Rajeeva Laxman Karandikar | Academic Influence

Rajeeva Laxman Karandikar's AcademicInfluence.com Rankings

Rajeeva Laxman Karandikar

Mathematics

#5210

World Rank

#7349

Historical Rank

Probability Theory

#89

World Rank

#115

Historical Rank

Statistics

#1180

World Rank

#1287

Historical Rank

Measure Theory

#3746

World Rank

#4417

Historical Rank

mathematics Degrees

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Mathematics

Rajeeva Laxman Karandikar's Degrees

Bachelors Mathematics University of Mumbai

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Why Is Rajeeva Laxman Karandikar Influential?

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According to Wikipedia, Rajeeva Laxman Karandikar is an Indian mathematician, statistician and psephologist. He served as the director of Chennai Mathematical Institute from 2010 until 2021 and now he is Professor Emeritus at CMI. He is a Fellow of the Indian Academy of Sciences and Indian National Science Academy.

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Rajeeva Laxman Karandikar's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Evolving Aspirations and Cooperation (1998) (212)
Sankhyā, The Indian Journal of Statistics (2006) (193)
On pathwise stochastic integration (1995) (182)
Monotonicity of the matrix geometric mean (2012) (81)
Invariant Measures and Evolution Equations for Markov Processes Characterized Via Martingale Problems (1993) (71)
Mean rates of convergence of empirical measures in the Wasserstein metric (1994) (71)
Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment (1995) (66)
Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula (1985) (66)
A learning theory approach to system identification and stochastic adaptive control (2008) (60)
White Noise Theory of Prediction, Filtering and Smoothing (1988) (59)
Introduction to option pricing theory (1999) (50)
Rates of uniform convergence of empirical means with mixing processes (2002) (47)
Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering (1995) (47)
Embedding a stochastic difference equation into a continuous-time process (1989) (42)
White Noise Calculus and Nonlinear Filtering Theory (1985) (34)
Martingale Problems Associated with the Boltzmann Equation (1990) (34)
Stochastic processes : a Festschrift in honour of Gopinath Kallianpur (1993) (32)
A finitely additive white noise approach to nonlinear filtering (1983) (31)
Markov Property and Ergodicity of the Nonlinear Filter (2000) (29)
Robustness of the nonlinear filter (1999) (26)
The Russian Options (2000) (26)
On the Markov Chain Monte Carlo (MCMC) method (2006) (23)
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables (2007) (21)
Multiplicative Decomposition of Non-Singular Matrix Valued Continuous Semimartingales (1982) (20)
Asymptotic distribution of the maximum of n independent stochastic processes (1993) (20)
A generalized binomial model and option pricing formulae for subordinated stock-price processes (1995) (19)
On multiple choice tests and negative marking (2010) (17)
THE NONLINEAR FILTERING PROBLEM FOR THE UNBOUNDED CASE (1984) (17)
Stochastics in Finite and Infinite Dimensions (2012) (16)
Multiplicative decomposition of nonsingular matrix valued semimartingales (1991) (16)
A general principle for limit theorems in finitely additive probability (1982) (16)
A.s. approximation results for multiplicative stochastic integrals (1982) (15)
Robustness of the nonlinear filter: the correlated case (2002) (14)
On the quadratic variation process of a continuous Martingale (1983) (14)
The mortality due to COVID-19 in different nations is associated with the demographic character of nations and the prevalence of autoimmunity (2020) (13)
On Métivier-Pellaumail inequality, Emery topology and Pathwise formulae in stochastic calculus (1989) (13)
Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory (1984) (13)
BioSuite: a comprehensive bioinformatics software package (A unique industry-academia collaboration) (2007) (13)
Pathwise solutions of Stochastic differential equations (1981) (13)
Interchanging the order of stochastic integration and ordinary differentiation (1983) (12)
Predicting the 1998 Indian parliamentary election (2002) (12)
On Interacting Systems of Hilbert-Space-Valued Diffusions (1998) (12)
Weak convergence to a Markov process: The martingale approach (1993) (12)
Probably Approximately Correct Learning with Beta-Mixing Input Sequences (2004) (12)
SOME PROPERTIES OF THE KULLBACK-LEIBLER NUMBER (1996) (11)
System identification: a learning theory approach (2001) (11)
On quadratic variation of martingales (2014) (10)
A general principle for limit theorems in finitely additive probability: the dependent case (1988) (9)
Option Pricing in Discrete Time (2000) (9)
Girsanov type formula for a Lie group valued brownian motion (1983) (9)
On randomness and probability (1996) (9)
Introduction to Stochastic Calculus (2018) (9)
American Options (2021) (8)
Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula (1983) (8)
Evolution equations for Markov processes: Application to the white-noise theory of filtering (1995) (7)
The Markov property of the filter in the finitely additive white noise approach to nonlinear filtering (1984) (7)
Characterization of the optimal filter: the non markov case (1999) (7)
Some recent developments in nonlinear filtering theory (1983) (7)
Mortality Due to COVID-19 in Different Countries is Associated with their Demographic Character and Prevalence of Autoimmunity (2021) (7)
Nonlinear transformations of the canonical gauss measure on Hilbert space and absolute continuity (1994) (6)
White noise theory of robust nonlinear filtering with correlated state and observation noises (1994) (5)
On Almost Sure Convergence Results in Stochastic Calculus (2006) (5)
Path continuity of the nonlinear filter (2001) (4)
Multiple-choice tests, negative marks and an alternative (2006) (4)
Stochastic integration w.r.t. continuous local martingales (1983) (4)
Paradoxical Case Fatality Rate dichotomy of Covid-19 among rich and poor nations points to the hygiene hypothesis. (2020) (3)
FRACTAL STRUCTURE IN THE DIRECTED LANDSCAPE (2022) (3)
A LEARNING THEORY APPROACH TO SYSTEM IDENTIFICATION (2004) (2)
Opinion polls and statistical surveys: What they really tell us (1999) (2)
On the Feynman-Kac formula and its applications to filtering theory (1986) (2)
On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale (1991) (2)
Normalization of Marks in Multi-Session Examinations (2020) (2)
Measure free martingales (2005) (2)
Martingale problems and path properties of solutions (2003) (2)
Limiting distributions of functionals of Markov chains (1985) (2)
Robustness of the nonlinear % lter : the correlated case (2001) (1)
Opinion Polls and Statistics (1999) (1)
On the Second Fundamental Theorem of Asset Pricing (2015) (1)
A trotter type formula for seminartingales (1993) (1)
Title: Modeling in the Spirit of Markowitz Portfolio Theory in a Non Gaussian World (2012) (1)
Smoothness properties of the conditional expectation in finitely additive white noise filtering (1988) (1)
Convergence of Batch Stochastic Gradient Descent Methods with Approximate Gradients and/or Noisy Measurements: Theory and Computational Results (2022) (1)
Some properties of the nonlinear filter: Markovity and ergodicity (2001) (1)
White noise theory of robust nonlinear filtering with correlated state and observation noises (1992) (1)
On characterisation of Markov processes via martingale problems (2006) (1)
Convergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning (2021) (1)
2 Servers in series and nearest neighbor asymetric exclusion particle systems (2004) (0)
Monotonicity of the matrix geometric mean (2011) (0)
Pathwise Formula for the Stochastic Integral (2018) (0)
On quadratic variation of martingales (2014) (0)
To switch, or not to switch (1996) (0)
Remarks on the stochastic integral (2017) (0)
Black and Scholes Theory (2000) (0)
Discrete Parameter Martingales (2018) (0)
The Ito’s Integral (2018) (0)
Integral Representation of Martingales (2018) (0)
Mathematics and Elections (2020) (0)
Interacting Hilbert Space Valued Stochastic Differential Equations and Propagation of Chaos (1990) (0)
A GENERAL PRINCIPLE FOR LIMIT THEOREMS IN FINITELY ADDITTVE PROBABILITY BY RAJEEVA L. KARANDIKAR (2010) (0)
Is There a Science Behind Opinion Polls (2011) (0)
Continuous-Time Processes (2018) (0)
Remarks on the stochastic integral (2017) (0)
Stochastic Integrals and Two Filtrations (2020) (0)
The Filtering Problem for Infinite Dimensional Stochastic Processes. (1988) (0)
Arbitrage and Equivalent Martingale Measures (2000) (0)
The Davis Inequality (2018) (0)
Itô’s Formula and its Applications (2000) (0)
Stochastic Differential Equations (2000) (0)
1 Capillarity (1996) (0)
Introduction to Cryptography (2007) (0)
UNIQUENESS OF SOLUTION TO THE KOLMOGOROV FORWARD EQUATION: APPLICATIONS TO WHITE NOISE THEORY OF FILTERING (2010) (0)
Role of statistics in the era of data science (2021) (0)
Dominating Process of a Semimartingale (2018) (0)
Parking game (2022) (0)
Introduction to Continuous Time Trading (2000) (0)
Predictable Increasing Processes (2018) (0)
Self-Copying program (1996) (0)
Representation of Square Integrable Martingales (2000) (0)
Girsanov’s Theorem (2000) (0)
SDE Driven by r.c.l.l. Semimartingales (2018) (0)

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What Schools Are Affiliated With Rajeeva Laxman Karandikar?

Rajeeva Laxman Karandikar is affiliated with the following schools:

University of Mumbai

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