Srinivasa Varadhan | |
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Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013
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Born |
Madras (Chennai), Madras Presidency, British India |
2 January 1940
Residence | United States |
Citizenship | United States |
Nationality | American |
Fields | Mathematics |
Alma mater |
University of Madras Indian Statistical Institute |
Doctoral advisor | C R Rao |
Doctoral students |
Peter Friz Jeremy Quastel Fraydoun Rezakhanlou |
Known for | Martingale problems; Large deviation theory |
Notable awards |
National Medal of Science (2010) Padma Bhushan (2008) Abel Prize (2007) Steele Prize (1996) Birkhoff Prize (1994) |
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.
Since 2009 he has been one of the Jury Chairs for the Infosys Prize in the discipline of Mathematical Sciences.
Srinivasa , known also as Raghu to friends, was born in Chennai (previously 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: