K. R. Parthasarathy (probabilist)

KR Parthasarathy, Kalyanapuram Rangachari Parthasarathy, (* 1936 in Chennai) is an Indian mathematician who deals with stochastics.

He studied at the Ramakrishna Mission Vivekananda College in Chennai with a bachelor 's degree in mathematics and in 1962 at CR Rao at the Indian Statistical Institute ( ISI) in Kolkata PhD ( Some problems in ergodic theory and information theory ), the first doctoral student at ISI. He was one of four even then outstanding students who have investigated together at the ISI and later the Famous Four were called ( were the other VS Varadarajan, R. Ranga Rao, SR Srinivasa Varadhan ). As a post - graduate student, he was 1962/63 at the Steklov Institute in Moscow with Andrei Kolmogorov, who had previously visited India. In Moscow, he attended the seminars of Israel Gelfand and Eugene Dynkin. From 1964 he was Professor of Statistics at the University of Sheffield, 1968-1970 at the University of Manchester and then at the University of Nottingham. Back in India, he was first at the University of Mumbai ( Bombay ) and the Indian Institute of Technology in Delhi before he went in 1976 to the newly formed offshoot of the ISI in Delhi, where he developed the mathematical statistics, and remained until his retirement in 1996.

With Robin L. Hudson ( born 1940 ), he developed at Manchester and Nottingham, a quantum version of the Ito calculus (Quantum Stochastic Calculus ). He also addressed, among others, information theory, limit theorems in statistics, and probability measures on Lie groups and those with the mathematical treatment of quantum mechanics.

In 1977 he won the Shanti Swarup Bhatnagar Prize for Science and Technology.

Writings

  • Probability measures on metric spaces, Academic Press, 1967
  • Robin L. Hudson Quantum Ito 's formula and stochastic evolutions, Communications in Mathematical Physics, Volume 93, 1984, pp. 301-323.
  • An introduction to quantum stochastic calculus, Birkhäuser Verlag 1992.
  • Positive definite kernels with Klaus Schmidt, continuous tensor products, and central limit theorems of probability theory, Lecture Notes in Mathematics, Springer Verlag 1972
  • Editor with JK Ghosh, SK Mitra Glimpses of India's statistical heritage, Wiley 1993
  • With Rajendra Bhatia Lectures on Functional Analysis, 2 vols, Delhi: Macmillan 1978, 1979
  • Introduction to probability and measure, Delhi: Macmillan 1977
  • Multipliers on locally compact groups, Springer Verlag 1969
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