Edit Profile (opens in new tab) Varadhan, S. R. Srinivasa Co-Author Distance Author ID: 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. more...less 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) Documents Indexed: 229 Publications since 1962, including 15 Books 8 Contributions as Editor · 5 Further Contributions Biographic References: 12 Publications Co-Authors: 70 Co-Authors with 160 Joint Publications 2,407 Co-Co-Authors all top 5 Co-Authors 81 single-authored 29 Stroock, Daniel W. 25 Donsker, Monroe D. 16 Olla, Stefano 16 Papanicolaou, George C. 12 Landim, Claudio 10 Parthasarathy, Kalyanapuram Rangachari 8 Sethuraman, Sunder 8 Yau, Horng-Tzer 6 Mukherjee, Chiranjib 5 Berestycki, Henri 5 Kipnis, Claude P. 5 Nirenberg, Louis 4 Bhatia, Rajendra 4 Bhatt, Abhay G. 4 Kosygina, Elena 4 Quastel, Jeremy 4 Ranga Rao, R. 4 Rezakhanlou, Fraydoun 3 Digernes, Trond 3 Kifer, Yuri 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 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 René 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 1 Presman, Ernst L. ...and 26 more Co-Authors all top 5 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 all top 5 Fields 202 Probability theory and stochastic processes (60-XX) 66 Statistical mechanics, structure of matter (82-XX) 30 Partial differential equations (35-XX) 16 History and biography (01-XX) 9 General and overarching topics; collections (00-XX) 7 Fluid mechanics (76-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Operator theory (47-XX) 5 Global analysis, analysis on manifolds (58-XX) 3 Measure and integration (28-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Quantum theory (81-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Integral equations (45-XX) 2 Statistics (62-XX) 2 Mechanics of deformable solids (74-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 143 Publications have been cited 5,529 times in 4,265 Documents Cited by ▼ Year ▼ Multidimensional diffusion processes. Zbl 0426.60069Stroock, Daniel W.; Varadhan, S. R. Srinivasa 771 1979 The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 0806.35129Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S. 336 1994 Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 0588.60058Kipnis, C.; Varadhan, S. R. S. 302 1986 Large deviations and applications. Zbl 0549.60023Varadhan, S. R. S. 243 1984 Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069Donsker, M. D.; Varadhan, S. R. S. 223 1975 Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032Donsker, M. D.; Varadhan, S. R. S. 179 1976 Asymptotic probabilities and differential equations. Zbl 0147.15503Varadhan, S. R. S. 178 1966 Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005Stroock, Daniel W.; Varadhan, S. R. Srinivasa 174 2006 On the support of diffusion processes with applications to the strong maximum principle. Zbl 0255.60056Stroock, Daniel W.; Varadhan, S. R. S. 153 1972 Diffusion processes with boundary conditions. Zbl 0227.76131Stroock, Daniel W.; Varadhan, S. R. S. 139 1971 On the behavior of the fundamental solution of the heat equation with variable coefficients. Zbl 0155.16503Varadhan, S. R. S. 125 1967 Diffusion processes with continuous coefficients. I. Zbl 0167.43903Stroock, Daniel W.; Varadhan, S. R. S. 124 1969 Nonlinear diffusion limit for a system with nearest neighbor interactions. Zbl 0652.60107Guo, M. Z.; Papanicolaou, G. C.; Varadhan, S. R. S. 124 1988 Boundary value problems with rapidly oscillating random coefficients. Zbl 0499.60059Papanicolaou, G. C.; Varadhan, S. R. S. 109 1981 Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068Donsker, M. D.; Varadhan, S. R. S. 104 1983 Hydrodynamics and large deviation for simple exclusion processes. Zbl 0644.76001Kipnis, C.; Olla, S.; Varadhan, S. R. S. 93 1989 Asymptotic for the Wiener sausage. Zbl 0333.60077Donsker, M. D.; Varadhan, S. R. S. 89 1975 Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031Donsker, M. D.; Varadhan, S. R. S. 87 1975 Diffusion processes in a small time interval. Zbl 0278.60051Varadhan, S. R. S. 82 1967 Brownian motion in a wedge with oblique reflection. Zbl 0579.60082Varadhan, S. R. S.; Williams, R. J. 81 1985 On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 0344.35041Stroock, Daniel W.; Varadhan, S. R. S. 74 1972 The large deviation principle for the Erdős-Rényi random graph. Zbl 1230.05259Chatterjee, Sourav; Varadhan, S. R. S. 72 2011 Martingale approach to some limit theorems. Zbl 0387.60067Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. 72 1977 On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039Donsker, Monroe D.; Varadhan, S. R. S. 71 1975 Asymptotics for the polaron. Zbl 0538.60081Donsker, M. D.; Varadhan, S. R. S. 65 1983 Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1111.60055Kosygina, Elena; Rezakhanlou, Fraydoun; Varadhan, S. R. S. 61 2006 Hydrodynamical limit for a Hamiltonian system with weak noise. Zbl 0781.60101Olla, S.; Varadhan, S. R. S.; Yau, H. T. 58 1993 On the number of distinct sites visited by a random walk. Zbl 0418.60074Donsker, M. D.; Varadhan, S. R. S. 55 1979 On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065Donsker, M. D.; Varadhan, S. R. S. 53 1976 Large deviations. Zbl 1146.60003Varadhan, S. R. S. 52 2008 Diffusions with random coefficients. Zbl 0486.60076Papanicolaou, George C.; Varadhan, S. R. S. 46 1982 Probability distributions on locally compact Abelian groups. Zbl 0129.10902Parthasarathy, K. R.; Rao, R. Ranga; Varadhan, S. R. S. 42 1963 Probability theory. Zbl 0980.60002Varadhan, S. R. S. 40 2001 Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Zbl 0793.60105Varadhan, S. R. S. 39 1993 Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Zbl 1029.60084Sethuraman, Sunder; Varadhan, S. R. S.; Yau, Horng-Tzer 37 2000 Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium. Zbl 1144.35008Kosygina, Elena; Varadhan, S. R. S. 37 2008 Large deviations for random walks in a random environment. Zbl 1042.60071Varadhan, S. R. S. 37 2003 On laws of the iterated logarithm for local times. Zbl 0356.60029Donsker, M. D.; Varadhan, S. R. S. 35 1977 Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda. Zbl 0489.35002Varadhan, S. R. S. 33 1980 Spectral gap for zero-range dynamics. Zbl 0870.60095Landim, C.; Sethuraman, S.; Varadhan, S. 28 1996 Scaling limits for interacting diffusions. Zbl 0725.60085Varadhan, S. R. S. 28 1991 Self diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion. Zbl 0816.60093Varadhan, S. R. S. 27 1995 A limit theorem with strong mixing in Banach space and two applications to stochastic differential equations. Zbl 0253.60065Papanicolaou, G. C.; Varadhan, S. R. S. 27 1973 Large deviations for stationary Gaussian processes. Zbl 0646.60030Donsker, M. D.; Varadhan, S. R. S. 27 1985 Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027Donsker, M. D.; Varadhan, S. R. S. 25 1989 Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078Donsker, M. D.; Varadhan, S. R. S. 25 1975 Finite approximations to quantum systems. Zbl 0855.47046Digernes, Trond; Varadarajan, V. S.; Varadhan, S. R. S. 24 1994 Diffusion in regions with many small holes. Zbl 0485.60076Papanicolaou, G. C.; Varadhan, S. R. S. 21 1980 A martingale proof of Dobrushin’s theorem for non-homogeneous Markov chains. Zbl 1111.60057Sethuraman, S.; Varadhan, S. R. S. 21 2005 Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\). Zbl 0928.60087Quastel, J.; Rezakhanlou, F.; Varadhan, S. R. S. 21 1999 On the category of indecomposable distributions on topological groups. Zbl 0104.36205Parthasarathy, K. R.; Ranga Rao, R.; Varadhan, S. R. S. 21 1962 Large deviations for the asymmetric simple exclusion process. Zbl 1114.60026Varadhan, Srinivasa R. S. 20 2004 Martingale approach to some limit theorems. Zbl 1316.60097Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. 20 2012 Nonconventional limit theorems in discrete and continuous time via martingales. Zbl 1304.60041Kifer, Yuri; Varadhan, S. R. S. 20 2014 Large deviations for diffusions interacting through their ranks. Zbl 1341.60010Dembo, Amir; Shkolnikov, Mykhaylo; Varadhan, S. R. Srinivasa; Zeitouni, Ofer 19 2016 Large deviations and entropy. Zbl 1163.60312Varadhan, S. R. S. 19 2003 Diffusion processes with continuous coefficients. II. Zbl 0167.43904Stroock, Daniel W.; Varadhan, S. R. S. 19 1969 Diffusive limit of lattice gas with mixing conditions. Zbl 0947.60089Varadhan, S. R. S.; Yau, Horng-Tzer 17 1997 Stochastic processes. Zbl 1133.60004Varadhan, S. R. S. 17 2007 Symmetric simple exclusion process: Regularity of the self-diffusion coefficient. Zbl 0994.60093Landim, C.; Olla, S.; Varadhan, S. R. S. 17 2001 Brownian occupation measures, compactness and large deviations. Zbl 1364.60037Mukherjee, Chiranjib; Varadhan, S. R. S. 17 2016 Limit theorems for sums of independent random variables with values in a Hilbert space. Zbl 0113.34101Varadhan, S. 17 1962 Ornstein-Uhlenbeck process in a random potential. Zbl 0617.60078Papanicolaou, G.; Varadhan, S. R. S. 16 1985 Scaling limit for interacting Ornstein-Uhlenbeck processes. Zbl 0725.60086Olla, Stefano; Varadhan, S. R. S. 15 1991 Limit theorems for random walks on Lie groups. Zbl 0299.60007Stroock, Daniel W.; Varadhan, S. R. S. 15 1973 Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070Donsker, M. D.; Varadhan, S. R. S. 15 1975 On viscosity and fluctuation-dissipation in exclusion processes. Zbl 1157.82355Landim, C.; Olla, S.; Varadhan, S. R. S. 12 2004 Lectures on hydrodynamic scaling. Zbl 1060.82514Varadhan, S. R. S. 12 2000 Asymptotic behavior of a tagged particle in simple exclusion processes. Zbl 0983.60100Landim, C.; Olla, S.; Varadhan, S. R. S. 11 2000 Boundary and interface problems in regions with very rough boundaries. Zbl 0467.73142Kohler, W.; Papanicolaou, G.; Varadhan, S. 11 1981 Large deviations and applications. Zbl 0661.60040Varadhan, Srinivasa R. S. 11 1988 Diffusion processes. Zbl 1316.60124Stroock, Daniel W.; Varadhan, S. R. S. 9 2012 Boundary value problems with rapidly oscillating random coefficients. Zbl 1316.35306Papanicolaou, G. C.; Varadhan, S. R. S. 8 2012 Some familiar examples for which the large deviation principle does not hold. Zbl 0749.60025Baxter, J. R.; Jain, N. C.; Varadhan, S. R. S. 8 1991 A multidimensional process involving local time. Zbl 0613.60050Sznitman, A. S.; Varadhan, S. R. S. 8 1986 Large deviations for random matrices. Zbl 1331.60016Chatterjee, Sourav; Varadhan, S. R. S. 7 2012 Kac functional and Schrödinger equation. Zbl 0448.60054Chung, Kai Lai; Varadhan, S. R. S. 7 1980 Large deviations and applications. Zbl 0567.60030Varadhan, S. R. S. 7 1985 Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion. Zbl 1287.60117Sethuraman, Sunder; Varadhan, S. R. S. 7 2013 Nonconventional large deviations theorems. Zbl 1333.60042Kifer, Yuri; Varadhan, S. R. S. 7 2014 Identification of the polaron measure. I: Fixed coupling regime and the central limit theorem for large times. Zbl 1442.60082Mukherjee, Chiranjib; Varadhan, S. R. S. 7 2020 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 0649.00016Diaconis, 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 1018.60097Landim, C.; Olla, S.; Varadhan, S. R. S. 6 2002 Identification of the polaron measure in strong coupling and the Pekar variational formula. Zbl 1456.60211Mukherjee, Chiranjib; Varadhan, S. R. S. 6 2020 Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectation for large times. Zbl 0348.60033Donsker, M. D.; Varadhan, S. R. S. 6 1975 Extension of stationary stochastic processes. Zbl 0138.11001Parthasarathy, K. R.; Varadhan, S. R. S. 6 1964 Regularity of self-diffusion coefficient. Zbl 0822.60089Varadhan, S. R. S. 5 1994 A probabilistic approach to H\(^p\)(R\(^d\)). Zbl 0289.60029Stroock, Daniel W.; Varadhan, S. R. S. 5 1974 Diffusion processes. Zbl 0255.60055Stroock, Daniel W.; Varadhan, S. R. S. 5 1972 Book review of: J. Feng and T. G. Kurtz, Large deviations for stochastic processes. Zbl 1321.00068Varadhan, S. R. S. 4 2012 Diffusive behaviour of the equilibrium fluctuations in the asymmetric exclusion processes. Zbl 1080.60094Landim, 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 1316.60112Kipnis, C.; Varadhan, S. R. S. 4 2012 Relative entropy and mixing properties of interacting particle systems. Zbl 0884.60094Ramirez, A. F.; Varadhan, S. R. S. 4 1996 Entropy methods in hydrodynamic scaling. Zbl 0872.60081Varadhan, S. R. S. 4 1995 Large deviations at Saint-Flour. Originally published in the Lecture Notes in Mathematics volumes 1362 (1988), 1527 (1992) and 774 (1980). Zbl 1284.60004Azencott, Robert; Freidlin, Mark I.; Varadhan, S. R. S. 4 2013 A law of the iterated logarithm for total occupation times of transient Brownian motion. Zbl 0504.60037Donsker, M. D.; Varadhan, S. R. S. 3 1980 On the support of diffusion processes with applications to the strong maximum principle. Zbl 1316.60123Stroock, Daniel W.; Varadhan, S. R. S. 3 2012 The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 1316.35217Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S. 3 2012 Entropy methods in hydrodynamic scaling. Zbl 0791.60098Varadhan, S. R. S. 3 1993 Diffusion semigroups and diffusion processes corresponding to degenerate divergence form operators. Zbl 0907.47040Quastel, J.; Varadhan, S. R. S. 3 1997 Corrigendum and addendum to: “Identification of the polaron measure. I: Fixed coupling regime and the central limit theorem for large times”. Zbl 1496.60101Mukherjee, 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 1442.60082Mukherjee, Chiranjib; Varadhan, S. R. S. 7 2020 Identification of the polaron measure in strong coupling and the Pekar variational formula. Zbl 1456.60211Mukherjee, Chiranjib; Varadhan, S. R. S. 6 2020 The role of topology in large deviations. Zbl 1404.60040Varadhan, S. R. S. 1 2018 Tails of polynomials of random variables and stable limits for nonconventional sums. Zbl 1362.60033Kifer, Yuri; Varadhan, S. R. S. 1 2017 Large deviations for diffusions interacting through their ranks. Zbl 1341.60010Dembo, Amir; Shkolnikov, Mykhaylo; Varadhan, S. R. Srinivasa; Zeitouni, Ofer 19 2016 Brownian occupation measures, compactness and large deviations. Zbl 1364.60037Mukherjee, Chiranjib; Varadhan, S. R. S. 17 2016 Large deviations. Zbl 1377.60006Varadhan, S. R. S. 3 2016 Fluctuations of the self-normalized sum in the Curie-Weiss model of SOC. Zbl 1359.60038Gorny, Matthias; Varadhan, S. R. S. 1 2015 Nonconventional limit theorems in discrete and continuous time via martingales. Zbl 1304.60041Kifer, Yuri; Varadhan, S. R. S. 20 2014 Nonconventional large deviations theorems. Zbl 1333.60042Kifer, Yuri; Varadhan, S. R. S. 7 2014 Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion. Zbl 1287.60117Sethuraman, Sunder; Varadhan, S. R. S. 7 2013 Large deviations at Saint-Flour. Originally published in the Lecture Notes in Mathematics volumes 1362 (1988), 1527 (1992) and 774 (1980). Zbl 1284.60004Azencott, Robert; Freidlin, Mark I.; Varadhan, S. R. S. 4 2013 Entropy, large deviations, and scaling limits. Zbl 1290.60108Varadhan, 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 1316.60097Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. 20 2012 Diffusion processes. Zbl 1316.60124Stroock, Daniel W.; Varadhan, S. R. S. 9 2012 Boundary value problems with rapidly oscillating random coefficients. Zbl 1316.35306Papanicolaou, G. C.; Varadhan, S. R. S. 8 2012 Large deviations for random matrices. Zbl 1331.60016Chatterjee, Sourav; Varadhan, S. R. S. 7 2012 Book review of: J. Feng and T. G. Kurtz, Large deviations for stochastic processes. Zbl 1321.00068Varadhan, S. R. S. 4 2012 Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 1316.60112Kipnis, C.; Varadhan, S. R. S. 4 2012 On the support of diffusion processes with applications to the strong maximum principle. Zbl 1316.60123Stroock, Daniel W.; Varadhan, S. R. S. 3 2012 The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 1316.35217Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S. 3 2012 Diffusion in regions with many small holes. Zbl 1316.60118Papanicolaou, G. C.; Varadhan, S. R. S. 2 2012 Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Zbl 1329.60345Varadhan, S. R. S. 1 2012 Autobiography: S. R. S. Varadhan. Zbl 1316.01022Varadhan, S. R. S. 1 2012 Introduction. Zbl 1316.82005Varadhan, S. R. S. 1 2012 Probability distributions on locally compact abelian groups. Zbl 1316.60025Parthasarathy, K. R.; Ranga Rao, R.; Varadhan, S. R. S. 1 2012 On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 1316.35134Stroock, Daniel W.; Varadhan, S. R. S. 1 2012 Kac functional and Schrödinger equation. Zbl 1316.60117Chung, Kai Lai; Varadhan, S. R. S. 1 2012 Large deviations for random walks in a random environment. Zbl 1316.60149Varadhan, S. R. S. 1 2012 Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium. Zbl 1316.35020Kosygina, Elena; 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 1311.82004Varadhan, S. R. S. 1 2012 Interview with Srinivasa Varadhan. Zbl 1384.01079Sujatha, R. 1 2012 The large deviation principle for the Erdős-Rényi random graph. Zbl 1230.05259Chatterjee, Sourav; Varadhan, S. R. S. 72 2011 Large deviations and scaling limit. Zbl 1185.60024Varadhan, Srinivasa R. S. 1 2009 Large deviations. Zbl 1146.60003Varadhan, S. R. S. 52 2008 Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium. Zbl 1144.35008Kosygina, Elena; Varadhan, S. R. S. 37 2008 Behavior of the solution of a random semilinear heat equation. Zbl 1152.60077Varadhan, S. R. S.; Zygouras, Nikos 2 2008 Stochastic processes. Zbl 1133.60004Varadhan, S. R. S. 17 2007 Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005Stroock, Daniel W.; Varadhan, S. R. Srinivasa 174 2006 Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1111.60055Kosygina, Elena; Rezakhanlou, Fraydoun; Varadhan, S. R. S. 61 2006 A martingale proof of Dobrushin’s theorem for non-homogeneous Markov chains. Zbl 1111.60057Sethuraman, S.; Varadhan, S. R. S. 21 2005 Large deviations for the asymmetric simple exclusion process. Zbl 1114.60026Varadhan, Srinivasa R. S. 20 2004 On viscosity and fluctuation-dissipation in exclusion processes. Zbl 1157.82355Landim, C.; Olla, S.; Varadhan, S. R. S. 12 2004 Diffusive behaviour of the equilibrium fluctuations in the asymmetric exclusion processes. Zbl 1080.60094Landim, Claudio; Olla, Stefano; Varadhan, Srinivasa R. S. 4 2004 Random walks in a random environment. Zbl 1077.60078Varadhan, S. R. S. 3 2004 Large deviations for random walks in a random environment. Zbl 1042.60071Varadhan, S. R. S. 37 2003 Large deviations and entropy. Zbl 1163.60312Varadhan, S. R. S. 19 2003 Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Zbl 1018.60097Landim, C.; Olla, S.; Varadhan, S. R. S. 6 2002 Probability theory. Zbl 0980.60002Varadhan, S. R. S. 40 2001 Symmetric simple exclusion process: Regularity of the self-diffusion coefficient. Zbl 0994.60093Landim, C.; Olla, S.; Varadhan, S. R. S. 17 2001 Diffusion processes. Zbl 0986.60075Varadhan, S. R. S. 1 2001 Large deviation and hydrodynamic scaling. Zbl 1006.60019Varadhan, Srinivasa R. S. 1 2001 Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Zbl 1029.60084Sethuraman, Sunder; Varadhan, S. R. S.; Yau, Horng-Tzer 37 2000 Lectures on hydrodynamic scaling. Zbl 1060.82514Varadhan, S. R. S. 12 2000 Asymptotic behavior of a tagged particle in simple exclusion processes. Zbl 0983.60100Landim, C.; Olla, S.; Varadhan, S. R. S. 11 2000 Infinite particle systems and their scaling limits. Zbl 1028.82516Varadhan, S. R. S. 1 2000 Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\). Zbl 0928.60087Quastel, J.; Rezakhanlou, F.; Varadhan, S. R. S. 21 1999 Preface. Zbl 0924.01025Giaquinta, M.; Shatah, J.; Varadhan, S. R. S. 2 1999 Large deviations for interacting particle systems. Zbl 0941.60096Varadhan, S. R. S. 1 1999 Diffusive limit of lattice gas with mixing conditions. Zbl 0947.60089Varadhan, S. R. S.; Yau, Horng-Tzer 17 1997 Diffusion semigroups and diffusion processes corresponding to degenerate divergence form operators. Zbl 0907.47040Quastel, J.; Varadhan, S. R. S. 3 1997 Spectral gap for zero-range dynamics. Zbl 0870.60095Landim, C.; Sethuraman, S.; Varadhan, S. 28 1996 Relative entropy and mixing properties of interacting particle systems. Zbl 0884.60094Ramirez, A. F.; Varadhan, S. R. S. 4 1996 The complex story of simple exclusion. Zbl 0866.60092Varadhan, S. R. S. 2 1996 Nongradient models in hydrodynamic scaling. Zbl 0977.60099Varadhan, S. R. S. 1 1996 Self diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion. Zbl 0816.60093Varadhan, S. R. S. 27 1995 Entropy methods in hydrodynamic scaling. Zbl 0872.60081Varadhan, S. R. S. 4 1995 The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Zbl 0806.35129Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S. 336 1994 Finite approximations to quantum systems. Zbl 0855.47046Digernes, Trond; Varadarajan, V. S.; Varadhan, S. R. S. 24 1994 Regularity of self-diffusion coefficient. Zbl 0822.60089Varadhan, S. R. S. 5 1994 Hydrodynamical limit for a Hamiltonian system with weak noise. Zbl 0781.60101Olla, S.; Varadhan, S. R. S.; Yau, H. T. 58 1993 Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Zbl 0793.60105Varadhan, S. R. S. 39 1993 Entropy methods in hydrodynamic scaling. Zbl 0791.60098Varadhan, S. R. S. 3 1993 Relative entropy and hydrodynamic limits. Zbl 0790.60094Varadhan, 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 0798.35038Berestycki, Henri; Nirenberg, Louis; Varadhan, Srinivasa 1 1993 Entropy methods in hydrodynamical scaling. Zbl 0947.82510Varadhan, S. R. S. 1 1992 Scaling limits for interacting diffusions. Zbl 0725.60085Varadhan, S. R. S. 28 1991 Scaling limit for interacting Ornstein-Uhlenbeck processes. Zbl 0725.60086Olla, Stefano; Varadhan, S. R. S. 15 1991 Some familiar examples for which the large deviation principle does not hold. Zbl 0749.60025Baxter, J. R.; Jain, N. C.; Varadhan, S. R. S. 8 1991 On the derivation of conservation laws for stochastic dynamics. Zbl 0699.60097Varadhan, S. R. S. 1 1990 Hydrodynamics and large deviation for simple exclusion processes. Zbl 0644.76001Kipnis, C.; Olla, S.; Varadhan, S. R. S. 93 1989 Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027Donsker, M. D.; Varadhan, S. R. S. 25 1989 Nonlinear diffusion limit for a system with nearest neighbor interactions. Zbl 0652.60107Guo, M. Z.; Papanicolaou, G. C.; Varadhan, S. R. S. 124 1988 Large deviations and applications. Zbl 0661.60040Varadhan, Srinivasa R. S. 11 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 0649.00016Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S. 6 1988 Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020Donsker, M. D.; Varadhan, S. R. S. 3 1987 Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan. Zbl 0621.01019Itô, Kiyosi 2 1987 Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Zbl 0588.60058Kipnis, C.; Varadhan, S. R. S. 302 1986 A multidimensional process involving local time. Zbl 0613.60050Sznitman, A. S.; Varadhan, S. R. S. 8 1986 Brownian motion in a wedge with oblique reflection. Zbl 0579.60082Varadhan, S. R. S.; Williams, R. J. 81 1985 Large deviations for stationary Gaussian processes. Zbl 0646.60030Donsker, M. D.; Varadhan, S. R. S. 27 1985 Ornstein-Uhlenbeck process in a random potential. Zbl 0617.60078Papanicolaou, G.; Varadhan, S. R. S. 16 1985 Large deviations and applications. Zbl 0567.60030Varadhan, S. R. S. 7 1985 Large deviations for stationary Gaussian processes. Zbl 0657.60036Donsker, M. D.; Varadhan, S. R. S. 2 1985 Central limit theorems for additive functionals of reversible Markov chains and applications. Zbl 0584.60043Kipnis, Claude; Varadhan, S. R. S. 1 1985 Large deviations and applications. Zbl 0549.60023Varadhan, S. R. S. 243 1984 Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068Donsker, M. D.; Varadhan, S. R. S. 104 1983 Asymptotics for the polaron. Zbl 0538.60081Donsker, M. D.; Varadhan, S. R. S. 65 1983 ...and 43 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 4,133 Authors 43 Landim, Claudio 38 Yavin, Yaakov 34 Olla, Stefano 29 Jara, Milton D. 27 Röckner, Michael 27 Varadhan, S. R. Srinivasa 25 Zhu, Lingjiong 23 Flandoli, Franco 23 Stroock, Daniel W. 22 Komorowski, Tomasz 21 Berestycki, Henri 19 Bass, Richard F. 19 Russo, Francesco 19 Seppäläinen, Timo 19 Sethuraman, Sunder 18 Biswas, Anup 18 Deuschel, Jean-Dominique 18 Hamel, François 18 Kifer, Yuri 18 Lebowitz, Joel Louis 17 Albeverio, Sergio A. 17 Bertini, Lorenzo Bertini 17 Birindelli, Isabeau 17 Gonçalves, Patrícia C. 16 Armstrong, Scott N. 16 Bernardin, Cédric 16 Burdzy, Krzysztof 16 Chen, Xia 16 Chen, Zhen-Qing 16 Friz, Peter Karl 16 Pardoux, Etienne 16 Souganidis, Panagiotis E. 16 Zhang, Tusheng S. 15 Bismut, Jean-Michel 15 Dawson, Donald Andrew 15 Sznitman, Alain-Sol 15 Takeda, Masayoshi 14 Gabrielli, Davide 14 Hairer, Martin 14 Mourrat, Jean-Christophe 14 Peligrad, Magda 14 Yau, Horng-Tzer 14 Zhang, Xicheng 13 Funaki, Tadahisa 13 Gloria, Antoine 13 König, Wolfgang Dieter 13 Wu, Liming 12 Arapostathis, Aristotle 12 den Hollander, Frank 12 Dupuis, Paul G. 12 Jiang, Daqing 12 Krylov, Nicolaĭ Vladimirovich 12 Kumagai, Takashi 12 Quastel, Jeremy 12 Rassoul-Agha, Firas 12 Vitolo, Antonio 12 Yilmaz, Atilla 12 Zeitouni, Ofer 11 Budhiraja, Amarjit S. 11 Derrida, Bernard 11 Faggionato, Alessandra 11 Jona-Lasinio, Giovanni 11 Mogul’skii, Anatolii Alfredovich 11 Otto, Felix 11 Sirakov, Boyan Slavchev 11 Spohn, Herbert 11 Touzi, Nizar 11 Tran Vinh Hung 10 Bolthausen, Erwin 10 Coville, Jerome 10 Delarue, François 10 Fritz, József 10 Hafouta, Yeor 10 Karatzas, Ioannis 10 Lions, Pierre-Louis 10 Liu, Wei 10 Maes, Christian 10 Magnanini, Rolando 10 Menozzi, Stéphane 10 Mukherjee, Chiranjib 10 Papanicolaou, George C. 10 Pirjol, Dan 10 Seiringer, Robert 10 Shaposhnikov, Stanislav V. 10 Williams, Ruth J. 10 Zhu, Chao 9 Borkar, Vivek Shripad 9 Capuzzo Dolcetta, Italo 9 Dembo, Amir 9 Kusuoka, Shigeo 9 Macci, Claudio 9 Pavliotis, Grigorios A. 9 Peletier, Mark Adriaan 9 Perkins, Edwin A. 9 Quaas, Alexander 9 Rossi, Luca 9 Sanz-Solé, Marta 8 Asselah, Amine 8 Ben Arous, Gérard 8 Berger, Noam ...and 4,033 more Authors all top 5 Cited in 479 Serials 316 Stochastic Processes and their Applications 223 Probability Theory and Related Fields 204 Journal of Statistical Physics 193 The Annals of Probability 136 Communications in Mathematical Physics 122 The Annals of Applied Probability 109 Journal of Functional Analysis 97 Journal of Differential Equations 88 Annales de l’Institut Henri Poincaré. 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Serie Quarta 11 Duke Mathematical Journal 11 Proceedings of the Japan Academy. Series A 11 Mathematical and Computer Modelling 11 NoDEA. Nonlinear Differential Equations and Applications 11 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 11 Communications in Contemporary Mathematics 10 Journal d’Analyse Mathématique 10 Inventiones Mathematicae 10 Journal of Computational and Applied Mathematics 10 Acta Mathematicae Applicatae Sinica. English Series 9 Publications of the Research Institute for Mathematical Sciences, Kyoto University 9 Science in China. Series A 9 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 9 Stochastics and Stochastics Reports 9 International Journal of Theoretical and Applied Finance 9 Annales Henri Poincaré 9 Nonlinear Analysis. Theory, Methods & Applications 8 Letters in Mathematical Physics 8 Mathematical Notes 8 Theoretical and Mathematical Physics 8 Journal of Soviet Mathematics 8 Mathematische Nachrichten ...and 379 more Serials all top 5 Cited in 59 Fields 3,000 Probability theory and stochastic processes (60-XX) 1,184 Partial differential equations (35-XX) 704 Statistical mechanics, structure of matter (82-XX) 236 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 222 Systems theory; control (93-XX) 209 Numerical analysis (65-XX) 194 Dynamical systems and ergodic theory (37-XX) 193 Statistics (62-XX) 188 Operator theory (47-XX) 171 Global analysis, analysis on manifolds (58-XX) 157 Calculus of variations and optimal control; optimization (49-XX) 153 Biology and other natural sciences (92-XX) 147 Quantum theory (81-XX) 145 Fluid mechanics (76-XX) 115 Ordinary differential equations (34-XX) 94 Combinatorics (05-XX) 76 Operations research, mathematical programming (90-XX) 55 Computer science (68-XX) 54 Measure and integration (28-XX) 53 Functional analysis (46-XX) 52 Differential geometry (53-XX) 48 Potential theory (31-XX) 43 Mechanics of deformable solids (74-XX) 41 Information and communication theory, circuits (94-XX) 39 Linear and multilinear algebra; matrix theory (15-XX) 37 Integral equations (45-XX) 28 Classical thermodynamics, heat transfer (80-XX) 24 Mechanics of particles and systems (70-XX) 22 Difference and functional equations (39-XX) 22 Abstract harmonic analysis (43-XX) 21 Topological groups, Lie groups (22-XX) 21 Real functions (26-XX) 21 Approximations and expansions (41-XX) 18 Number theory (11-XX) 15 Harmonic analysis on Euclidean spaces (42-XX) 15 Convex and discrete geometry (52-XX) 13 Functions of a complex variable (30-XX) 13 Optics, electromagnetic theory (78-XX) 11 General and overarching topics; collections (00-XX) 11 History and biography (01-XX) 10 Mathematical logic and foundations (03-XX) 10 Geophysics (86-XX) 9 Group theory and generalizations (20-XX) 9 General topology (54-XX) 8 Integral transforms, operational calculus (44-XX) 7 Special functions (33-XX) 5 Several complex variables and analytic spaces (32-XX) 5 Relativity and gravitational theory (83-XX) 3 Algebraic geometry (14-XX) 3 Nonassociative rings and algebras (17-XX) 3 Geometry (51-XX) 3 Algebraic topology (55-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Category theory; homological algebra (18-XX) 1 Sequences, series, summability (40-XX) 1 Manifolds and cell complexes (57-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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