S. R. Srinivasa Varadhan


Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS 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.

Early life and education

Srinivasa was born in Chennai in 1940. 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" in ISI during 1956–1963. He received his doctorate from ISI in 1963 under C R Rao, who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defence. Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he was at first a postdoctoral fellow, 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 is currently a professor at the Courant Institute. 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. They had two sons, the elder of whom Gopal died tragically in the September 11 attacks in 2001. The other, Ashok Varadhan, made full partner after a four-year tenure as an associate at Goldman Sachs in New York City, and is a member of the firm's management committee.

Awards and honours

Varadhan's awards and honours include the National Medal of Science from President Barack Obama, "the highest honour bestowed by the United States government on scientists, engineers and inventors". He received also the Birkhoff Prize, the Margaret and Herman Sokol Award of the Faculty of Arts and Sciences, New York University, and the Leroy P Steele Prize for Seminal Contribution to Research from the American Mathematical Society, awarded for his work with Daniel W Stroock on diffusion processes. He was awarded the Abel Prize in 2007 for his work on large deviations with Monroe D Donsker. 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 and from Indian Statistical Institute in Kolkata, India.
Varadhan is a member of the US National Academy of Sciences, and the Norwegian Academy of Science and Letters. He was elected to Fellow of the American Academy of Arts and Sciences, the Third World Academy of Sciences, the Institute of Mathematical Statistics, the Royal Society, the Indian Academy of Sciences, the Society for Industrial and Applied Mathematics, and the American Mathematical Society.

Selected publications

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