S. Varadhan

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Large deviations

S. Varadhan, W. Perkins, 2019, Graduate Studies in Mathematics.

Diffusion processes with continuous coefficients, I

S. Varadhan, D. Stroock, 1969 .

On the Support of Diffusion Processes with Applications to the Strong Maximum Principle

S. Varadhan, D. Stroock, 1972 .

On degenerate elliptic‐parabolic operators of second order and their associated diffusions

S. Varadhan, D. Stroock, 1972 .

Asymptotic evaluation of certain Markov process expectations for large time

S. Varadhan, M. Donsker, 1975 .

Large Deviations and Applications

S. Varadhan, 1984 .

A probabilistic approach to

S. Varadhan, D. Stroock, Key Words, 1974 .

On the behavior of the fundamental solution of the heat equation with variable coefficients

S. Varadhan, 2010 .

Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

S. Varadhan, C. Kipnis, S. R. S. Varadhan, 1986 .

Diffusive limit of lattice gas with mixing conditions

S. Varadhan, H. Yau, 1997 .

Large deviations for stationary Gaussian processes

S. Varadhan, M. Donsker, Srinivasa Varadhan, 1985 .

On the principal eigenvalue of second‐order elliptic differential operators

S. Varadhan, M. Donsker, 1976 .

The principal eigenvalue and maximum principle for second‐order elliptic operators in general domains

S. Varadhan, L. Nirenberg, H. Berestycki, 1994 .

On a variational formula for the principal eigenvalue for operators with maximum principle.

S. Varadhan, M. Donsker, 1975, Proceedings of the National Academy of Sciences of the United States of America.

Diffusion processes with boundary conditions

S. Varadhan, D. Stroock, 1971 .

Ergodic theory : a seminar

S. Varadhan, J. Moser, E. Phillips, 1975 .

Asymptotic probabilities and differential equations

Srinivasa R. S. Varadhan, S. Varadhan, 1966 .

Large Deviations for Diffusions Interacting Through Their Ranks

A. Dembo, S. Varadhan, O. Zeitouni, 2012, 1211.5223.

Nonlinear diffusion limit for a system with nearest neighbor interactions

George Papanicolaou, Srinivasa Varadhan, S. Varadhan, 1988 .

The large deviation principle for the Erd\H{o}s-R\'enyi random graph

S. Varadhan, S. Chatterjee, 2010, 1008.1946.

Bounding functions of Markov processes and the shortest queue problem

B. Gopinath, John A. Gubner, S. R. S. Varadhan, 1989, Advances in Applied Probability.

Hydrodynamics and large deviation for simple exclusion processes

Stefano Olla, Srinivasa Varadhan, S. Varadhan, 1989 .

FINITE APPROXIMATIONS TO QUANTUM SYSTEMS

Srinivasa Varadhan, S. Varadhan, V. Varadarajan, 1994 .

Kiyosi Itô selected papers

S. Varadhan, D. Stroock, 伊藤清, 1987 .

Nonequilibrium Problems in Many-Particle Systems

S. Varadhan, P. Lions, P. Markowich, 1993 .

Review: Jean-Dominique Deuschel and Daniel W. Stroock, Large deviations

S. Varadhan, 1991 .

Random walks in a random environment

S. Varadhan, 2004, math/0503089.

Large deviations for random walks in a random environment

Srinivasa Varadhan, S. Varadhan, 2003 .

Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process

Claudio Landim, Stefano Olla, Srinivasa R. S. Varadhan, 2002 .

Mathematical statistics, 1973-1974

Norman Rubin, Srinivasa R. S. Varadhan, Michael Levandowsky, 1974 .

A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains

S. Varadhan, S. Sethuraman, 2004, math/0404231.

Differential equations : La Pietra 1996 : Conference on Differential Equations marking the 70th birthdays of Peter Lax and Louis Nirenberg, July 3-7, 1996, Villa La Pietra, Florence, Italy

S. Varadhan, P. Lax, M. Giaquinta, 1999 .

Large Deviations and Applications

S. Varadhan, 1984 .

Behavior of the solution of a random semilinear heat equation

S. Varadhan, Nikos Zygouras, 2008 .

Nonconventional large deviations theorems

S. Varadhan, Y. Kifer, 2013, Probability Theory and Related Fields.

Tails of Polynomials of Random Variables and Stable Limits for Nonconventional Sums

S. Varadhan, Y. Kifer, 2016, Journal of Statistical Physics.

Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps

S. Varadhan, 2011 .

Asymptotics for the wiener sausage

Srinivasa Varadhan, S. Varadhan, M. Donsker, 1975 .

Ohrnstein—uhlenbeck process in a random potential

S. Varadhan, G. Papanicolaou, 1985 .

On the number of distinct sites visited by a random walk

S. Varadhan, M. Donsker, 1979 .

Diffusion processes in a small time interval

Srinivasa Varadhan, S. Varadhan, 1967 .

Large deviations for noninteracting infinite-particle systems

Srinivasa Varadhan, S. Varadhan, M. Donsker, 1987 .

Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium

S. Varadhan, Elena Kosygina, 2008 .

Stochastic homogenization of Hamilton‐Jacobi‐Bellman equations

Srinivasa Varadhan, Fraydoun Rezakhanlou, Elena Kosygina, 2006 .

Tails of Polynomials of Random Variables and Stable Limits for Nonconventional Sums

S. Varadhan, Y. Kifer, 2015, 1604.05284.

Identification of the Polaron Measure I: Fixed Coupling Regime and the Central Limit Theorem for Large Times

S. Varadhan, Chiranjib Mukherjee, 2018, Communications on Pure and Applied Mathematics.

Special invited paper. Large deviations

S. R. S. Varadhan, S. Varadhan, 2008, 0804.2330.

Stochastic analysis and applications

Srinivasa Varadhan, S. Varadhan, 2002 .

Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion

S. Varadhan, S. Sethuraman, 2011, 1101.1479.

Martingale Methods for the Central Limit Theorem

S. Varadhan, 2016 .

Lectures on Diffusion Problems and Partial Differential Equations

Srinivasa Varadhan, S. Varadhan, T. Nanda, 1980 .

On laws of the iterated logarithm for local times

Srinivasa Varadhan, S. Varadhan, M. Donsker, 1977 .

Diffusion in regions with many small holes

S. Varadhan, G. Papanicolaou, G. Papanicolaou, 1980 .

The Work of Pierre-Louis Lions

S. Varadhan, 1995 .

Probability Theory

S. Varadhan, S. R. Srinivasa Varadhan, 2001 .

Hydrodynamical limit for a Hamiltonian system with weak noise

S. Varadhan, S. Olla, H. Yau, 1993 .

A multidimensional process involving local time

S. Varadhan, A. Sznitman, A. S. Sznitman, 1986 .

The polaron problem and large deviations

S. Varadhan, M. Donsker, 1981 .

Large deviations for the symmetric simple exclusion process in dimensions d≥ 3

S. Varadhan, F. Rezakhanlou, J. Quastel, 1999 .

The large deviation principle for the Erdős-Rényi random graph

Sourav Chatterjee, S. R. S. Varadhan, S. Varadhan, 2011, Eur. J. Comb..

Large Deviations at Saint-Flour

S. Varadhan, M. Freidlin, R. Azencott, 2012 .

Spectral gap for zero-range dynamics

S. Varadhan, C. Landim, S. Sethuraman, 1996 .

Large Deviations for Random Matrices

S. Varadhan, S. Chatterjee, 2011, 1106.4366.

Entropy and its many Avatars

S. Varadhan, 2015 .

Nonconventional limit theorems in discrete and continuous time via martingales

S. Varadhan, Y. Kifer, 2010, 1012.2223.

On the category of indecomposable distributions on topological groups

S. Varadhan, K. Parthasarathy, R. Rao, 1962 .

Probability distributions on locally compact abelian groups

K. R. Parthasarathy, R. Ranga Rao, Srinivasa Varadhan, 1963 .

Diffusive Behaviour of the Equilibrium Fluctuations in the Asymmetric Exclusion Processes

S. Varadhan, C. Landim, S. Olla, 2004 .

Extension of Stationary Stochastic Processes

K. R. Parthasarathy, S. R. S. Varadhan, S. Varadhan, 1964 .

Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectations for large times

S. R. S. Varadhan, S. Varadhan, M. Donsker, 1975 .

Large deviations from a hydrodynamic scaling limit

S. Varadhan, M. Donsker, 1989 .

Brownian Occupation Measures, Compactness and Large Deviations

S. Varadhan, Chiranjib Mukherjee, 2014, 1404.5259.

Stochastic processes

S. Varadhan, 1968 .

Prokhorov and contemporary probability theory

S. Varadhan, A. Shiryaev, Yu. V. Prokhorov, 2013 .

A limit theorem with strong mixing in banach space and two applications to stochastic differential equations

George Papanicolaou, Srinivasa Varadhan, S. Varadhan, 1973 .

LIMIT THEOREMS FOR RANDOM WALKS ON LIE GROUPS

Daniel W. Stroock, Srinivasa Varadhan, S. Varadhan, 2016 .

A law of the iterated logarithm for total occupation times of transient brownian motion

S. Varadhan, M. Donsker, 1980 .

LARGE DEVIATION AND HOMOGENIZATION

S. Varadhan, F. Rezakhanlou, 2012 .

Asymptotics for the polaron

S. Varadhan, M. Donsker, 1983 .

Some familiar examples for which the large deviation principle does not hold

J. R. Baxter, Srinivasa Varadhan, S. Varadhan, 1991 .

Chapter Nine. Large Deviations and Entropy

S. R. S. Varadhan, S. Varadhan, 2003 .

Fluctuations of the Self-Normalized Sum in the Curie–Weiss Model of SOC

S. Varadhan, M. Gorny, 2015, Journal of Statistical Physics.