Celebratio Mathematica

S. R. Srinivasa Varadhan

Probability and statistics

Bibliography

Works connected to Monroe D. Donsker

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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

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

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

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

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

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

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

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

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

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. 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