ABSTRACT

Another important aspect of being a Rao graduate student in the 1970's was an ongoing quarterly seminar on functional analysis or stochastic processes. This seminar (which still meets) consisted of Rao, his students and any other interested parties. Everyone attending talked sooner or later. When the discussion became very specialized, the seminar often reduced down to Rao and his graduate students. For me, I recall having to present material that originated from a seminal 1969 article written by D.W. Stroock and S.R.S. Varadhan on solutions of diffusion processes in d-dimensions using the martingale problem approach. I vividly recall preparing this challenging material for what seemed like an endless number of consecutive weeks. It was stressful but very helpful in forcing me to understand this paper which I eventually generalized into my dissertation. Understanding came slowly (and in phases). I learned how to present material when there were holes or unresolved problem areas and how to talk around topics until I was able to make complete arguments. The whole experience also brought the Rao students together in a common misery and made me appreciative of the mathematical abilities of my fellow grad student, Michael Brennan, who kindly helped me understand the more incomprehensible parts of this paper. This seminar experience was a common learning experience for Rao students in the 1970's. It is an activity that I still do today on a modified basis with my own graduate students.