S. R. Srinivasa Varadhan

Sathamangalam Ranga Iyengar Srinivasa Varadhan (born 2 January 1940) FRS is an Indian-American mathematician^[1] from Madras (Chennai), Tamil Nadu, India.

Biography

Varadhan received his undergraduate degree in 1959 from Presidency College, Madras, and his doctorate in 1963 from the Indian Statistical Institute under Calyampudi R. Rao,^[2][3] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defense.^[4] Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he was at first a postdoctoral fellow (1963–66), strongly recommended by Monroe Donsker. Here he met Daniel Stroock, who became a close colleague and co-author. In an article in the Notices of the American Mathematical Society, Stroock recalls these early years:

“Varadhan, whom everyone calls Raghu, came to these shores from his native India in the fall of 1963. He arrived by plane at Idlewild Airport and proceeded to Manhattan by bus. His destination was that famous institution with the modest name, The Courant Institute of Mathematical Sciences, where he had been given a postdoctoral fellowship. Varadhan was assigned to one of the many windowless offices in the Courant building, which used to be a hat factory. Yet despite the somewhat humble surroundings, from these offices flowed a remarkably large fraction of the postwar mathematics of which America is justly proud.”

Varadhan is currently a professor at the Courant Institute.^[5][6] He is known for his work with Daniel W. Stroock on diffusion processes, and for his work on large deviations with M. D. Donsker.

Varadhan is married to Vasundra Varadhan who is also an academic (in media studies in the Gallatin School of Individualized Study). They have two sons, one of whom died in the September 11 attacks in 2001. His other son, Ashok, is a trader in New York City.

Awards and honours

Varadhan's awards and honours include the National Medal of Science (2010) from President Barack Obama, "the highest honor bestowed by the United States government on scientists, engineers and inventors".^[7] He received also the Birkhoff Prize (1994), the Margaret and Herman Sokol Award of the Faculty of Arts and Sciences, New York University (1995), and the Leroy P. Steele Prize for Seminal Contribution to Research (1996) from the American Mathematical Society, awarded for his work with Daniel W. Stroock on diffusion processes.^[8] He was awarded the Abel Prize in 2007 for his work on large deviations with M. D. Donsker.^[5][9] In 2008, the government of India awarded him the Padma Bhushan. He also has two honorary degrees from Université Pierre et Marie Curie in Paris (2003) and from Indian Statistical Institute in Kolkata, India (2004).

Varadhan is a member of the U.S. National Academy of Sciences (1995),^[10] and the Norwegian Academy of Science and Letters (2009).^[11] He was elected to Fellow of the American Academy of Arts and Sciences (1988),^[12], the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998),^[13] the Indian Academy of Sciences (2004), and the Society for Industrial and Applied Mathematics (2009).^[14]

Selected publications

• Convolution Properties of Distributions on Topological Groups. Dissertation, Indian Statistical Institute, 1963.
• Varadhan, SRS (1966). "Asymptotic probabilities and differential equations". Communications on Pure and Applied Mathematics 19 (3): 261–286. doi:10.1002/cpa.3160190303. 
• Stroock, DW; SRS Varadhan (1972). "On the support of diffusion processes with applications to the strong maximum principle". Proc. of the sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. of California Press) 3: 333–359. 
• (with M. D. Donsker) Asymptotic evaluation of certain Markov process expectations for large time. I, Communications on Pure and Applied Mathematics 28 (1975), pp. 1–47; part II, 28 (1975), pp. 279–301; part III, 29 (1976), pp. 389–461; part IV, 36 (1983), pp. 183–212.

References

External links

• S. R. Srinivasa Varadhan, home page at the Courant Institute
• S. R. Srinivasa Varadhan at the Mathematics Genealogy Project.