat­ist­ics. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 1974. Lec­tures giv­en dur­ing the aca­dem­ic year 1973–1974. MR 0362573 Zbl 0293.​62001 book

D. Stroock and S. R. S. Varadhan: “A prob­ab­il­ist­ic ap­proach to \( H^{p}(R^{d}) \),” Trans. Amer. Math. Soc. 192 (1974), pp. 245–​260. MR 0365696 Zbl 0289.​60029 article

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ic eval­u­ation of cer­tain Markov pro­cess ex­pect­a­tions for large time. I,” Comm. Pure Ap­pl. Math. 28 : 1 (January 1975), pp. 1–​47. MR 0386024 article

M. D. Don­sker and S. R. S. Varadhan: “Er­rat­um: ‘Asymp­tot­ics for the Wien­er saus­age’,” Comm. Pure Ap­pl. Math. 28 : 5 (September 1975), pp. 677. MR 0397902 article

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ics for the Wien­er saus­age,” Comm. Pure Ap­pl. Math. 28 : 4 (July 1975), pp. 525–​565. MR 0397901 article

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ic eval­u­ation of cer­tain Markov pro­cess ex­pect­a­tions for large time. II,” Comm. Pure Ap­pl. Math. 28 : 2 (March 1975), pp. 279–​301. MR 52 \#6883

M. D. Don­sker and S. R. S. Varadhan: “Large de­vi­ations for Markov pro­cesses and the asymp­tot­ic eval­u­ation of cer­tain Markov pro­cess ex­pect­a­tions for large times,” pp. 82–​88 in Prob­ab­il­ist­ic meth­ods in dif­fer­en­tial equa­tions (Vic­tor­ia, BC, Au­gust 19–20, 1974). Edi­ted by M. A. Pin­sky. Lec­ture Notes in Math­em­at­ics 451. Spring­er (Ber­lin), 1975. MR 0410942 incollection

M. D. Don­sker and S. R. S. Varadhan: “On a vari­ation­al for­mula for the prin­cip­al ei­gen­value for op­er­at­ors with max­im­um prin­ciple,” Proc. Nat. Acad. Sci. U.S.A. 72 (1975), pp. 780–​783. MR 0361998 Zbl 0353.​49039 article

M. D. Don­sker and S. R. S. Varadhan: “On some prob­lems of large de­vi­ations for Markov pro­cesses,” pp. 409–​416, 417–​418 in Pro­ceed­ings of the 40th ses­sion of the In­ter­na­tion­al Stat­ist­ic­al In­sti­tute (Warsaw, 1975), published as Bul­let­in of the In­ter­na­tion­al Stat­ist­ic­al In­sti­tute 46 : 1. Hérit­i­ers Botta, 1975. MR 0488298 Zbl 0351.​60036 inproceedings

Er­god­ic the­ory (Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences, New York, 1973–1974). Edi­ted by J. Moser, E. Phil­lips, and S. R. S. Varadhan. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 1975. MR 0486431 Zbl 0334.​28019 book

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ic eval­u­ation of cer­tain Wien­er in­teg­rals for large time,” pp. 15–​33 in Func­tion­al in­teg­ra­tion and its ap­plic­a­tions (Lon­don, April 1974). Edi­ted by A. M. Ar­thurs. Clar­en­don Press (Ox­ford), 1975. MR 0486395 Zbl 0333.​60078 incollection

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ic eval­u­ation of cer­tain Markov pro­cess ex­pect­a­tions for large time. III,” Comm. Pure Ap­pl. Math. 29 : 4 (July 1976), pp. 389–​461. MR 0428471 Zbl 0348.​60032 article

M. D. Don­sker and S. R. S. Varadhan: “On the prin­cip­al ei­gen­value of second-or­der el­lipt­ic dif­fer­en­tial op­er­at­ors,” Comm. Pure Ap­pl. Math. 29 : 6 (November 1976), pp. 595–​621. MR 0425380 Zbl 0356.​35065 article

M. D. Don­sker and S. R. S. Varadhan: “Some prob­lems of large de­vi­ations,” pp. 313–​318 (IN­DAM, Rome, 1975). Sym­po­sia Math­em­at­ica 21. Aca­dem­ic Press (Lon­don), 1977. MR 0517541 Zbl 0372.​60036 incollection

G. C. Papan­ic­ol­aou, D. Stroock, and S. R. S. Varadhan: “Mar­tin­gale ap­proach to some lim­it the­or­ems,” pp. ii+120 pp. in Duke tur­bu­lence con­fer­ence (Durham, NC, April 23–25, 1976). Edi­ted by P. L. Chow. Duke Uni­versity Math­em­at­ics Series III. Duke Uni­versity (Durham, NC), 1977. MR 0461684 incollection

M. D. Don­sker and S. R. S. Varadhan: “On laws of the it­er­ated log­ar­ithm for loc­al times,” Comm. Pure Ap­pl. Math. 30 : 6 (November 1977), pp. 707–​753. MR 0461682 Zbl 0356.​60029 article

M. D. Don­sker and S. R. S. Varadhan: “On the prin­cip­al ei­gen­value of el­lipt­ic second or­der dif­fer­en­tial op­er­at­ors,” pp. 41–​47 in Pro­ceed­ings of the in­ter­na­tion­al sym­posi­um on stochast­ic dif­fer­en­tial equa­tions (Kyoto, 1976). Edi­ted by K. Itō. Wiley (New York), 1978. MR 536002 Zbl 0447.​35030 inproceedings

M. D. Don­sker and S. R. S. Varadhan: “On the num­ber of dis­tinct sites vis­ited by a ran­dom walk,” pp. 57–​62 in Stochast­ic ana­lys­is (Evan­ston, IL, April 10–14, 1978). Edi­ted by A. Fried­man and M. A. Pin­sky. Aca­dem­ic Press (New York), 1978. MR 517233 Zbl 0442.​60068 incollection

J. Saint-Ray­mond: “Quelques re­marques sur un art­icle de M. D. Don­sker et S. R. S. Varadhan: ‘Asymp­tot­ic eval­u­ation of cer­tain Markov pro­cess ex­pect­a­tions for large time, III’,” pp. 468–​481 in Sémin­aire de prob­ab­il­ités, XII (Stras­bourg, 1976/1977). Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 520021 incollection

D. W. Stroock and S. R. S. Varadhan: Mul­ti­di­men­sion­al dif­fu­sion pro­cesses. Grundlehren der Math­em­at­ischen Wis­senschaften 233. Spring­er (Ber­lin), 1979. MR 532498 Zbl 0426.​60069 book

M. D. Don­sker and S. R. S. Varadhan: “On the num­ber of dis­tinct sites vis­ited by a ran­dom walk,” Comm. Pure Ap­pl. Math. 32 : 6 (1979), pp. 721–​747. MR 539157 Zbl 0418.​60074 article

G. C. Papan­ic­ol­aou and S. R. S. Varadhan: “Dif­fu­sion in re­gions with many small holes,” pp. 190–​206 in Stochast­ic dif­fer­en­tial sys­tems (Vil­ni­us, Lithuania, 28 Au­gust–2 Septem­ber, 1978). Edi­ted by B. Gri­geli­onis. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 25. Spring­er (Ber­lin), 1980. MR 609184 Zbl 0485.​60076 incollection

K. L. Chung and S. R. S. Varadhan: “Kac func­tion­al and Schrödinger equa­tion,” Stu­dia Math. 68 : 3 (1980), pp. 249–​260. MR 599148 Zbl 0448.​60054 article

M. D. Don­sker and S. R. S. Varadhan: “A law of the it­er­ated log­ar­ithm for total oc­cu­pa­tion times of tran­si­ent Browni­an mo­tion,” Comm. Pure Ap­pl. Math. 33 : 3 (1980), pp. 365–​393. MR 562740 Zbl 0504.​60037 article

S. R. S. Varadhan: Lec­tures on dif­fu­sion prob­lems and par­tial dif­fer­en­tial equa­tions. Tata In­sti­tute of Fun­da­ment­al Re­search Lec­tures on Math­em­at­ics and Phys­ics 64. Tata In­sti­tute of Fun­da­ment­al Re­search (Bom­bay), 1980. MR 607678 Zbl 0489.​35002 book

S. R. S. Varadhan: “Some prob­lems of large de­vi­ations,” pp. 755–​762 in Pro­ceed­ings of the In­ter­na­tion­al Con­gress of Math­em­aticians (Hel­sinki, 1978), vol. 2. Edi­ted by O. Le­hto. Acad. Sci. Fen­nica (Hel­sinki), 1980. MR 562683 Zbl 0421.​60025 inproceedings

M. D. Don­sker and S. R. S. Varadhan: “The po­laron prob­lem and large de­vi­ations,” Phys. Rep. 77 : 3 (November 1981), pp. 235–​237. MR 639028 article

M. D. Don­sker and S. R. S. Varadhan: “Some prob­lems of large de­vi­ations,” pp. 41–​46 in Stochast­ic dif­fer­en­tial sys­tems (Visegrád, Hun­gary, Septem­ber 15–20, 1980). Edi­ted by M. Ar­ató, D. Ver­mes, and A. V. Bal­akrish­nan. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 36. Spring­er (Ber­lin), 1981. MR 653644 Zbl 0472.​60028 incollection

G. C. Papan­ic­ol­aou and S. R. S. Varadhan: “Bound­ary value prob­lems with rap­idly os­cil­lat­ing ran­dom coef­fi­cients,” pp. 835–​873 in Ran­dom fields (Es­zter­gom, Hun­gary, 1979), vol. II. Edi­ted by J. Fritz, J. L. Le­bowitz, and D. Szász. Col­loquia math­em­at­ica So­ci­e­tatis János Bolyai 27. North-Hol­land (Am­s­ter­dam), 1981. MR 712714 Zbl 0499.​60059 incollection

G. C. Papan­ic­ol­aou and S. R. S. Varadhan: “Dif­fu­sions with ran­dom coef­fi­cients,” pp. 547–​552 in Stat­ist­ics and prob­ab­il­ity: es­says in hon­or of C. R. Rao. Edi­ted by G. Kal­li­an­pur, P. R. Krish­nai­ah, and J. K. Ghosh. North-Hol­land (Am­s­ter­dam), 1982. MR 659505 Zbl 0486.​60076 incollection

S. R. S. Varadhan: “Large de­vi­ations,” pp. 382–​392 in Ad­vances in fil­ter­ing and op­tim­al stochast­ic con­trol (Cocoyoc, Mex­ico, Feb­ru­ary 1–6, 1982). Edi­ted by W. H. Flem­ing and L. G. Goros­tiza. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 42. Spring­er (Ber­lin), 1982. MR 794532 Zbl 0496.​60024 incollection

S. R. S. Varadhan: “Ran­dom walks among ran­dom scat­ter­ers,” pp. 282–​283 in The­ory and ap­plic­a­tion of ran­dom fields (Ban­galore, Janu­ary 1982). Edi­ted by G. Kal­li­an­pur. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 49. Spring­er (Ber­lin), 1983. MR 799951 Zbl 0505.​60028 incollection

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ics for the po­laron,” Comm. Pure Ap­pl. Math. 36 : 4 (1983), pp. 505–​528. MR 709647 Zbl 0538.​60081 article

M. D. Don­sker and S. R. S. Varadhan: “Asymp­tot­ic eval­u­ation of cer­tain Markov pro­cess ex­pect­a­tions for large time. IV,” Comm. Pure Ap­pl. Math. 36 : 2 (1983), pp. 183–​212. MR 690656 Zbl 0512.​60068 article

S. R. S. Varadhan: Large de­vi­ations and ap­plic­a­tions. CBMS-NSF Re­gion­al Con­fer­ence Series in Ap­plied Math­em­at­ics 46. So­ci­ety for In­dus­tri­al and Ap­plied Math­em­at­ics (Phil­adelphia, PA), 1984. MR 758258 Zbl 0549.​60023 book

G. Papan­ic­ol­aou and S. R. S. Varadhan: “Orn­stein–Uh­len­beck pro­cess in a ran­dom po­ten­tial,” Comm. Pure Ap­pl. Math. 38 : 6 (November 1985), pp. 819–​834. MR 812349 Zbl 0617.​60078 article

S. R. S. Varadhan: “Large de­vi­ations and ap­plic­a­tions,” Ex­pos­i­tion. Math. 3 : 3 (1985), pp. 251–​272. MR 861018 Zbl 0567.​60030 article

M. D. Don­sker and S. R. S. Varadhan: “Large de­vi­ations for sta­tion­ary Gaus­si­an pro­cesses,” pp. 108–​112 in Stochast­ic dif­fer­en­tial sys­tems (Mar­seille-Lu­miny, 1984). Edi­ted by M. Mét­ivi­er and É. Par­doux. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 69. Spring­er (Ber­lin), 1985. MR 798313 Zbl 0657.​60036 incollection

S. R. S. Varadhan and R. J. Wil­li­ams: “Browni­an mo­tion in a wedge with ob­lique re­flec­tion,” Comm. Pure Ap­pl. Math. 38 : 4 (July 1985), pp. 405–​443. MR 792398 Zbl 0579.​60082 article

M. D. Don­sker and S. R. S. Varadhan: “Large de­vi­ations for sta­tion­ary Gaus­si­an pro­cesses,” Comm. Math. Phys. 97 : 1–​2 (1985), pp. 187–​210. MR 782966 Zbl 0646.​60030 article

C. Kipnis and S. R. S. Varadhan: “Cent­ral lim­it the­or­ems for ad­dit­ive func­tion­als of re­vers­ible Markov chains and ap­plic­a­tions,” pp. 65–​70 in Col­loque en l’hon­neur de Laurent Schwartz, volume 2 (École Poly­tech­nique, Pal­aiseau, 30 May–3 June, 1983). As­térisque 132. 1985. MR 816760 Zbl 0584.​60043 incollection

S. R. S. Varadhan: “Stochast­ic dif­fer­en­tial equa­tions–large de­vi­ations,” pp. 625–​678 in Phénomènes cri­tiques, sys­tèmes aléatoires, théor­ies de jauge (Les Houches, 1984), Part II. Edi­ted by K. Os­ter­walder, R. Stora, and D. Bry­dges. North-Hol­land (Am­s­ter­dam), 1986. MR 880536 incollection

C. Kipnis and S. R. S. Varadhan: “Cent­ral lim­it the­or­em for ad­dit­ive func­tion­als of re­vers­ible Markov pro­cesses and ap­plic­a­tions to simple ex­clu­sions,” Comm. Math. Phys. 104 : 1 (1986), pp. 1–​19. MR 834478 Zbl 0588.​60058 article

V. F. Kol­chin: Ran­dom map­pings. Trans­la­tion Series in Math­em­at­ics and En­gin­eer­ing. Op­tim­iz­a­tion Soft­ware Pub­lic­a­tions Di­vi­sion (New York), 1986. With a fore­word by S. R. S. Varadhan. MR 865130 Zbl 0605.​60010 book

A.-S. Szn­it­man and S. R. S. Varadhan: “A mul­ti­di­men­sion­al pro­cess in­volving loc­al time,” Probab. The­ory Re­lat. Fields 71 : 4 (1986), pp. 553–​579. MR 833269 Zbl 0613.​60050 article

K. Itō: Se­lec­ted pa­pers. Edi­ted by S. R. S. Varadhan and D. W. Stroock. Spring­er (New York), 1987. With an in­tro­duc­tion by the ed­it­ors. MR 868862 Zbl 0621.​01019 book

M. D. Don­sker and S. R. S. Varadhan: “Large de­vi­ations for non­in­ter­act­ing in­fin­ite-particle sys­tems,” J. Stat­ist. Phys. 46 : 5–​6 (1987), pp. 1195–​1232. MR 893138 Zbl 0682.​60020 article

M. Z. Guo, G. C. Papan­ic­ol­aou, and S. R. S. Varadhan: “Non­lin­ear dif­fu­sion lim­it for a sys­tem with nearest neigh­bor in­ter­ac­tions,” Comm. Math. Phys. 118 : 1 (1988), pp. 31–​59. MR 954674 Zbl 0652.​60107 article

S. R. S. Varadhan: “Large de­vi­ations and ap­plic­a­tions,” pp. 1–​49 in École d’été de prob­ab­il­ités de Saint-Flour XV–XVII, 1985–87 (Saint-Flour, France, 1985–87). Edi­ted by P.-L. Hen­nequin. Lec­ture Notes in Math­em­at­ics 1362. Spring­er (Ber­lin), 1988. MR 983371 Zbl 0661.​60040 incollection

Col­loque Paul Lévy sur les pro­ces­sus stochastiques (École Poly­tech­nique, Pal­aiseau, June 22–26, 1987). Edi­ted by M. Mét­ivi­er, J. Neveu, and S. R. S. Varadhan. As­térisque 157–​158. So­ciété Math­ématique de France (Par­is), 1988. MR 976209 book

C. Kipnis, S. Olla, and S. R. S. Varadhan: “Hy­dro­dynam­ics and large de­vi­ation for simple ex­clu­sion pro­cesses,” Comm. Pure Ap­pl. Math. 42 : 2 (1989), pp. 115–​137. MR 978701 Zbl 0644.​76001 article

M. D. Don­sker and S. R. S. Varadhan: “Large de­vi­ations from a hy­dro­dynam­ic scal­ing lim­it,” Comm. Pure Ap­pl. Math. 42 : 3 (April 1989), pp. 243–​270. MR 982350 Zbl 0780.​60027 article

J. A. Gub­n­er, B. Gop­inath, and S. R. S. Varadhan: “Bound­ing func­tions of Markov pro­cesses and the shortest queue prob­lem,” Adv. in Ap­pl. Probab. 21 : 4 (1989), pp. 842–​860. MR 1039631 Zbl 0707.​60086 article

S. R. S. Varadhan: “On the de­riv­a­tion of con­ser­va­tion laws for stochast­ic dy­nam­ics,” pp. 677–​694 in Ana­lys­is, et cet­era. Edi­ted by P. H. Ra­binow­itz and E. Zehnder. Aca­dem­ic Press (Bo­ston, MA), 1990. MR 1039368 Zbl 0699.​60097 incollection

J. Fritz: “On the dif­fus­ive nature of en­tropy flow in in­fin­ite sys­tems: re­marks to a pa­per: ‘Non­lin­ear dif­fu­sion lim­it for a sys­tem with nearest neigh­bor in­ter­ac­tions’ by M. Z. Guo, G. C. Papan­ic­olau and S. R. S. Varadhan,” Comm. Math. Phys. 133 : 2 (1990), pp. 331–​352. MR 1090429 article

S. Olla and S. R. S. Varadhan: “Scal­ing lim­it for in­ter­act­ing Orn­stein–Uh­len­beck pro­cesses,” Comm. Math. Phys. 135 : 2 (1991), pp. 355–​378. MR 1087388 Zbl 0725.​60086 article

S. R. S. Varadhan: “Scal­ing lim­its for in­ter­act­ing dif­fu­sions,” Comm. Math. Phys. 135 : 2 (1991), pp. 313–​353. MR 1087387 Zbl 0725.​60085 article

J. R. Bax­ter, N. C. Jain, and S. R. S. Varadhan: “Some fa­mil­i­ar ex­amples for which the large de­vi­ation prin­ciple does not hold,” Comm. Pure Ap­pl. Math. 44 : 8–​9 (1991), pp. 911–​923. MR 1127039 Zbl 0749.​60025 article

S. R. S. Varadhan: “En­tropy meth­ods in hy­dro­dynam­ic­al scal­ing,” pp. 103–​112 in Math­em­at­ic­al phys­ics X (Leipzig, 30 Ju­ly–9 Au­gust, 1991). Edi­ted by K. Schmüdgen. Spring­er (Ber­lin), 1992. MR 1386400 Zbl 0947.​82510 incollection

S. R. S. Varadhan: “En­tropy meth­ods in hy­dro­dynam­ic scal­ing,” pp. 112–​145 in Nonequi­lib­ri­um prob­lems in many-particle sys­tems (Montec­at­ini, Italy, June 15–27, 1992). Edi­ted by L. Ark­eryd. Lec­ture Notes in Math­em­at­ics 1551. Spring­er (Ber­lin), 1993. MR 1296260 Zbl 0791.​60098 incollection

S. R. S. Varadhan: “Re­l­at­ive en­tropy and hy­dro­dynam­ic lim­its,” pp. 329–​336 in Stochast­ic pro­cesses. Edi­ted by S. Cam­banis. Spring­er (New York), 1993. MR 1427330 Zbl 0790.​60094 incollection

S. Olla, S. R. S. Varadhan, and H.-T. Yau: “Hy­dro­dynam­ic­al lim­it for a Hamilto­ni­an sys­tem with weak noise,” Comm. Math. Phys. 155 : 3 (1993), pp. 523–​560. MR 1231642 Zbl 0781.​60101 article

H. Berestycki, L. Niren­berg, and S. Varadhan: “État fon­da­ment­al et prin­cipe du max­im­um pour les opérat­eurs el­lipt­iques du second or­dre dans des do­maines généraux,” C. R. Acad. Sci. Par­is Sér. I Math. 317 : 1 (1993), pp. 51–​56. MR 1228964 Zbl 0798.​35038 article

S. R. S. Varadhan: “Non­lin­ear dif­fu­sion lim­it for a sys­tem with nearest neigh­bor in­ter­ac­tions. II,” pp. 75–​128 in Asymp­tot­ic prob­lems in prob­ab­il­ity the­ory: stochast­ic mod­els and dif­fu­sions on fractals (Sanda/Kyoto, 1990), vol. 1. Edi­ted by K. D. El­worthy and N. Ike­da. Pit­man Re­search Notes in Math­em­at­ics 283. Long­man Sci­entif­ic & Tech­nic­al (Har­low), 1993. MR 1354152 Zbl 0793.​60105 incollection

S. R. S. Varadhan: “Reg­u­lar­ity of self-dif­fu­sion coef­fi­cient,” pp. 387–​397 in The Dynkin Fest­s­chrift: Markov pro­cesses and their ap­plic­a­tions. Edi­ted by M. I. Freĭdlin. Pro­gress in Prob­ab­il­ity 34. Birkhäuser (Bo­ston, MA), 1994. MR 1311731 Zbl 0822.​60089 incollection

H. Berestycki, L. Niren­berg, and S. R. S. Varadhan: “The prin­cip­al ei­gen­value and max­im­um prin­ciple for second-or­der el­lipt­ic op­er­at­ors in gen­er­al do­mains,” Comm. Pure Ap­pl. Math. 47 : 1 (1994), pp. 47–​92. MR 1258192 Zbl 0806.​35129 article

T. Di­gernes, V. S. Varada­ra­jan, and S. R. S. Varadhan: “Fi­nite ap­prox­im­a­tions to quantum sys­tems,” Rev. Math. Phys. 6 : 4 (1994), pp. 621–​648. MR 1290691 Zbl 0855.​47046 article

S. R. S. Varadhan: “En­tropy meth­ods in hy­dro­dynam­ic scal­ing,” pp. 196–​208 in Pro­ceed­ings of the In­ter­na­tion­al Con­gress of Math­em­aticians (Zürich, Au­gust 3–11, 1994), vol. I. Edi­ted by S. D. Chat­terji. Birkhäuser (Basel), 1995. MR 1403922 Zbl 0872.​60081 inproceedings

S. R. S. Varadhan: “Self-dif­fu­sion of a tagged particle in equi­lib­ri­um for asym­met­ric mean zero ran­dom walk with simple ex­clu­sion,” Ann. Inst. H. Poin­caré Probab. Stat­ist. 31 : 1 (1995), pp. 273–​285. MR 1340041 Zbl 0816.​60093 article

S. R. S. Varadhan: “The work of Pierre-Louis Lions,” pp. 6–​10 in Pro­ceed­ings of the In­ter­na­tion­al Con­gress of Math­em­aticians (Zürich, Au­gust 3–11, 1994), vol. I. Edi­ted by S. D. Chat­terji. Birkhäuser (Basel), 1995. MR 1403909 Zbl 0838.​01025 inproceedings

S. R. S. Varadhan: “The com­plex story of simple ex­clu­sion,” pp. 385–​400 in Itô’s stochast­ic cal­cu­lus and prob­ab­il­ity the­ory. Edi­ted by N. Ike­da, S. Watanabe, M. Fukushi­ma, and H. Kunita. Spring­er (Tokyo), 1996. MR 1439538 Zbl 0866.​60092 incollection

C. Land­im, S. Se­th­ura­man, and S. Varadhan: “Spec­tral gap for zero-range dy­nam­ics,” Ann. Probab. 24 : 4 (1996), pp. 1871–​1902. MR 1415232 Zbl 0870.​60095 article

S. R. S. Varadhan: “Non­gradi­ent mod­els in hy­dro­dynam­ic scal­ing,” pp. 397–​416 in Ana­lys­is, geo­metry and prob­ab­il­ity. Edi­ted by R. Bha­tia. Texts and Read­ings in Math­em­at­ics 10. Hindus­tan Book Agency (Del­hi), 1996. MR 1477705 Zbl 0977.​60099 incollection

1996 Steele Prizes,” No­tices Amer. Math. Soc. 43 : 11 (1996), pp. 1340–​1347. MR 1412777 article

A. F. Ramirez and S. R. S. Varadhan: “Re­l­at­ive en­tropy and mix­ing prop­er­ties of in­ter­act­ing particle sys­tems,” J. Math. Kyoto Univ. 36 : 4 (1996), pp. 869–​875. MR 1443753 Zbl 0884.​60094 article

J. Quastel and S. R. S. Varadhan: “Dif­fu­sion semig­roups and dif­fu­sion pro­cesses cor­res­pond­ing to de­gen­er­ate di­ver­gence form op­er­at­ors,” Comm. Pure Ap­pl. Math. 50 : 7 (July 1997), pp. 667–​706. MR 1447057 Zbl 0907.​47040 article

S. R. S. Varadhan and H. T. Yau: “Scal­ing lim­its for lat­tice gas mod­els,” pp. 39–​43 in Stochast­ic pro­cesses and func­tion­al ana­lys­is (River­side, CA, Novem­ber 18–20, 1994). Edi­ted by J. A. Gold­stein, N. E. Gret­sky, and J. J. Uhl. Lec­ture Notes in Pure and Ap­plied Math­em­at­ics 186. Dek­ker (New York), 1997. MR 1440413 Zbl 0884.​60090 incollection

S. R. S. Varadhan: “The work of Pierre-Louis Lions,” pp. 555–​559 in Fields Medal­lists’ lec­tures. Edi­ted by M. F. Atiyah and D. Iag­ol­nitzer. World Sci­entif­ic Series in 20th Cen­tury Math­em­at­ics 5. World Sci­entif­ic (River Edge, NJ), 1997. MR 1622925 incollection

S. R. S. Varadhan and H.-T. Yau: “Dif­fus­ive lim­it of lat­tice gas with mix­ing con­di­tions,” Asi­an J. Math. 1 : 4 (December 1997), pp. 623–​678. MR 1621569 Zbl 0947.​60089 article

Dif­fer­en­tial equa­tions: La Pietra 1996 (Florence, Ju­ly 3–7, 1996). Edi­ted by M. Gi­a­quinta, J. M. Sha­tah, and S. R. S. Varadhan. Pro­ceed­ings of Sym­po­sia in Pure Math­em­at­ics 65. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 1999. MR 1662745 book

J. Quastel, F. Reza­khan­lou, and S. R. S. Varadhan: “Large de­vi­ations for the sym­met­ric simple ex­clu­sion pro­cess in di­men­sions \( d\geq 3 \),” Probab. The­ory Re­lated Fields 113 : 1 (1999), pp. 1–​84. MR 1670733 Zbl 0928.​60087 article

S. R. S. Varadhan: “Large de­vi­ations for in­ter­act­ing particle sys­tems,” pp. 373–​383 in Per­plex­ing prob­lems in prob­ab­il­ity. Edi­ted by M. Bramson and R. Dur­rett. Pro­gress in Prob­ab­il­ity 44. Birkhäuser (Bo­ston, MA), 1999. MR 1703141 Zbl 0941.​60096 incollection

Prob­ab­il­ity the­ory and ap­plic­a­tions (Prin­ceton, NJ, June 23–Ju­ly 13, 1996). Edi­ted by E. P. Hsu and S. R. S. Varadhan. IAS/Park City Math­em­at­ics Series 6. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 1999. MR 1678306 Zbl 0932.​60005 book

L. H. Jensen and S. R. S. Varadhan: Large de­vi­ations of the asym­met­ric ex­clu­sion pro­cess in one di­men­sion. Pre­print, 2000.

S. R. S. Varadhan: “In­fin­ite particle sys­tems and their scal­ing lim­its,” pp. 306–​315 in Math­em­at­ic­al phys­ics 2000. Edi­ted by A. Fo­kas, A. Grigory­an, T. Kibble, and B. Zegar­l­in­ski. Im­per­i­al Col­lege Press (Lon­don), 2000. MR 1773051 Zbl 1028.​82516 incollection

S. Se­th­ura­man, S. R. S. Varadhan, and H.-T. Yau: “Dif­fus­ive lim­it of a tagged particle in asym­met­ric simple ex­clu­sion pro­cesses,” Comm. Pure Ap­pl. Math. 53 : 8 (August 2000), pp. 972–​1006. MR 1755948 Zbl 1029.​60084 article

S. R. S. Varadhan: “Lec­tures on hy­dro­dynam­ic scal­ing,” pp. 3–​40 in Hy­dro­dynam­ic lim­its and re­lated top­ics (Toronto, Oc­to­ber 7–10, 1998). Edi­ted by S. Feng, A. T. Lawn­iczak, and S. R. S. Varadhan. Fields In­sti­tute Com­mu­nic­a­tions 27. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 2000. MR 1798641 Zbl 1060.​82514 incollection

Hy­dro­dynam­ic lim­its and re­lated top­ics (Toronto, Oc­to­ber 7–10, 1998). Edi­ted by S. Feng, A. T. Lawn­iczak, and S. R. S. Varadhan. Fields In­sti­tute Com­mu­nic­a­tions 27. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 2000. MR 1798640 book

C. Land­im, S. Olla, and S. R. S. Varadhan: “Asymp­tot­ic be­ha­vi­or of a tagged particle in simple ex­clu­sion pro­cesses,” Bol. Soc. Brasil. Mat. (N.S.) 31 : 3 (2000), pp. 241–​275. MR 1817088 Zbl 0983.​60100 article

S. R. S. Varadhan: “Scal­ing lim­its of large in­ter­act­ing sys­tems,” pp. 144–​158 in The math­em­at­ic­al sci­ences after the year 2000 (Beirut, 11–15 Janu­ary, 1999). Edi­ted by K. Bit­ar, A. Chamsed­dine, and W. Sabra. World Sci­entif­ic (River Edge, NJ), 2000. MR 1799447 Zbl 1112.​82320 incollection

K. B. Ath­reya: “Pro­fess­or Srinivasa R. S. Varadhan,” Cur­rent Sci. 78 : 9 (2000), pp. 1151–​1152. MR 1762110 article

S. Se­th­ura­man: “On Pro­fess­or S. R. S. Varadhan’s con­tri­bu­tions to hy­dro­dynam­ic lim­its,” Cur­rent Sci. 78 : 9 (May 2000), pp. 1153–​1154. MR 1762111 article

S. R. S. Varadhan: Prob­ab­il­ity the­ory. Cour­ant Lec­ture Notes in Math­em­at­ics 7. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 2001. MR 1852999 Zbl 0980.​60002 book

C. Land­im, S. Olla, and S. R. S. Varadhan: “Sym­met­ric simple ex­clu­sion pro­cess: reg­u­lar­ity of the self-dif­fu­sion coef­fi­cient,” pp. 307–​321 in Ded­ic­ated to Joel L. Le­bowitz on his sev­en­ti­eth birth­day, published as Comm. Math. Phys. 224 : 1 (2001). MR 1869001 Zbl 0994.​60093 incollection

S. R. S. Varadhan: “Large de­vi­ation and hy­dro­dynam­ic scal­ing,” pp. 265–​286 in Tanigu­chi con­fer­ence on math­em­at­ics Nara ’98 (Nara, Ja­pan, Decem­ber 15–20, 1998). Edi­ted by M. Maruyama and T. Sunada. Ad­vanced Stud­ies in Pure Math­em­at­ics 31. Math­em­at­ic­al So­ci­ety of Ja­pan (Tokyo), 2001. MR 1865096 Zbl 1006.​60019 incollection

S. R. S. Varadhan: “Dif­fu­sion pro­cesses,” pp. 853–​872 in Stochast­ic pro­cesses: the­ory and meth­ods. Edi­ted by D. N. Shanbhag and C. R. Rao. Hand­book of Stat­ist­ics 19. North-Hol­land (Am­s­ter­dam), 2001. MR 1861741 Zbl 0986.​60075 incollection

C. Land­im, S. Olla, and S. R. S. Varadhan: “Fi­nite-di­men­sion­al ap­prox­im­a­tion of the self-dif­fu­sion coef­fi­cient for the ex­clu­sion pro­cess,” Ann. Probab. 30 : 2 (2002), pp. 483–​508. MR 1905849 Zbl 1018.​60097 article

V. S. Varada­ra­jan: “Some math­em­at­ic­al re­min­is­cences,” pp. v–​xviii in Spe­cial is­sue ded­ic­ated to Daniel W. Stroock and Srinivasa S. R. Varadhan on the oc­ca­sion of their 60th birth­day, published as Meth­ods Ap­pl. Anal. 9 : 3 (2002). MR 2023128 Zbl 1071.​01523 incollection

Spe­cial is­sue ded­ic­ated to Daniel W. Stroock and Srinivasa S. R. Varadhan on the oc­ca­sion of their 60th birth­day, published as Meth­ods Ap­pl. Anal. 9 : 3. In­ter­na­tion­al Press (Somerville, MA), 2002. MR 2023127 book

S. R. S. Varadhan: “Rare events, large de­vi­ations,” pp. 85–​92 in Math­em­at­ic­al fin­ance — Bacheli­er Con­gress 2000 (Par­is, June 29–Ju­ly 1, 2000). Edi­ted by H. Ge­man, D. Madan, S. R. Pliska, and T. Vorst. Spring­er Fin­ance. Spring­er (Ber­lin), 2002. MR 1960560 incollection

S. R. S. Varadhan: “Stochast­ic ana­lys­is and ap­plic­a­tions,” Bull. Amer. Math. Soc. (N.S.) 40 : 1 (2003), pp. 89–​97. MR 1943135 Zbl 1012.​60004 article

S. R. S. Varadhan: “Large de­vi­ations and en­tropy,” pp. 199–​214 in En­tropy. Edi­ted by A. Gre­ven, G. Keller, and G. War­necke. Prin­ceton Series in Ap­plied Math­em­at­ics. Prin­ceton Uni­versity Press, 2003. MR 2035822 Zbl 1163.​60312 incollection

S. R. S. Varadhan: “Particle sys­tems and par­tial dif­fer­en­tial equa­tions,” pp. 217–​222 in Lec­tures on par­tial dif­fer­en­tial equa­tions: Pro­ceed­ings in hon­or of Louis Niren­berg’s 75th birth­day. Edi­ted by S.-Y. A. Chang, C.-S. Lin, and H.-T. Yau. New Stud­ies in Ad­vanced Math­em­at­ics 2. In­ter­na­tion­al Press (Somerville, MA), 2003. MR 2055850 Zbl 1167.​82351 incollection

S. R. S. Varadhan: “Large de­vi­ations for ran­dom walks in a ran­dom en­vir­on­ment,” Comm. Pure Ap­pl. Math. 56 : 8 (August 2003), pp. 1222–​1245. Ded­ic­ated to the memory of Jür­gen K. Moser. MR 1989232 Zbl 1042.​60071 article

S. R. S. Varadhan: “Large de­vi­ations for the asym­met­ric simple ex­clu­sion pro­cess,” pp. 1–​27 in Stochast­ic ana­lys­is on large scale in­ter­act­ing sys­tems. Edi­ted by T. Fun­aki and H. Os­ada. Ad­vanced Stud­ies in Pure Math­em­at­ics 39. Math. Soc. Ja­pan (Tokyo), 2004. MR 2073328 Zbl 1114.​60026 incollection

S. R. S. Varadhan, A. D. Wentzell, E. B. Dynkin, S. A. Mol­chan­ov, S. P. Novikov, Ya. G. Sinai, I. M. Son­in, and D. W. Stroock: “Mark Ios­i­fo­vich Freidlin,” Rus­si­an Math­em­at­ic­al Sur­veys 59 : 3 (2004), pp. 593–​597. Trans­la­tion of Rus­si­an ori­gin­al from Us­pekhi Mat. Nauk 59:3(357), 185–188. No ab­stract.

C. Land­im, S. Olla, and S. R. S. Varadhan: “On vis­cos­ity and fluc­tu­ation-dis­sip­a­tion in ex­clu­sion pro­cesses,” J. Stat­ist. Phys. 115 : 1–​2 (2004), pp. 323–​363. MR 2070098 Zbl 1157.​82355 article

S. R. S. Varadhan, A. D. Wentzell, E. B. Dynkin, S. A. Mol­chan­ov, S. P. Novikov, Ya. G. Sinai, I. M. Son­in, and D. W. Stroock: “Mark Ios­i­fo­vich Freĭdlin,” Us­pekhi Mat. Nauk 59 : 3(357) (2004), pp. 185–​188. In Rus­si­an. Trans­lated in Rus­si­an Math­em­at­ic­al Sur­veys 59:3 (2004), 593–597. MR 2116554 article

S. R. S. Varadhan: “Ran­dom walks in a ran­dom en­vir­on­ment,” Proc. In­di­an Acad. Sci. Math. Sci. 114 : 4 (2004), pp. 309–​318. MR 2067696 Zbl 1077.​60078 ArXiv math/​0503089 article

C. Land­im, S. Olla, and S. R. S. Varadhan: “Dif­fus­ive be­ha­viour of the equi­lib­ri­um fluc­tu­ations in the asym­met­ric ex­clu­sion pro­cesses,” pp. 307–​324 in Stochast­ic ana­lys­is on large scale in­ter­act­ing sys­tems. Edi­ted by T. Fun­aki and H. Os­ada. Ad­vanced Stud­ies in Pure Math­em­at­ics 39. Math­em­nat­ic­al So­ci­ety of Ja­pan (Tokyo), 2004. MR 2073338 Zbl 1080.​60094 incollection

S. Se­th­ura­man and S. R. S. Varadhan: “A mar­tin­gale proof of Dobrush­in’s the­or­em for non-ho­mo­gen­eous Markov chains,” Elec­tron. J. Probab. 10 (2005), pp. 1221–​1235. MR 2164043 Zbl 1111.​60057 ArXiv math/​0404231 article

D. W. Stroock and S. R. S. Varadhan: Mul­ti­di­men­sion­al dif­fu­sion pro­cesses, Re­print edition. Clas­sics in Math­em­at­ics 233. Spring­er (Ber­lin), 2006. MR 2190038 Zbl 1103.​60005 book

E. Kosy­gina, F. Reza­khan­lou, and S. R. S. Varadhan: “Stochast­ic ho­mo­gen­iz­a­tion of Hamilton–Jac­obi–Bell­man equa­tions,” Comm. Pure Ap­pl. Math. 59 : 10 (2006), pp. 1489–​1521. MR 2248897 Zbl 1111.​60055 article

On the award of the Abel Prize to S. R. S. Varadhan,” Teor. Veroy­atn. Primen. 52 : 3 (2007), pp. 417–​418. In Rus­si­an. Eng­lish trans­la­tion in The­ory Probab. Ap­pl. 52:3 (2008) 371.

Norwegian Academy of Science and Letters: “Varadhan re­ceives 2007 Abel Prize,” No­tices Amer. Math. Soc. 54 : 6 (2007), pp. 738–​739. MR 2327974 article

E. Bolthausen and A.-S. Szn­it­man: “Zur Ver­lei­hung des Abel-Pre­ises 2007 an S. R. Srin­is­ava Varadhan,” Mitt. Dtsch. Math.-Ver. 15 : 3 (2007), pp. 173–​175. MR 2385129 article

S. R. S. Varadhan: Stochast­ic pro­cesses. Cour­ant Lec­ture Notes in Math­em­at­ics 16. Cour­ant In­sti­tute of Math­em­at­ic­al Sci­ences (New York), 2007. MR 2354349 Zbl 1133.​60004 book

S. R. S. Varadhan: “Ho­mo­gen­iz­a­tion,” Math. Stu­dent 76 : 1–​4 (2007), pp. 129–​136. MR 2522935 Zbl 1182.​35023 article

S. R. S. Varadhan: “Large de­vi­ations,” Ann. Probab. 36 : 2 (2008), pp. 397–​419. MR 2393987 Zbl 1146.​60003 ArXiv 0804.​2330 article

S. R. S. Varadhan: “Ho­mo­gen­iz­a­tion of ran­dom Hamilton–Jac­obi–Bell­man equa­tions,” pp. 397–​403 in Prob­ab­il­ity, geo­metry and in­teg­rable sys­tems. Edi­ted by M. Pin­sky and B. Birnir. Math­em­at­ic­al Sci­en­cies Re­search In­sti­tute Pub­lic­a­tions 55. Cam­bridge Uni­versity Press, 2008. MR 2407606 Zbl 1160.​35334 incollection

K. A. Borovkov: “The Abel Prize,” The­ory Probab. Ap­pl. 52 : 3 (2008), pp. 371. Eng­lish trans­la­tion of Rus­si­an ori­gin­al from Teor. Veroy­atn. Primen. 52:3 (2007) 417–418.

M. Raussen and C. Skau: “In­ter­view with Srinivasa Varadhan,” No­tices Amer. Math. Soc. 55 : 2 (2008), pp. 238–​246. MR 2375025 Zbl 1149.​01311 article

E. Kosy­gina and S. R. S. Varadhan: “Ho­mo­gen­iz­a­tion of Hamilton–Jac­obi–Bell­man equa­tions with re­spect to time-space shifts in a sta­tion­ary er­god­ic me­di­um,” Comm. Pure Ap­pl. Math. 61 : 6 (2008), pp. 816–​847. MR 2400607 Zbl 1144.​35008 article

S. R. S. Varadhan and N. Zygour­as: “Be­ha­vi­or of the solu­tion of a ran­dom semi­lin­ear heat equa­tion,” Comm. Pure Ap­pl. Math. 61 : 9 (September 2008), pp. 1298–​1329. MR 2431704 Zbl 1152.​60077 article

R. Bha­tia: “A con­ver­sa­tion with S. R. S. Varadhan,” Math. In­tel­li­gen­cer 30 : 2 (2008), pp. 24–​42. MR 2410123 Zbl 1179.​01036 article

F. den Hol­lander: “Srinivasa Varadhan,” Nieuw Arch. Wiskd. (5) 9 : 3 (2008), pp. 192–​196. MR 2527805 article

S. R. S. Varadhan: “Large de­vi­ations and scal­ing lim­it,” Lett. Math. Phys. 88 : 1–​3 (2009), pp. 175–​185. MR 2512145 Zbl 1185.​60024 article

S. R. S. Varadhan: “The role of weak con­ver­gence in prob­ab­il­ity the­ory,” pp. 3–​10 in Sym­metry in math­em­at­ics and phys­ics: Con­fer­ence pro­ceed­ings in hon­or of V. S. Varada­ra­jan (UCLA, Janu­ary 18–20, 2008). Edi­ted by D. Bab­bitt, V. Chari, and R. Fioresi. Con­tem­por­ary Math­em­at­ics 490. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 2009. MR 2555966 Zbl 1186.​60019 incollection

Pro­ceed­ings of the in­ter­na­tion­al sym­posi­um on prob­ab­il­ity the­ory and stochast­ic pro­cesses (Coch­in Uni­versity of Sci­ence and Tech­no­logy, Ko­chi, In­dia, Feb­ru­ary 6–9, 2009), published as Bull. Ker­ala Math. As­soc. Special Issue. Issue edi­ted by S. R. S. Varadhan. 2009. MR 2590248 book

S. R. S. Varadhan: “Work­shop on large de­vi­ations: Lec­ture notes,” pp. 1–​14 in Pro­ceed­ings of the in­ter­na­tion­al sym­posi­um on prob­ab­il­ity the­ory and stochast­ic pro­cesses (Coch­in Uni­versity of Sci­ence and Tech­no­logy, Ko­chi, In­dia, Feb­ru­ary 6–9, 2009), published as Bull. Ker­ala Math. As­soc. Special Issue. Issue edi­ted by S. R. S. Varadhan. 2009. MR 2590249 incollection

S. R. S. Varadhan: “Scal­ing lim­its,” pp. 247–​262 in Per­spect­ives in math­em­at­ic­al sci­ences, vol. I: Prob­ab­il­ity and stat­ist­ics. Edi­ted by N. S. N. Sastry, T. S. S. R. K. Rao, M. Delampady, and B. Ra­jeev. Stat­ist­ic­al Sci­ence and In­ter­dis­cip­lin­ary Re­search 7. World Sci­entif­ic (Hack­en­sack, NJ), 2009. MR 2581747 incollection

The Abel Prize, 2003–2007: The first five years. Edi­ted by H. Hold­en and R. Piene. Spring­er (Ber­lin), 2010. MR 2605604 book

Y. Kifer and S. R. S. Varadhan: Non­con­ven­tion­al lim­it the­or­ems in dis­crete and con­tinu­ous time via mar­tin­gales. Pre­print, December 2010. ArXiv 1012.​2223 techreport

S. R. S. Varadhan: “Large de­vi­ations,” pp. 622–​639 in Pro­ceed­ings of the In­ter­na­tion­al Con­gress of Math­em­aticians (Hy­dera­bad, In­dia, Au­gust 19–27, 2010), vol. I: Plen­ary lec­tures and ce­re­mon­ies. Edi­ted by R. Bha­tia. Hindus­tan Book Agency (New Del­hi), 2010. MR 2827907 Zbl 1228.​60037 inproceedings

D. Stroock and S. R. S. Varadhan: “The­ory of dif­fu­sion pro­cesses,” pp. 149–​191 in Stochast­ic dif­fer­en­tial equa­tions (Cor­tona, Italy, May 29–June 10, 1978). Edi­ted by J. Cec­coni. CI­ME Sum­mer Schools 77. Spring­er (Heidel­berg), 2010. MR 2830392 incollection

S. Chat­ter­jee and S. R. S. Varadhan: “The large de­vi­ation prin­ciple for the Er­dős–Rényi ran­dom graph,” European J. Com­bin. 32 : 7 (2011), pp. 1000–​1017. MR 2825532 ArXiv 1008.​1946 article

S. Chat­ter­jee and S. R. S. Varadhan: Large de­vi­ations for ran­dom matrices. Pre­print, June 2011. ArXiv 1106.​4366 techreport

S. Se­th­ura­man and S. R. S. Varadhan: Large de­vi­ations for the cur­rent and tagged particle in 1D nearest-neigh­bor sym­met­ric simple ex­clu­sion. Pre­print, January 2011. ArXiv 1101.​1479 techreport