Monroe D. Donsker
American mathematician
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Mathematics
Monroe D. Donsker's Degrees
- PhD Mathematics University of California, Berkeley
- Bachelors Mathematics University of California, Berkeley
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Why Is Monroe D. Donsker Influential?
(Suggest an Edit or Addition)According to Wikipedia, Monroe David Donsker was an American mathematician and a professor of mathematics at New York University . His research interest was probability theory. Education and career Donsker was born in Burlington, Iowa. He received a Ph.D. in mathematics at the University of Minnesota in 1948 under the supervision of Robert Horton Cameron. He became a professor at NYU's Courant Institute of Mathematical Sciences in 1962, about a year before his frequent co-author S.R.S. Varadhan started working there. Before joining NYU, Donsker taught at Cornell University and the University of Minnesota. His doctoral students include Glen E. Baxter.
Monroe D. Donsker's Published Works
Published Works
- Asymptotic evaluation of certain Markov process expectations for large time (1975) (1438)
- Asymptotics for the wiener sausage (1975) (425)
- Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems (1952) (319)
- On the number of distinct sites visited by a random walk (1979) (240)
- Asymptotics for the polaron (1983) (157)
- On a variational formula for the principal eigenvalue for operators with maximum principle. (1975) (146)
- On the principal eigenvalue of second‐order elliptic differential operators (1976) (122)
- On laws of the iterated logarithm for local times (1977) (115)
- On the distribution of the supremum functional for processes with stationary independent increments (1957) (99)
- Large deviations for stationary Gaussian processes (1985) (76)
- Large deviations from a hydrodynamic scaling limit (1989) (65)
- Fréchet-Volterra variational equations, boundary value problems, and function space integrals (1962) (49)
- A Sampling Method for Determining the Lowest Eigenvalue and the Principal Eigenfunction of Schroedinger's Equation (1950) (48)
- Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectations for large times (1975) (24)
- Mark Kac : probability, number theory, and statistical physics : selected papers (1980) (15)
- The polaron problem and large deviations (1981) (15)
- Inversion Formulae for Characteristic Functionals of Stochastic Processes (1959) (11)
- Large deviations for noninteracting infinite-particle systems (1987) (10)
- Four papers on probability (1951) (9)
- A law of the iterated logarithm for total occupation times of transient brownian motion (1980) (6)
- Some problems of large deviations (1981) (4)
- On the Weak Convergence of Stochastic Processes. (1961) (2)
- Large deviation asymptotics and the polaron (1982) (0)
- Monroe Donsker Interview June 1980 (1980) (0)
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