Collected papers. Volume III: Large deviations. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. (English) Zbl 1308.82002

Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33546-4/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). xii, 618 p. (2012).
Volume III covers the papers on large deviations.
From the preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate student in 1959. His first paper appeared in Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. Ranga Rao and K. R. Parthasarathy, Varadhan began the study of probability on topological groups and on Hilbert spaces, and quickly gained an international reputation. At this time Varadhan realised that there are strong connections between Markov processes and differential equations, and in 1963 he came to the Courant Institute in New York, where he has stayed ever since. Here he began working with the probabilists Monroe Donsker and Marc Kac, and of a young graduate student named Daniel Stroock. He wrote a series of papers on the martingale problem and diffusions together with Stroock, and another series of papers on Large Deviations together with Donsker. With this work Varadhan’s reputation as one of the leading mathematicians of the time was firmly established. Since then he has contributed to several other topics in probability, analysis and physics, and collaborated with several distinguished mathematicians. These collected works contain all his research papers over the half-century from 1962 to early 2012.
For Volumes I, II and IV see [Zbl 1311.82002; Zbl 1311.82003; Zbl 1311.82004].
For the reviews of the original papers see [Zbl 0147.15503; Zbl 0155.16503; Zbl 0278.60051; Zbl 0353.49039; Zbl 0323.60069; Zbl 0348.60031; Zbl 0333.60078; Zbl 0333.60077; Zbl 0348.60032; Zbl 0356.35065; Zbl 0356.60029; Zbl 0372.60036; Zbl 0418.60074; Zbl 0504.60037; Zbl 0421.60025; Zbl 0512.60068; Zbl 0538.60081; Zbl 0657.60036; Zbl 0567.60030; Zbl 0682.60020; Zbl 0749.60025; Zbl 1230.05259].


82-06 Proceedings, conferences, collections, etc. pertaining to statistical mechanics
01A75 Collected or selected works; reprintings or translations of classics
82B31 Stochastic methods applied to problems in equilibrium statistical mechanics