S. R. Srinivasa Varadhan

Infobox Scientist
name = Srinivasa Varadhan
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caption = Srinivasa Varadhan in May 2007
birth_date = birth date and age|1940|01|02
birth_place = Madras (Chennai), India
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residence = U.S.
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doctoral_advisor = C. R. Rao
doctoral_students = Ines Armendariz
Raymond Byrnes
Pablo Calderon
Peter Castro
Chih-chung Chang
Pedro Echeverria
Philip Feinsilver
Fan-Fu Feng
Peter Friz
Michael Glass
Ilie Grigorescu
Leif Jensen
Carlos Jerome
Elena Kosygina
Tzong-Yow Lee
Michail Loulakis
Shenglin Lu
Paris Pender
Ross Pinsky
Jeremy Quastel
Alejandro Ramirez
José Ramirez
Firas Rassoul-Agha
Fraydoun Rezakhanlou
Jeffrey Rosenbluth
Sunder Sethuraman
Walter Vasilaky
Ramesh Venkatsubramani
Yevgeny Vilensky
Alan Weiss
Lin Xu
Nikolaos Zygouras
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prizes = Abel Prize (2007)
Steele Prize (1996)
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Sathamangalam Ranga Iyengar Srinivasa Varadhan is an Indian-American probabilist. [ [http://frontlineonnet.com/fl2407/stories/20070420001909700.htm Science of chance] , R. Ramachandran, "Frontline" (India), 24, #7 (April 7–20, 2007). Accessed on line December 6, 2007.] He was born January 2 1940 in Madras (Chennai), India. He received his undergraduate degree in 1959 from Presidency College, Madras and his doctorate in 1963 from the Indian Statistical Institute under Calyampudi R. Rao [MathGenealogy|id=33923] [ [http://www.isical.ac.in/~deanweb/ALU_DEGR.HTM List of degree / diploma / certificate recipients of ISI] , web site at the Indian Statistical Institute, accessed 22-III-2007.] , who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defense. Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he is currently (as of 2007) a professor. [http://www.ams.org/notices/199611/comm-steele.pdf Announcement of the] 1996 Steele Prizes at the American Mathematical Society web site, accessed 21-II-2007.] [http://www.abelprisen.no/nedlastning/2007/biography_en.pdf Biography] (PDF), from the Abel Prize web site, accessed 22-III-2007.]

Varadhan is known for his work with Daniel W. Stroock on diffusion processes, for which he received the Steele Prize from the American Mathematical Society in 1996, and for his work on large deviations with Monroe Donsker, for which he was awarded the Abel Prize on March 22, 2007 by the Norwegian Academy of Science and Letters. [ [http://www.abelprisen.no/nedlastning/2007/citation_en.pdf Citation for the Abel Prize] (PDF), accessed 22-III-2007.]

Varadhan is a member of the U.S. National Academy of Sciences.

elected publications

*"Convolution Properties of Distributions on Topological Groups". Dissertation, Indian Statistical Institute, 1963.
*cite journal|last = Varadhan|first =SRS|title = Asymptotic probabilities and differential equations|journal = Communications on Pure and Applied Mathematics|volume = 19|date = 1966|pages = 261–286|doi = 10.1002/cpa.3160190303
*cite journal|last = Stroock|first = DW|coauthors = SRS Varadhan|title = On the support of diffusion processes with applications to the strong maximum principle|journal = Proc. of the sixth Berkeley Symposium on Mathematical Statistics and Probability|publisher = Univ. of California Press|volume = 3|pages = 333–359|date = 1972
* (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.

References

External links

* [http://math.nyu.edu/faculty/varadhan/ S. R. Srinivasa Varadhan] , home page at the Courant Institute
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