# S. R. Srinivasa Varadhan

Srinivasa Varadhan | |
---|---|

Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013 | |

Born |
Madras, Madras Presidency, British India | 2 January 1940

Residence | United States |

Nationality | American |

Citizenship | United States |

Alma mater |
University of Madras Indian Statistical Institute |

Known for | Martingale problems; Large deviation theory |

Awards |
National Medal of Science (2010) Padma Bhushan (2008) Abel Prize (2007) Steele Prize (1996) Birkhoff Prize (1994) |

Scientific career | |

Fields | Mathematics |

Doctoral advisor | C R Rao |

Doctoral students |
Peter Friz Jeremy Quastel |

**Sathamangalam Ranga Iyengar Srinivasa Varadhan** FRS (born 2 January 1940) is an Indian American mathematician who is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations.^{[1]}

## Early life and education

Srinivasa was born in Chennai (then Madras) in 1940.^{[2]} Varadhan received his under-graduate degree in 1959
from Presidency College, Madras, and then moved to the Indian Statistical Institute in Kolkata. He was one of the "famous four" (the others were R Ranga Rao, K R Parthasarathy, and Veeravalli S Varadarajan) in ISI during 1956–1963.^{[3]} He received his doctorate from ISI in 1963 under C R Rao,^{[4]}^{[5]} who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defence.^{[6]} 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 D 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 post-war mathematics of which America is justly proud.

Varadhan is currently a professor at the Courant Institute.^{[7]}^{[8]} He is known for his work with Daniel W Stroock on diffusion processes, and for his work on large deviations with Monroe D Donsker.

Varadhan is married to Vasundra Varadhan who is also an academic (in media studies in the Gallatin School of Individualised Study). They had two sons, one of whom died in the September 11 attacks in 2001. The other, Ashok Varadhan, is an executive at Goldman Sachs in New York City.^{[9]}^{[10]}

## Awards and honours

Varadhan's awards and honours include the National Medal of Science (2010) from President Barack Obama, "the highest honour bestowed by the United States government on scientists, engineers and inventors".^{[11]} 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.^{[12]} He was awarded the Abel Prize in 2007 for his work on large deviations with Monroe D Donsker.^{[7]}^{[13]} In 2008, the Government of India awarded him the Padma Bhushan.^{[14]} 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 US National Academy of Sciences (1995),^{[15]} and the Norwegian Academy of Science and Letters (2009).^{[16]} He was elected to Fellow of the American Academy of Arts and Sciences (1988),^{[17]} the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998),^{[18]} the Indian Academy of Sciences (2004), the Society for Industrial and Applied Mathematics (2009),^{[19]} and the American Mathematical Society (2012).^{[20]}

## 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) "On a variational formula for the principal eigenvalues for operators with maximum principle".
*Proc Natl Acad Sci USA*.**72**(3): 780–783. 1975. doi:10.1073/pnas.72.3.780. PMC 432403. PMID 16592231. - (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. - Varadhan, SRS (2003). "Stochastic analysis and applications".
*Bull Amer Math Soc*.**40**(1): 89–97. doi:10.1090/s0273-0979-02-00968-0. MR 1943135.

## References

- ↑ Ramachandran, R. (7–20 April 2007). "Science of chance".
*Frontline*. India. Archived from the original on 11 December 2007. - ↑ interview-with-srinivasa-varadhan/ Interview with Srinivasa Varadhan], http://gonitsora.com
- ↑ Kalyan Bidhan Sinha and B. V. Rajarama Bhat. "S. R. Srinivasa Varadhan" (PDF). Louisiana State University.
- ↑ S. R. Srinivasa Varadhan at the Mathematics Genealogy Project
- ↑ List of degree / diploma / certificate recipients of ISI, web site at the Indian Statistical Institute. Retrieved 22 March 2007.
- ↑ S. R. Srinivasa Varadhan's Biography, Allvoices. Retrieved 1 August 2010.
- 1 2 Announcement of the 1996 Steele Prizes at the American Mathematical Society web site. Retrieved 21 February 2007.
- ↑ Srinivasa Varadhan is known as S R S Varadhan for short and Raghu to his friends and colleagues. His father, Ranga Iyengar, was a science teacher who became the Principal of the Board High School in Ponneri Biography Archived 21 April 2007 at the Wayback Machine. (PDF), from the Abel Prize web site. Retrieved 22 March 2007.
- ↑ "Goldman Promotes Ashok Varadhan to Co-Head of Securities". New York Times Dealbook. 10 February 2014. Retrieved 8 April 2018.
- ↑ Goldman Sachs | Management Committee – Ashok Varadhan
- ↑ "President Obama Honors Nation's Top Scientists and Innovators". The White House. 27 September 2011. Retrieved 28 September 2011.
- ↑ "1996 Steele Prizes" (PDF).
*Notices of the American Mathematical Society*.**43**(11): 1340–1347. November 1996. Retrieved 29 September 2011. - ↑ Citation for the Abel Prize Archived 10 July 2007 at the Wayback Machine. (PDF). Retrieved 22 March 2007.
- ↑ "Padma Awards" (PDF). Ministry of Home Affairs, Government of India. 2015. Retrieved 21 July 2015.
- ↑ "NAS Membership Directory". U.S. National Academy of Sciences. Retrieved 10 June 2011. Search with Last Name is "Varadhan".
- ↑ "Gruppe 1: Matematiske fag" (in Norwegian). Norwegian Academy of Science and Letters. Retrieved 10 June 2011.
- ↑ "Book of Members, 1780–2010: Chapter V" (PDF). American Academy of Arts and Sciences. Retrieved 10 June 2011.
- ↑ "Fellows of the Royal Society" (PDF). Royal Society. Retrieved 10 June 2011.
- ↑ "SIAM Fellows: Class of 2009". Society for Industrial and Applied Mathematics. Retrieved 10 June 2011.
- ↑ List of Fellows of the American Mathematical Society. Retrieved 28 August 2013.

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