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S. R. Srinivasa Varadhan

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Srinivasa Varadhan
FRS
Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013
Born (1940-01-02) 2 January 1940 (age 84)
Madras, Madras, British India
(Chennai, Tamil Nadu, India)
Alma materPresidency College
University of Madras
Indian Statistical Institute
Known forMartingale problems; Large deviation theory
AwardsPadma Vibhushan (2023)
National Medal of Science (2010)
Padma Bhushan (2008)
Abel Prize (2007)
Steele Prize (1996)
Birkhoff Prize (1994)
Scientific career
FieldsMathematics
InstitutionsCourant Institute of Mathematical Sciences (New York University)
Doctoral advisorC R Rao
Doctoral studentsPeter Friz
Jeremy Quastel
Fraydoun Rezakhanlou

Sathamangalam Ranga Iyengar Srinivasa Varadhan, FRS (born 2 January 1940) is an Indian American mathematician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations.[1] He is regarded as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Itô’s stochastic calculus.[2] In the year 2007, he became the first Asian to win the Abel Prize.[3][4]

Early life and education

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Srinivasa was born into a Hindu Tamil Brahmin Iyengar family in 1940 [5] in Chennai (then Madras). In 1953, his family migrated to Kolkata. He grew up in Chennai and Kolkata.[6] Varadhan received his undergraduate degree in 1959 and his postgraduate degree in 1960 from Presidency College, Chennai. He received his doctorate from ISI in 1963 under C R Rao,[7][8] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defence.[9] He was one of the "famous four" (the others being R Ranga Rao, K R Parthasarathy, and Veeravalli S Varadarajan) in ISI during 1956–1963.[10]

Career

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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.[11][12] He is known for his work with Daniel W Stroock on diffusion processes, and for his work on large deviations with Monroe D Donsker. He has chaired the Mathematical Sciences jury for the Infosys Prize from 2009 and was the chief guest in 2020.[13]

His son, Ashok Varadhan, is an executive at financial firm Goldman Sachs.[14]

Awards and honours

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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".[15] He also received 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.[16] He was awarded the Abel Prize in 2007 for his work on large deviations with Monroe D Donsker.[11][17] In 2008, the Government of India awarded him the Padma Bhushan.[18] and in 2023, he was awarded India's second highest civilian honor Padma Vibhushan.[19][20] 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),[21] and the Norwegian Academy of Science and Letters (2009).[22] He was elected to Fellow of the American Academy of Arts and Sciences (1988),[23] the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998),[24] the Indian Academy of Sciences (2004), the Society for Industrial and Applied Mathematics (2009),[25] and the American Mathematical Society (2012).[26]

Selected publications

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  • 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. 3: 333–359.
  • (with M D Donsker) Donsker, M. D.; Varadhan, S. R. S. (1975). "On a variational formula for the principal eigenvalues for operators with maximum principle". Proc Natl Acad Sci USA. 72 (3): 780–783. Bibcode:1975PNAS...72..780D. 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.

See also

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References

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  1. ^ Ramachandran, R. (7–20 April 2007). "Science of chance". Frontline. India. Archived from the original on 11 December 2007.
  2. ^ Varadhan, S. R. Srinivasa (2020). "Essentials of integration theory for analysis". Springer, [2020] ©2020.
  3. ^ "2007: Srinivasa S. R. Varadhan | The Abel Prize". abelprize.no.
  4. ^ "Indian wins Norway's Abel Prize for Mathematics". Hindustan Times. 23 March 2007.
  5. ^ "Srinivasa Varadhan". Archived from the original on 5 November 2016.
  6. ^ interview-with-srinivasa-varadhan/ Interview with Srinivasa Varadhan], http://gonitsora.com
  7. ^ S. R. Srinivasa Varadhan at the Mathematics Genealogy Project
  8. ^ List of degree / diploma / certificate recipients of ISI, web site at the Indian Statistical Institute. Retrieved 22 March 2007.
  9. ^ S. R. Srinivasa Varadhan's Biography, Allvoices. Retrieved 1 August 2010.
  10. ^ Sinha, Kalyan Bidhan; Rajarama Bhat, B. V. "S. R. Srinivasa Varadhan" (PDF). Louisiana State University.
  11. ^ a b Announcement of the 1996 Steele Prizes at the American Mathematical Society web site. Retrieved 21 February 2007.
  12. ^ 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.
  13. ^ "Infosys Prize - Jury 2020". www.infosys-science-foundation.com. Retrieved 10 December 2020.
  14. ^ Natarajan, Sridhar (1 July 2019). "Can Goldman's Trading 'Rainmaker' Bring Back the Glory Days?". Bloomberg.
  15. ^ "President Obama Honors Nation's Top Scientists and Innovators". whitehouse.gov. 27 September 2011. Retrieved 28 September 2011 – via National Archives.
  16. ^ "1996 Steele Prizes" (PDF). Notices of the American Mathematical Society. 43 (11): 1340–1347. November 1996. Retrieved 29 September 2011.
  17. ^ "2007: Srinivasa S. R. Varadhan". www.abelprize.no. Retrieved 22 August 2022.
  18. ^ "Padma Awards" (PDF). Ministry of Home Affairs, Government of India. 2015. Retrieved 21 July 2015.
  19. ^ Padma Awardees
  20. ^ "Padma honours: Full list of awardees". The Times of India. 25 January 2023. Retrieved 25 January 2023.
  21. ^ "NAS Membership Directory". U.S. National Academy of Sciences. Retrieved 10 June 2011. Search with Last Name is "Varadhan".
  22. ^ "Gruppe 1: Matematiske fag" (in Norwegian). Norwegian Academy of Science and Letters. Retrieved 10 June 2011.
  23. ^ "Book of Members, 1780–2010: Chapter V" (PDF). American Academy of Arts and Sciences. Retrieved 10 June 2011.
  24. ^ "Fellows of the Royal Society" (PDF). Royal Society. Retrieved 10 June 2011.
  25. ^ "SIAM Fellows: Class of 2009". Society for Industrial and Applied Mathematics. Retrieved 10 June 2011.
  26. ^ List of Fellows of the American Mathematical Society. Retrieved 28 August 2013.
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