Celebratio Mathematica

S. R. Srinivasa Varadhan

Students

Michael Glass :Perturbation of a first-order equation by a small diffusion New York University, Ph.D. 1970
Carlos Jerome :Robust estimation of location by maximum likelihood New York University, Ph.D. 1974
Peter Castro :Asymptotic formulas for expectations with respect to a diffusion process on a small time interval New York University, Ph.D. 1975
Philip Feinsilver :Processes with independent increments on Lie groups New York University, Ph.D. 1975
Walter Vasilaky :A probabilistic approach to the asymptotic development of approximate solutions in initial and boundary value problems New York University, Ph.D. 1975
Raymond Byrnes :The complete spectral relation between square matrices New York University, Ph.D. 1979
Pedro Echeverria :A test for invariant measures of Markov processes New York University, Ph.D. 1979
Alan Weiss :Invariant measures of diffusion processes on domains with boundaries New York University, Ph.D. 1981
Ross Pinsky :An analysis of the Donsker–Varadhan I-function for diffusion processes with boundaries New York University, Ph.D. 1982
Tzong-Yow Lee :Large derivation theory for empirical density of noninteracating infinite particle systems New York University, Ph.D. 1986
Fraydoun Rezakhanlou :Hydrodynamic limit for a system with finite range interactions New York University, Ph.D. 1989
Pablo Alberto Calderón :On the macroscopic behavior of a large stochastic system New York University, Ph.D. 1990
Chih-chung Chang :Nonequilibrium fluctuations for a system in hydrodynamic scaling New York University, Ph.D. 1990
Jeremy Quastel :Diffusion of colour in the simple Exclusion process New York University, Ph.D. 1990
Shenglin Lu :Hydrodynamic scaling limits with deterministic initial configurations New York University, Ph.D. 1992
Lin Xu :Diffusive scaling limit for mean zero asymmetric simple exclusion processes New York University, Ph.D. 1993
Sunder Sethuraman :Limit theorems and estimates for interacting particle systems New York University, Ph.D. 1995
Ramesh Venkatsubramani :Hydrodynamic limit for the asymmetric exclusion process with deterministic initial data and the Hammersley process on \(S(1)\) New York University, Ph.D. 1995
Alejandro F. Ramírez :Relative entropy and mixing properties of some infinite-dimensional processes New York University, Ph.D. 1996
Ilie Grigorescu :Self-diffusion for Brownian motions with local interaction New York University, Ph.D. 1997
Elena Kosygina :Behavior of relative entropy in the hydrodynamic scaling limit New York University, Ph.D. 1999
Leif Harold Jensen :Large deviations of the asymmetric simple exclusion process New York University, Ph.D. 2000
José Ramirez :Short-time asymptotics in Dirichlet spaces New York University, Ph.D. 2000
Ines Armendariz :Brownian excursions and coalescing particle systems New York University, Ph.D. 2001
Michail Loulakis :Einstein relation for a tagged particle in simple exclusion processes New York University, Ph.D. 2001
Firas Rassoul-Agha :Random walks in a random environment: Particle story New York University, Ph.D. 2003
Peter K. Friz :Rough path theory and applications to stochastic analysis New York University, Ph.D. 2004
Nikolaos Zygouras :Limit theorems for a periodically or randomly driven semilinear equation New York University, Ph.D. 2004
Fan-Fu Feng :On the totally asymptotic zero range process New York University, Ph.D. 2005
Jeffrey Rosenbluth :Quenched large deviations for multidimensional random walk in random environment: A variational formula New York University, Ph.D. 2006
Paris Pender :Harmonic Functions for Random Walks in Random Environments New York University, 2008
Yevgeny Vilensky :Large-deviation lower bounds for the totally asymmetric simple exclusion process New York University, Ph.D. 2008
Atila Yilmaz :Large deviations for random walk in a random environment New York University, Ph.D. 2008