◀ ▲ ▶History / 20th-century / Person: Varadhan, Sathamangalam Ranga Iyengar Srinivasa
Person: Varadhan, Sathamangalam Ranga Iyengar Srinivasa
Srinivasa Varadhan is an Indian mathematician who works in America. He is who is known for his fundamental contributions to probability theory. He won the Abel prize in 2007.
Mathematical Profile (Excerpt):
- After graduating from high school in 1955, Varadhan entered Presidency College of the University of Madras.
- At this stage in his career Varadhan thought he would enter industry after graduating and felt that his prospects were much better with the Statistics degree.
- At the Indian Statistical Institute Varadhan's advisor was Calyampudi Radhakrishna Rao but this was only a formal arrangement and Varadhan's thesis grew out of interactions with his colleagues.
- Andrei Nikolaevich Kolmogorov had spent a month at the Indian Statistical Institute in 1962 and was appointed as one the examiners of Varadhan's thesis.
- After the award of his doctorate, Varadhan went as a post-doctoral visitor to the Courant Institute of Mathematical Sciences at New York University, a position he held for three years (1963-66).
- Vasu, like Srinivasa Varadhan, became a professor at New York University.
- Returning to our summary of Varadhan's career, we note he was appointed as an assistant professor at New York University in 1966.
- Varadhan was promoted to associate professor in 1968 and became a full professor at New York University in 1972.
- Although Varadhan's research has ranged widely over different areas of probability theory we single out two main streams of this research.
- His work in these two areas has been recognised in the citations for the major prizes which Varadhan has been awarded and we give brief details of these areas by quoting from the citations for these awards.
- In 1996 Varadhan won the American Mathematical Society's Leroy P Steele Prize for fundamental contribution to research along with his collaborator Daniel Stroock.
- The second of the two areas of Varadhan's work which we single out is his remarkable contributions to the theory of large deviations.
- In a series of joint papers with Monroe D Donsker exploring the hierarchy of large deviations in the context of Markov processes, Varadhan demonstrated the relevance and the power of this new approach.
- Varadhan's theory of large deviations provides a unifying and efficient method for clarifying a rich variety of phenomena arising in complex stochastic systems, in fields as diverse as quantum field theory, statistical physics, population dynamics, econometrics and finance, and traffic engineering.
- Varadhan has been honoured, in addition to the awards mentioned above, with his election to the American Academy of Arts and Sciences (1988), the Third World Academy of Sciences (1988), and the National Academy of Sciences (1995).
- Varadhan is Frank J Gould Professor of Science and professor of mathematics at the Courant Institute of Mathematical Sciences at New York University.
- In 2008 Varadhan received the Padma award, given by India on the day that the people celebrated their 59th Republic Day.
- Let us now say a little about some of the books written by Varadhan, many of which have been based on lecture notes of graduate courses he has given at the Courant Institute.
- Varadhan's book Lectures on diffusion problems and partial differential equations (1980) starts from Brownian motion and leads the students to stochastic differential equations and diffusion theory.
- For example, Varadhan can tolerate being wrong, at least occasionally.
Born 2 January 1940, Madras, (now Chennai) India.
View full biography at MacTutor
Tags relevant for this person:
Prize Abel, Origin India
Thank you to the contributors under CC BY-SA 4.0! 
- Github:
-
- non-Github:
- @J-J-O'Connor
- @E-F-Robertson
References
Adapted from other CC BY-SA 4.0 Sources:
- O’Connor, John J; Robertson, Edmund F: MacTutor History of Mathematics Archive
