S.R.S. Varadhan
| Srinivasa Varadhan | |
|---|---|
Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013
|
|
| Born |
2 January 1940 Madras, Madras Presidency, British India |
| 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 Fraydoun Rezakhanlou |
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.
Srinivasa was born in Chennai (then Madras) 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" (the others were R Ranga Rao, K R Parthasarathy, and Veeravalli S Varadarajan) 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 (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.
...
Wikipedia