Product Description: 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...read more

Product Description: 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...read more

Product Description: "The aim of this little book is to convey three principal developments in the evolution of modern information theory: Shannon's initiation of a revolution in 1948 by his interpretation of the Boltzmann entropy as a measure of information yielded by an elementary statistical experiment and basic coding theorems on storage and optimal transmission of messages through noisy communication channels; the influence of ergodic theory in the enlargement of the scope of Shannon's theorems through the works of McMillan, Feinstein, Wolfowitz, Breiman, and others, and its impact on the appearance of the Kolmogorov-Sinai invariant for elementary dynamical systems; and finally, the more recent work of Schumacher, Holevo, Winter, and others on the role of von Neumann entropy in the quantum avatar of the basic coding theorems when messages are encoded as quantum states, transmitted through noisy quantum channels and retrieved by generalized measurements This revised second edition has a chapter devoted to quantum error correction theory that shows how information in the form of quantum states can be made to tunnel through a noisy environment...read more

Product Description: Volume I includes the introductory material, the papers on limit theorems and review articles. Volume II features Varadhan's papers on PDE, SDE, diffusions, and random media.​​ Volume III covers the papers on large deviations. Volume IV collects the papers on particle systems...read more

Having been out of print for over 10 years, the AMS is delighted to bring this classic volume back to the mathematical community. With this fine exposition, the author gives a cohesive account of the theory of probability measures on complete metric spaces (which he views as an alternative approach to the general theory of stochastic processes). After a general description of the basics of topology on the set of measures, he discusses regularity, tightness, and perfectness of measures, properties of sampling distributions, and metrizability and compactness theorems. Next, he describes arithmetic properties of probability measures on metric groups and locally compact abelian groups. Covered in detail are notions such as decomposability, infinite divisibility, idempotence, and their relevance to limit theorems for "sums" of infinitesimal random variables. The book concludes with numerous results related to limit theorems for probability measures on Hilbert spaces and on the spaces $C[0,1]$. The Mathematical Reviews comments about the original edition of this book are as true today as they were in 1967. It remains a compelling work and a priceless resource for learning about the theory of probability measures. The volume is suitable for graduate students and researchers interested in probability and stochastic processes and would make an ideal supplementary reading or independent study text.

(view table of contents)

Product Description: Lecture notes in mathematics.Softback,Ex-Library,with usual stamps markings, ,in good all-round condition, ,54pages.