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Varadhan, S. R. Srinivasa

Author ID: varadhan.s-r-srinivasa Recent zbMATH articles by "Varadhan, S. R. Srinivasa"
Published as: Varadhan, S. R. S.; Varadhan, Srinivasa R. S.; Varadhan, S.; Varadhan, S. R. Srinivasa; Varadhan, Srinivasa; Srinivasa Varadhan, S. R.; Varadhan, Srinivasa S. R.; Varadan, S. R. S.
Further Spellings: Varadhan, Sathamangalam Ranga Iyengar Srinivasa
Homepage: https://math.nyu.edu/~varadhan/
External Links: Celebratio Mathematica · MacTutor · MGP · Wikidata · Math-Net.Ru · GND · IdRef
Awards: Abel Prize (2007)
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Co-Authors

82 single-authored
29 Stroock, Daniel W.
25 Donsker, Monroe D.
16 Olla, Stefano
16 Papanicolaou, George C.
12 Landim, Claudio
10 Parthasarathy, Kalyanapuram Rangachari
9 Sethuraman, Sunder
8 Mukherjee, Chiranjib
8 Yau, Horng-Tzer
5 Berestycki, Henri
5 Kipnis, Claude P.
5 Nirenberg, Louis
4 Bhatia, Rajendra
4 Bhatt, Abhay G.
4 Kifer, Yuri
4 Kosygina, Elena
4 Quastel, Jeremy
4 Ranga Rao, R.
4 Rezakhanlou, Fraydoun
3 Digernes, Trond
3 Shatah, Jalal
2 Chatterjee, Sourav
2 Chung, Kai Lai
2 Giaquinta, Mariano
2 Gopinath, B.
2 Gubner, John A.
2 Guo, Maozheng
2 Itō, Kiyosi
2 Lax, Peter David
2 Ramírez, Alejandro F.
2 Sznitman, Alain-Sol
2 Varadarajan, Veeravalli S.
2 Williams, Ruth J.
2 Zygouras, Nikolaos
1 Agmon, Shmuel
1 Alpern, Steve
1 Andrews, George Eyre
1 Atiyah, Michael Francis
1 Avellaneda, Marco
1 Azencott, Robert
1 Babu, Gutti Jogesh
1 Bai, Zhi-Dong
1 Baxter, John Robert
1 Bazaes, Rodrigo
1 Birindelli, Isabeau
1 Bitzenhofer, N.
1 Blasius, Don
1 Brézis, Haïm
1 Burkholder, Donald L.
1 Caffarelli, Luis Ángel
1 Carleson, Lennart
1 Chang, Kung-Ching
1 Chang, Sun-Yung Alice
1 Chayes, Jennifer Tour
1 Chernoff, Herman
1 Guedes de Figueiredo, Djairo
1 Deligne, Pierre
1 Dembo, Amir
1 Diaconis, Persi Warren
1 Dinges, Hermann
1 Doob, Joseph Leonard
1 Durrett, Richard Timothy
1 Dynkin, Evgeniĭ Borisovich
1 Ekeland, Ivar
1 Elworthy, David
1 Fefferman, Charles Louis
1 Feng, Shui
1 Fioresi, Rita
1 Föllmer, Hans
1 Freidlin, Mark I.
1 Frieden, Roy B.
1 Fujikoshi, Yasunori
1 Gangolli, Ramesh
1 Gorny, Matthias
1 Gromov, Mikhael Leonidovich
1 Hansen, Wolfhard
1 Hsu, Elton P.
1 Jain, Naresh C.
1 Jensen, Leif
1 Joshua, Varghese C.
1 Kinderlehrer, David
1 Klainerman, Sergiu
1 Knight, Frank Bardsley
1 Kohler, Werner E.
1 Kohn, Joseph J.
1 Kohn, Robert Vita
1 Lawniczak, Anna T.
1 Li, YanYan
1 Lin, Fang Hua
1 Mardia, Kanti V.
1 Meyer, Paul-André
1 Milnor, John Willard
1 Moser, Jürgen K.
1 Nash, John Forbes jun.
1 Nelson, Joseph Edward
1 Ni, Wei-Ming
1
1 Pereira, Basilio de Bragança
1 Phillips, Edward S.
1 Pingle, Urmila
...and 28 more Co-Authors
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Serials

35 Communications on Pure and Applied Mathematics
7 Communications in Mathematical Physics
7 The Annals of Probability
4 Journal of Statistical Physics
4 Courant Lecture Notes in Mathematics
3 Probability Theory and Related Fields
3 Bulletin of the American Mathematical Society. New Series
3 Notices of the American Mathematical Society
2 The Mathematics Student
2 Sankhyā. Series A. Methods and Techniques
2 Transactions of the American Mathematical Society
2 Expositiones Mathematicae
2 Lecture Notes in Mathematics
1 Advances in Applied Probability
1 Letters in Mathematical Physics
1 Russian Mathematical Surveys
1 Studia Mathematica
1 Teoriya Veroyatnosteĭ i eë Primeneniya
1 Reviews in Mathematical Physics
1 Illinois Journal of Mathematics
1 Journal of Mathematics of Kyoto University
1 Journal of the Mathematical Society of Japan
1 European Journal of Combinatorics
1 Proceedings of the National Academy of Sciences of the United States of America
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Comptes Rendus de l’Académie des Sciences. Série I
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Boletim da Sociedade Brasileira de Matemática. Nova Série
1 Electronic Journal of Probability
1 The Asian Journal of Mathematics
1 CBMS-NSF Regional Conference Series in Applied Mathematics
1 Fields Institute Communications
1 Grundlehren der Mathematischen Wissenschaften
1 Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research
1 Proceedings of Symposia in Pure Mathematics
1 IAS/Park City Mathematics Series
1 Communications on Stochastic Analysis
1 Mathematics Newsletter
1 Springer Proceedings in Mathematics & Statistics
1 Infosys Science Foundation Series
1 Classics in Mathematics

Publications by Year

Citations contained in zbMATH Open

146 Publications have been cited 6,060 times in 4,692 Documents Cited by Year
Multidimensional diffusion processes. Zbl 0426.60069
Stroock, Daniel W.; Varadhan, S. R. Srinivasa
840
1979
The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 0806.35129
Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S.
352
1994
Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 0588.60058
Kipnis, C.; Varadhan, S. R. S.
313
1986
Large deviations and applications. Zbl 0549.60023
Varadhan, S. R. S.
266
1984
Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069
Donsker, M. D.; Varadhan, S. R. S.
235
1975
Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005
Stroock, Daniel W.; Varadhan, S. R. Srinivasa
221
2006
On the support of diffusion processes with applications to the strong maximum principle. Zbl 0255.60056
Stroock, Daniel W.; Varadhan, S. R. S.
201
1972
Asymptotic probabilities and differential equations. Zbl 0147.15503
Varadhan, S. R. S.
193
1966
Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032
Donsker, M. D.; Varadhan, S. R. S.
188
1976
Boundary value problems with rapidly oscillating random coefficients. Zbl 0499.60059
Papanicolaou, G. C.; Varadhan, S. R. S.
179
1981
Diffusion processes with boundary conditions. Zbl 0227.76131
Stroock, Daniel W.; Varadhan, S. R. S.
144
1971
On the behavior of the fundamental solution of the heat equation with variable coefficients. Zbl 0155.16503
Varadhan, S. R. S.
138
1967
Nonlinear diffusion limit for a system with nearest neighbor interactions. Zbl 0652.60107
Guo, M. Z.; Papanicolaou, G. C.; Varadhan, S. R. S.
133
1988
Diffusion processes with continuous coefficients. I. Zbl 0167.43903
Stroock, Daniel W.; Varadhan, S. R. S.
124
1969
Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068
Donsker, M. D.; Varadhan, S. R. S.
106
1983
Hydrodynamics and large deviation for simple exclusion processes. Zbl 0644.76001
Kipnis, C.; Olla, S.; Varadhan, S. R. S.
103
1989
Asymptotic for the Wiener sausage. Zbl 0333.60077
Donsker, M. D.; Varadhan, S. R. S.
94
1975
Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031
Donsker, M. D.; Varadhan, S. R. S.
93
1975
The large deviation principle for the Erdős-Rényi random graph. Zbl 1230.05259
Chatterjee, Sourav; Varadhan, S. R. S.
93
2011
Diffusion processes in a small time interval. Zbl 0278.60051
Varadhan, S. R. S.
90
1967
Brownian motion in a wedge with oblique reflection. Zbl 0579.60082
Varadhan, S. R. S.; Williams, R. J.
84
1985
Martingale approach to some limit theorems. Zbl 0387.60067
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S.
84
1977
On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 0344.35041
Stroock, Daniel W.; Varadhan, S. R. S.
78
1972
On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039
Donsker, Monroe D.; Varadhan, S. R. S.
76
1975
Asymptotics for the polaron. Zbl 0538.60081
Donsker, M. D.; Varadhan, S. R. S.
71
1983
Hydrodynamical limit for a Hamiltonian system with weak noise. Zbl 0781.60101
Olla, S.; Varadhan, S. R. S.; Yau, H. T.
62
1993
Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1111.60055
Kosygina, Elena; Rezakhanlou, Fraydoun; Varadhan, S. R. S.
61
2006
Large deviations. Zbl 1146.60003
Varadhan, S. R. S.
60
2008
On the number of distinct sites visited by a random walk. Zbl 0418.60074
Donsker, M. D.; Varadhan, S. R. S.
59
1979
On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065
Donsker, M. D.; Varadhan, S. R. S.
55
1976
Diffusions with random coefficients. Zbl 0486.60076
Papanicolaou, George C.; Varadhan, S. R. S.
52
1982
Probability theory. Zbl 0980.60002
Varadhan, S. R. S.
51
2001
Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Zbl 0793.60105
Varadhan, S. R. S.
44
1993
Probability distributions on locally compact Abelian groups. Zbl 0129.10902
Parthasarathy, K. R.; Rao, R. Ranga; Varadhan, S. R. S.
42
1963
Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Zbl 1029.60084
Sethuraman, Sunder; Varadhan, S. R. S.; Yau, Horng-Tzer
39
2000
Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium. Zbl 1144.35008
Kosygina, Elena; Varadhan, S. R. S.
39
2008
Large deviations for random walks in a random environment. Zbl 1042.60071
Varadhan, S. R. S.
38
2003
Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda. Zbl 0489.35002
Varadhan, S. R. S.
37
1980
On laws of the iterated logarithm for local times. Zbl 0356.60029
Donsker, M. D.; Varadhan, S. R. S.
35
1977
Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078
Donsker, M. D.; Varadhan, S. R. S.
29
1975
Large deviations for stationary Gaussian processes. Zbl 0646.60030
Donsker, M. D.; Varadhan, S. R. S.
29
1985
Scaling limits for interacting diffusions. Zbl 0725.60085
Varadhan, S. R. S.
29
1991
Self diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion. Zbl 0816.60093
Varadhan, S. R. S.
28
1995
Spectral gap for zero-range dynamics. Zbl 0870.60095
Landim, C.; Sethuraman, S.; Varadhan, S.
28
1996
A limit theorem with strong mixing in Banach space and two applications to stochastic differential equations. Zbl 0253.60065
Papanicolaou, G. C.; Varadhan, S. R. S.
27
1973
Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027
Donsker, M. D.; Varadhan, S. R. S.
26
1989
Finite approximations to quantum systems. Zbl 0855.47046
Digernes, Trond; Varadarajan, V. S.; Varadhan, S. R. S.
25
1994
A martingale proof of Dobrushin’s theorem for non-homogeneous Markov chains. Zbl 1111.60057
Sethuraman, S.; Varadhan, S. R. S.
25
2005
Diffusion in regions with many small holes. Zbl 0485.60076
Papanicolaou, G. C.; Varadhan, S. R. S.
24
1980
Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\). Zbl 0928.60087
Quastel, J.; Rezakhanlou, F.; Varadhan, S. R. S.
22
1999
Nonconventional limit theorems in discrete and continuous time via martingales. Zbl 1304.60041
Kifer, Yuri; Varadhan, S. R. S.
22
2014
Large deviations and entropy. Zbl 1163.60312
Varadhan, S. R. S.
21
2003
On the category of indecomposable distributions on topological groups. Zbl 0104.36205
Parthasarathy, K. R.; Ranga Rao, R.; Varadhan, S. R. S.
21
1962
Martingale approach to some limit theorems. Zbl 1316.60097
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S.
21
2012
Stochastic processes. Zbl 1133.60004
Varadhan, S. R. S.
21
2007
Large deviations for the asymmetric simple exclusion process. Zbl 1114.60026
Varadhan, Srinivasa R. S.
20
2004
Diffusive limit of lattice gas with mixing conditions. Zbl 0947.60089
Varadhan, S. R. S.; Yau, Horng-Tzer
20
1997
Diffusion processes with continuous coefficients. II. Zbl 0167.43904
Stroock, Daniel W.; Varadhan, S. R. S.
19
1969
Large deviations for diffusions interacting through their ranks. Zbl 1341.60010
Dembo, Amir; Shkolnikov, Mykhaylo; Varadhan, S. R. Srinivasa; Zeitouni, Ofer
19
2016
Brownian occupation measures, compactness and large deviations. Zbl 1364.60037
Mukherjee, Chiranjib; Varadhan, S. R. S.
18
2016
Symmetric simple exclusion process: Regularity of the self-diffusion coefficient. Zbl 0994.60093
Landim, C.; Olla, S.; Varadhan, S. R. S.
17
2001
Limit theorems for sums of independent random variables with values in a Hilbert space. Zbl 0113.34101
Varadhan, S.
17
1962
Limit theorems for random walks on Lie groups. Zbl 0299.60007
Stroock, Daniel W.; Varadhan, S. R. S.
16
1973
Ornstein-Uhlenbeck process in a random potential. Zbl 0617.60078
Papanicolaou, G.; Varadhan, S. R. S.
16
1985
Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070
Donsker, M. D.; Varadhan, S. R. S.
15
1975
Scaling limit for interacting Ornstein-Uhlenbeck processes. Zbl 0725.60086
Olla, Stefano; Varadhan, S. R. S.
15
1991
Large deviations and applications. Zbl 0661.60040
Varadhan, Srinivasa R. S.
13
1988
Lectures on hydrodynamic scaling. Zbl 1060.82514
Varadhan, S. R. S.
12
2000
Asymptotic behavior of a tagged particle in simple exclusion processes. Zbl 0983.60100
Landim, C.; Olla, S.; Varadhan, S. R. S.
11
2000
Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion. Zbl 1287.60117
Sethuraman, Sunder; Varadhan, S. R. S.
11
2013
Boundary and interface problems in regions with very rough boundaries. Zbl 0467.73142
Kohler, W.; Papanicolaou, G.; Varadhan, S.
11
1981
On viscosity and fluctuation-dissipation in exclusion processes. Zbl 1157.82355
Landim, C.; Olla, S.; Varadhan, S. R. S.
11
2004
Large deviations. Zbl 1377.60006
Varadhan, S. R. S.
10
2016
Diffusion processes. Zbl 1316.60124
Stroock, Daniel W.; Varadhan, S. R. S.
9
2012
Identification of the polaron measure. I: Fixed coupling regime and the central limit theorem for large times. Zbl 1442.60082
Mukherjee, Chiranjib; Varadhan, S. R. S.
8
2020
Some familiar examples for which the large deviation principle does not hold. Zbl 0749.60025
Baxter, J. R.; Jain, N. C.; Varadhan, S. R. S.
8
1991
Large deviations for random matrices. Zbl 1331.60016
Chatterjee, Sourav; Varadhan, S. R. S.
8
2012
A multidimensional process involving local time. Zbl 0613.60050
Sznitman, A. S.; Varadhan, S. R. S.
8
1986
Boundary value problems with rapidly oscillating random coefficients. Zbl 1316.35306
Papanicolaou, G. C.; Varadhan, S. R. S.
8
2012
Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectation for large times. Zbl 0348.60033
Donsker, M. D.; Varadhan, S. R. S.
8
1975
Identification of the polaron measure in strong coupling and the Pekar variational formula. Zbl 1456.60211
Mukherjee, Chiranjib; Varadhan, S. R. S.
7
2020
Large deviations and applications. Zbl 0567.60030
Varadhan, S. R. S.
7
1985
Nonconventional large deviations theorems. Zbl 1333.60042
Kifer, Yuri; Varadhan, S. R. S.
7
2014
Kac functional and Schrödinger equation. Zbl 0448.60054
Chung, Kai Lai; Varadhan, S. R. S.
7
1980
École d’été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987). Zbl 0649.00016
Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S.
6
1988
Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Zbl 1018.60097
Landim, C.; Olla, S.; Varadhan, S. R. S.
6
2002
Extension of stationary stochastic processes. Zbl 0138.11001
Parthasarathy, K. R.; Varadhan, S. R. S.
6
1964
Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan. Zbl 0621.01019
Itô, Kiyosi
6
1987
Regularity of self-diffusion coefficient. Zbl 0822.60089
Varadhan, S. R. S.
5
1994
Diffusion processes. Zbl 0255.60055
Stroock, Daniel W.; Varadhan, S. R. S.
5
1972
A probabilistic approach to H\(^p\)(R\(^d\)). Zbl 0289.60029
Stroock, Daniel W.; Varadhan, S. R. S.
5
1974
Entropy methods in hydrodynamic scaling. Zbl 0872.60081
Varadhan, S. R. S.
4
1995
Relative entropy and mixing properties of interacting particle systems. Zbl 0884.60094
Ramirez, A. F.; Varadhan, S. R. S.
4
1996
Diffusive behaviour of the equilibrium fluctuations in the asymmetric exclusion processes. Zbl 1080.60094
Landim, Claudio; Olla, Stefano; Varadhan, Srinivasa R. S.
4
2004
Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 1316.60112
Kipnis, C.; Varadhan, S. R. S.
4
2012
Book review of: J. Feng and T. G. Kurtz, Large deviations for stochastic processes. Zbl 1321.00068
Varadhan, S. R. S.
4
2012
Large deviations at Saint-Flour. Originally published in the Lecture Notes in Mathematics volumes 1362 (1988), 1527 (1992) and 774 (1980). Zbl 1284.60004
Azencott, Robert; Freidlin, Mark I.; Varadhan, S. R. S.
4
2013
Diffusion semigroups and diffusion processes corresponding to degenerate divergence form operators. Zbl 0907.47040
Quastel, J.; Varadhan, S. R. S.
3
1997
Random walks in a random environment. Zbl 1077.60078
Varadhan, S. R. S.
3
2004
Entropy methods in hydrodynamic scaling. Zbl 0791.60098
Varadhan, S. R. S.
3
1993
C. R. Rao (1920–) celebrates his 101st birthday. Zbl 1493.01040
Andrews, George E.; Babu, G. J.; Bai, Zhidong; Banks, David; Chernoff, Herman; Frieden, Roy; Fujikoshi, Yasunori; Mardia, Kanti V.; de Bragança Pereira, Basilio; Pingle, Urmila; Rao, M. B.; Srinivasa Rao, Arni S. R.; Rosenberger, James; Varadhan, S. R. S.; Wu, Yuehua
1
2022
Corrigendum and addendum to: “Identification of the polaron measure. I: Fixed coupling regime and the central limit theorem for large times”. Zbl 1496.60101
Mukherjee, Chiranjib; Varadhan, S. R. S.
1
2022
Identification of the polaron measure. I: Fixed coupling regime and the central limit theorem for large times. Zbl 1442.60082
Mukherjee, Chiranjib; Varadhan, S. R. S.
8
2020
Identification of the polaron measure in strong coupling and the Pekar variational formula. Zbl 1456.60211
Mukherjee, Chiranjib; Varadhan, S. R. S.
7
2020
The role of topology in large deviations. Zbl 1404.60040
Varadhan, S. R. S.
1
2018
Tails of polynomials of random variables and stable limits for nonconventional sums. Zbl 1362.60033
Kifer, Yuri; Varadhan, S. R. S.
1
2017
Large deviations for diffusions interacting through their ranks. Zbl 1341.60010
Dembo, Amir; Shkolnikov, Mykhaylo; Varadhan, S. R. Srinivasa; Zeitouni, Ofer
19
2016
Brownian occupation measures, compactness and large deviations. Zbl 1364.60037
Mukherjee, Chiranjib; Varadhan, S. R. S.
18
2016
Large deviations. Zbl 1377.60006
Varadhan, S. R. S.
10
2016
Fluctuations of the self-normalized sum in the Curie-Weiss model of SOC. Zbl 1359.60038
Gorny, Matthias; Varadhan, S. R. S.
1
2015
Nonconventional limit theorems in discrete and continuous time via martingales. Zbl 1304.60041
Kifer, Yuri; Varadhan, S. R. S.
22
2014
Nonconventional large deviations theorems. Zbl 1333.60042
Kifer, Yuri; Varadhan, S. R. S.
7
2014
Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion. Zbl 1287.60117
Sethuraman, Sunder; Varadhan, S. R. S.
11
2013
Large deviations at Saint-Flour. Originally published in the Lecture Notes in Mathematics volumes 1362 (1988), 1527 (1992) and 774 (1980). Zbl 1284.60004
Azencott, Robert; Freidlin, Mark I.; Varadhan, S. R. S.
4
2013
Entropy, large deviations, and scaling limits. Zbl 1290.60108
Varadhan, S. R. S.
2
2013
Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Zbl 1258.60006
1
2013
Martingale approach to some limit theorems. Zbl 1316.60097
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S.
21
2012
Diffusion processes. Zbl 1316.60124
Stroock, Daniel W.; Varadhan, S. R. S.
9
2012
Large deviations for random matrices. Zbl 1331.60016
Chatterjee, Sourav; Varadhan, S. R. S.
8
2012
Boundary value problems with rapidly oscillating random coefficients. Zbl 1316.35306
Papanicolaou, G. C.; Varadhan, S. R. S.
8
2012
Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 1316.60112
Kipnis, C.; Varadhan, S. R. S.
4
2012
Book review of: J. Feng and T. G. Kurtz, Large deviations for stochastic processes. Zbl 1321.00068
Varadhan, S. R. S.
4
2012
On the support of diffusion processes with applications to the strong maximum principle. Zbl 1316.60123
Stroock, Daniel W.; Varadhan, S. R. S.
3
2012
The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 1316.35217
Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S.
3
2012
Diffusion in regions with many small holes. Zbl 1316.60118
Papanicolaou, G. C.; Varadhan, S. R. S.
2
2012
Interview with Srinivasa Varadhan. Zbl 1384.01079
Sujatha, R.
1
2012
Autobiography: S. R. S. Varadhan. Zbl 1316.01022
Varadhan, S. R. S.
1
2012
Introduction. Zbl 1316.82005
Varadhan, S. R. S.
1
2012
Probability distributions on locally compact abelian groups. Zbl 1316.60025
Parthasarathy, K. R.; Ranga Rao, R.; Varadhan, S. R. S.
1
2012
On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 1316.35134
Stroock, Daniel W.; Varadhan, S. R. S.
1
2012
Kac functional and Schrödinger equation. Zbl 1316.60117
Chung, Kai Lai; Varadhan, S. R. S.
1
2012
Large deviations for random walks in a random environment. Zbl 1316.60149
Varadhan, S. R. S.
1
2012
Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium. Zbl 1316.35020
Kosygina, Elena; Varadhan, S. R. S.
1
2012
Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Zbl 1329.60345
Varadhan, S. R. S.
1
2012
Collected papers. Volume IV: Particle systems and their large deviations. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Zbl 1311.82004
Varadhan, S. R. S.
1
2012
The large deviation principle for the Erdős-Rényi random graph. Zbl 1230.05259
Chatterjee, Sourav; Varadhan, S. R. S.
93
2011
Large deviations and scaling limit. Zbl 1185.60024
Varadhan, Srinivasa R. S.
1
2009
Large deviations. Zbl 1146.60003
Varadhan, S. R. S.
60
2008
Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium. Zbl 1144.35008
Kosygina, Elena; Varadhan, S. R. S.
39
2008
Behavior of the solution of a random semilinear heat equation. Zbl 1152.60077
Varadhan, S. R. S.; Zygouras, Nikos
2
2008
Stochastic processes. Zbl 1133.60004
Varadhan, S. R. S.
21
2007
Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005
Stroock, Daniel W.; Varadhan, S. R. Srinivasa
221
2006
Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1111.60055
Kosygina, Elena; Rezakhanlou, Fraydoun; Varadhan, S. R. S.
61
2006
A martingale proof of Dobrushin’s theorem for non-homogeneous Markov chains. Zbl 1111.60057
Sethuraman, S.; Varadhan, S. R. S.
25
2005
Large deviations for the asymmetric simple exclusion process. Zbl 1114.60026
Varadhan, Srinivasa R. S.
20
2004
On viscosity and fluctuation-dissipation in exclusion processes. Zbl 1157.82355
Landim, C.; Olla, S.; Varadhan, S. R. S.
11
2004
Diffusive behaviour of the equilibrium fluctuations in the asymmetric exclusion processes. Zbl 1080.60094
Landim, Claudio; Olla, Stefano; Varadhan, Srinivasa R. S.
4
2004
Random walks in a random environment. Zbl 1077.60078
Varadhan, S. R. S.
3
2004
Large deviations for random walks in a random environment. Zbl 1042.60071
Varadhan, S. R. S.
38
2003
Large deviations and entropy. Zbl 1163.60312
Varadhan, S. R. S.
21
2003
Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Zbl 1018.60097
Landim, C.; Olla, S.; Varadhan, S. R. S.
6
2002
Probability theory. Zbl 0980.60002
Varadhan, S. R. S.
51
2001
Symmetric simple exclusion process: Regularity of the self-diffusion coefficient. Zbl 0994.60093
Landim, C.; Olla, S.; Varadhan, S. R. S.
17
2001
Diffusion processes. Zbl 0986.60075
Varadhan, S. R. S.
1
2001
Large deviation and hydrodynamic scaling. Zbl 1006.60019
Varadhan, Srinivasa R. S.
1
2001
Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Zbl 1029.60084
Sethuraman, Sunder; Varadhan, S. R. S.; Yau, Horng-Tzer
39
2000
Lectures on hydrodynamic scaling. Zbl 1060.82514
Varadhan, S. R. S.
12
2000
Asymptotic behavior of a tagged particle in simple exclusion processes. Zbl 0983.60100
Landim, C.; Olla, S.; Varadhan, S. R. S.
11
2000
Infinite particle systems and their scaling limits. Zbl 1028.82516
Varadhan, S. R. S.
1
2000
Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\). Zbl 0928.60087
Quastel, J.; Rezakhanlou, F.; Varadhan, S. R. S.
22
1999
Preface. Zbl 0924.01025
Giaquinta, M.; Shatah, J.; Varadhan, S. R. S.
2
1999
Probability theory and applications. Zbl 0932.60005
1
1999
Large deviations for interacting particle systems. Zbl 0941.60096
Varadhan, S. R. S.
1
1999
Diffusive limit of lattice gas with mixing conditions. Zbl 0947.60089
Varadhan, S. R. S.; Yau, Horng-Tzer
20
1997
Diffusion semigroups and diffusion processes corresponding to degenerate divergence form operators. Zbl 0907.47040
Quastel, J.; Varadhan, S. R. S.
3
1997
Spectral gap for zero-range dynamics. Zbl 0870.60095
Landim, C.; Sethuraman, S.; Varadhan, S.
28
1996
Relative entropy and mixing properties of interacting particle systems. Zbl 0884.60094
Ramirez, A. F.; Varadhan, S. R. S.
4
1996
The complex story of simple exclusion. Zbl 0866.60092
Varadhan, S. R. S.
2
1996
Nongradient models in hydrodynamic scaling. Zbl 0977.60099
Varadhan, S. R. S.
2
1996
Self diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion. Zbl 0816.60093
Varadhan, S. R. S.
28
1995
Entropy methods in hydrodynamic scaling. Zbl 0872.60081
Varadhan, S. R. S.
4
1995
The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 0806.35129
Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S.
352
1994
Finite approximations to quantum systems. Zbl 0855.47046
Digernes, Trond; Varadarajan, V. S.; Varadhan, S. R. S.
25
1994
Regularity of self-diffusion coefficient. Zbl 0822.60089
Varadhan, S. R. S.
5
1994
Hydrodynamical limit for a Hamiltonian system with weak noise. Zbl 0781.60101
Olla, S.; Varadhan, S. R. S.; Yau, H. T.
62
1993
Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Zbl 0793.60105
Varadhan, S. R. S.
44
1993
Entropy methods in hydrodynamic scaling. Zbl 0791.60098
Varadhan, S. R. S.
3
1993
Relative entropy and hydrodynamic limits. Zbl 0790.60094
Varadhan, S. R. S.
2
1993
The ground state and maximum principle for second order elliptic operators in general domains. (État fondamental et principe du maximum pour les opérateurs elliptiques du second ordre dans des domaines généraux.) Zbl 0798.35038
Berestycki, Henri; Nirenberg, Louis; Varadhan, Srinivasa
1
1993
Entropy methods in hydrodynamical scaling. Zbl 0947.82510
Varadhan, S. R. S.
1
1992
Scaling limits for interacting diffusions. Zbl 0725.60085
Varadhan, S. R. S.
29
1991
Scaling limit for interacting Ornstein-Uhlenbeck processes. Zbl 0725.60086
Olla, Stefano; Varadhan, S. R. S.
15
1991
Some familiar examples for which the large deviation principle does not hold. Zbl 0749.60025
Baxter, J. R.; Jain, N. C.; Varadhan, S. R. S.
8
1991
On the derivation of conservation laws for stochastic dynamics. Zbl 0699.60097
Varadhan, S. R. S.
1
1990
Hydrodynamics and large deviation for simple exclusion processes. Zbl 0644.76001
Kipnis, C.; Olla, S.; Varadhan, S. R. S.
103
1989
Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027
Donsker, M. D.; Varadhan, S. R. S.
26
1989
Nonlinear diffusion limit for a system with nearest neighbor interactions. Zbl 0652.60107
Guo, M. Z.; Papanicolaou, G. C.; Varadhan, S. R. S.
133
1988
Large deviations and applications. Zbl 0661.60040
Varadhan, Srinivasa R. S.
13
1988
École d’été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987). Zbl 0649.00016
Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S.
6
1988
Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan. Zbl 0621.01019
Itô, Kiyosi
6
1987
Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020
Donsker, M. D.; Varadhan, S. R. S.
3
1987
Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 0588.60058
Kipnis, C.; Varadhan, S. R. S.
313
1986
A multidimensional process involving local time. Zbl 0613.60050
Sznitman, A. S.; Varadhan, S. R. S.
8
1986
Brownian motion in a wedge with oblique reflection. Zbl 0579.60082
Varadhan, S. R. S.; Williams, R. J.
84
1985
Large deviations for stationary Gaussian processes. Zbl 0646.60030
Donsker, M. D.; Varadhan, S. R. S.
29
1985
Ornstein-Uhlenbeck process in a random potential. Zbl 0617.60078
Papanicolaou, G.; Varadhan, S. R. S.
16
1985
Large deviations and applications. Zbl 0567.60030
Varadhan, S. R. S.
7
1985
Large deviations for stationary Gaussian processes. Zbl 0657.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1985
Central limit theorems for additive functionals of reversible Markov chains and applications. Zbl 0584.60043
Kipnis, Claude; Varadhan, S. R. S.
1
1985
Large deviations and applications. Zbl 0549.60023
Varadhan, S. R. S.
266
1984
...and 46 more Documents
all top 5

Cited by 4,556 Authors

45 Landim, Claudio
38 Yavin, Yaakov
35 Olla, Stefano
32 Röckner, Michael
29 Jara, Milton D.
27 Varadhan, S. R. Srinivasa
27 Zhu, Lingjiong
24 Flandoli, Franco
23 Komorowski, Tomasz
23 Stroock, Daniel W.
22 Gonçalves, Patrícia C.
21 Berestycki, Henri
20 Russo, Francesco
19 Bass, Richard F.
19 Biswas, Anup
19 Gloria, Antoine
19 Hamel, François
19 Kifer, Yuri
19 Lebowitz, Joel Louis
19 Seppäläinen, Timo
18 Chen, Zhen-Qing
18 Deuschel, Jean-Dominique
18 Sethuraman, Sunder
18 Zhang, Xicheng
17 Albeverio, Sergio A.
17 Armstrong, Scott N.
17 Bernardin, Cédric
17 Bertini, Lorenzo Bertini
17 Birindelli, Isabeau
17 Dawson, Donald Andrew
17 Zhang, Tusheng S.
16 Burdzy, Krzysztof
16 Chen, Xia
16 Friz, Peter
16 Otto, Felix
16 Pardoux, Etienne
16 Peligrad, Magda
16 Souganidis, Panagiotis E.
16 Sznitman, Alain-Sol
15 Bismut, Jean-Michel
15 Gabrielli, Davide
15 Hairer, Martin
15 Krylov, Nicolaĭ Vladimirovich
15 Takeda, Masayoshi
14 Funaki, Tadahisa
14 Jiang, Daqing
14 Mourrat, Jean-Christophe
14 Yau, Horng-Tzer
13 den Hollander, Frank
13 König, Wolfgang Dieter
13 Kumagai, Takashi
13 Shaposhnikov, Stanislav V.
13 Wang, Feng-Yu
13 Wu, Liming
13 Zeitouni, Ofer
12 Arapostathis, Aristotle
12 Budhiraja, Amarjit S.
12 Criens, David
12 Derrida, Bernard
12 Duerinckx, Mitia
12 Dupuis, Paul G.
12 Faggionato, Alessandra
12 Hafouta, Yeor
12 Quastel, Jeremy
12 Rassoul-Agha, Firas
12 Seiringer, Robert
12 Vitolo, Antonio
12 Yilmaz, Atilla
11 Delarue, François
11 Jona-Lasinio, Giovanni
11 Liu, Wei
11 Magnanini, Rolando
11 Menozzi, Stéphane
11 Mogul’skii, Anatolii Alfredovich
11 Mukherjee, Chiranjib
11 Pirjol, Dan
11 Sirakov, Boyan Slavchev
11 Spohn, Herbert
11 Touzi, Nizar
11 Tran Vinh Hung
10 Ben Arous, Gérard
10 Bolthausen, Erwin
10 Borkar, Vivek Shripad
10 Coville, Jerome
10 Dembo, Amir
10 Fritz, József
10 Karatzas, Ioannis
10 Lions, Pierre-Louis
10 Maes, Christian
10 Mohan, Manil Thankamani
10 Nualart, David
10 Papanicolaou, George C.
10 Pavliotis, Grigorios A.
10 Zhu, Chao
9 Bogachev, Vladimir Igorevich
9 Capuzzo Dolcetta, Italo
9 Chaudru De Raynal, Paul-Eric
9 Kusuoka, Shigeo
9 Macci, Claudio
9 Nadirashvili, Nikolai S.
...and 4,456 more Authors
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Cited in 517 Serials

337 Stochastic Processes and their Applications
231 Probability Theory and Related Fields
214 Journal of Statistical Physics
207 The Annals of Probability
144 Communications in Mathematical Physics
131 The Annals of Applied Probability
112 Journal of Functional Analysis
108 Journal of Differential Equations
93 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
80 Journal of Theoretical Probability
76 Journal of Mathematical Analysis and Applications
75 Electronic Journal of Probability
73 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
70 Transactions of the American Mathematical Society
66 Statistics & Probability Letters
48 Communications on Pure and Applied Mathematics
45 Journal of Mathematical Physics
40 Archive for Rational Mechanics and Analysis
39 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
37 Communications in Partial Differential Equations
36 Journal of Statistical Mechanics: Theory and Experiment
34 Potential Analysis
33 Stochastic Analysis and Applications
33 Stochastics and Dynamics
32 Applied Mathematics and Optimization
31 Journal de Mathématiques Pures et Appliquées. Neuvième Série
31 SIAM Journal on Mathematical Analysis
30 Calculus of Variations and Partial Differential Equations
29 Bernoulli
27 Comptes Rendus. Mathématique. Académie des Sciences, Paris
26 SIAM Journal on Control and Optimization
26 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
26 Discrete and Continuous Dynamical Systems
25 Stochastics
24 Proceedings of the American Mathematical Society
24 Journal of Physics A: Mathematical and Theoretical
23 Stochastics
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22 Journal of Mathematical Sciences (New York)
21 Advances in Applied Probability
21 Physica A
20 Lithuanian Mathematical Journal
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20 Mathematische Annalen
20 Finance and Stochastics
20 Multiscale Modeling & Simulation
20 Stochastic and Partial Differential Equations. Analysis and Computations
19 Nonlinearity
19 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
17 Electronic Communications in Probability
16 Computers & Mathematics with Applications
16 Discrete and Continuous Dynamical Systems. Series B
15 Advances in Mathematics
15 Annali di Matematica Pura ed Applicata. Serie Quarta
15 Systems & Control Letters
15 ALEA. Latin American Journal of Probability and Mathematical Statistics
14 Israel Journal of Mathematics
14 Journal of Mathematical Biology
14 Bulletin des Sciences Mathématiques
14 Acta Mathematica Sinica. English Series
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13 Journal of Econometrics
13 Queueing Systems
13 Random Structures & Algorithms
13 SIAM Journal on Applied Mathematics
13 Bulletin of the American Mathematical Society. New Series
13 Infinite Dimensional Analysis, Quantum Probability and Related Topics
13 Journal of Evolution Equations
13 Science China. Mathematics
12 Reviews in Mathematical Physics
12 The Annals of Statistics
12 Duke Mathematical Journal
12 Inventiones Mathematicae
12 Journal of Statistical Planning and Inference
12 Siberian Mathematical Journal
12 Physica D
12 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
12 NoDEA. Nonlinear Differential Equations and Applications
12 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
12 Annales Henri Poincaré
12 Frontiers of Mathematics in China
11 Ukrainian Mathematical Journal
11 Proceedings of the Japan Academy. Series A
11 Acta Mathematicae Applicatae Sinica. English Series
11 Mathematical and Computer Modelling
11 Science in China. Series A
11 Communications in Contemporary Mathematics
10 Journal d’Analyse Mathématique
10 Journal of Computational and Applied Mathematics
10 Mathematische Nachrichten
10 International Journal of Theoretical and Applied Finance
9 Applicable Analysis
9 Mathematische Zeitschrift
9 Publications of the Research Institute for Mathematical Sciences, Kyoto University
9 Acta Applicandae Mathematicae
9 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
9 Stochastics and Stochastics Reports
9 Networks and Heterogeneous Media
...and 417 more Serials
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262 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
241 Systems theory; control (93-XX)
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185 Global analysis, analysis on manifolds (58-XX)
184 Biology and other natural sciences (92-XX)
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118 Combinatorics (05-XX)
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59 Measure and integration (28-XX)
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