- Probability Theory (Courant Lecture Notes)
- Stochastic Processes
- Large Deviations (Courant Lecture Notes)
- Collected Papers of S.R.S. Varadhan: Volume 1: Limit Theorems, Review Articles. - Volume 2: Pde, Sde, Diffusions, Random Media. - Volume 3: Large Deviations. - Volume 4: Particle Systems and Their Lar
- Collected Papers IV: Particle Systems and Their Large Deviations