SrinivasaVaradhan | |
|---|---|
 Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013 | |
| Born | (1940-01-02)2 January 1940 (age 85) |
| Education | Presidency College, Chennai (BS,MS) Indian Statistical Institute (PhD) |
| Known for | Martingale problems; Large deviation theory |
| Awards | Padma Vibhushan (2023) National Medal of Science (2010) Padma Bhushan (2008) Abel Prize (2007) Steele Prize (1996) Birkhoff Prize (1994) |
| Scientific career | |
| Fields | Mathematics |
| Institutions | Courant Institute of Mathematical Sciences (New York University) |
| Doctoral advisor | C R Rao |
| Doctoral students | Peter Friz Jeremy Quastel Fraydoun Rezakhanlou |
Sathamangalam Ranga Iyengar Srinivasa Varadhan,FRS (born 2 January 1940) is anIndian Americanmathematician andstatistician. He is known for his fundamental contributions toprobability theory and in particular for creating a unified theory oflarge deviations.[1] He is regarded as one of the fundamental contributors to the theory ofdiffusion processes with an orientation towards the refinement and further development of Itô’sstochastic calculus.[2] In the year 2007, he became the firstAsian to win theAbel Prize.[3][4]
Srinivasa was born into aHinduTamil BrahminIyengar family in 1940[5] in Chennai (thenMadras). In 1953, his family migrated toKolkata. He grew up inChennai andKolkata.[6]
Varadhan received his undergraduate degree in 1959 and his postgraduate degree in 1960 fromPresidency College, Chennai. He received his doctorate fromIndian Statistical Institute in 1963 underC R Rao,[7][8] who arranged forAndrey Kolmogorov to be present at Varadhan's thesis defence.[9] He was one of the "famous four" (the others beingR Ranga Rao,K R Parthasarathy, andVeeravalli S Varadarajan) inISI during 1956–1963.[10]
Since 1963, he has worked at theCourant Institute of Mathematical Sciences atNew York University, where he was at first a postdoctoral fellow (1963–66), strongly recommended byMonroe D Donsker. Here he metDaniel Stroock, who became a close colleague and co-author. In an article in theNotices 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.[11][12] He is known for his work withDaniel W Stroock ondiffusion processes, and for his work onlarge deviations withMonroe D Donsker. He has chaired the Mathematical Sciences jury for theInfosys Prize from 2009 and was the chief guest in 2020.[13]
His son,Ashok Varadhan, is an executive at financial firmGoldman Sachs.[14]
Varadhan's awards and honours include theNational Medal of Science (2010) from PresidentBarack Obama, "the highest honour bestowed by theUnited States government on scientists, engineers and inventors".[15] He also received theBirkhoff Prize (1994), the Margaret and Herman Sokol Award of the Faculty of Arts and Sciences, New York University (1995), and theLeroy P Steele Prize for Seminal Contribution to Research (1996) from theAmerican Mathematical Society, awarded for his work withDaniel W Stroock ondiffusion processes.[16] He was awarded theAbel Prize in 2007 for his work onlarge deviations withMonroe D Donsker.[11][17] In 2008, the Government of India awarded him thePadma Bhushan.[18] and in 2023, he was awarded India's second highest civilian honorPadma Vibhushan.[19][20] He also has two honorary degrees from Université Pierre et Marie Curie in Paris (2003) and fromIndian Statistical Institute in Kolkata, India (2004).
Varadhan is a member of theUS National Academy of Sciences (1995),[21] and theNorwegian Academy of Science and Letters (2009).[22] He was elected to Fellow of theAmerican Academy of Arts and Sciences (1988),[23] theThird World Academy of Sciences (1988), theInstitute of Mathematical Statistics (1991), theRoyal Society (1998),[24] theIndian Academy of Sciences (2004), theSociety for Industrial and Applied Mathematics (2009),[25] and theAmerican Mathematical Society (2012).[26]
