| SrinivasaVaradhan | |
| Birth Date: | 1940 1, df=yes |
| Birth Place: | Madras, Madras, British India (Chennai, Tamil Nadu, India) |
| Honorific Suffix: | FRS |
| Field: | Mathematics |
| Work Institutions: | Courant Institute of Mathematical Sciences (New York University) |
| Alma Mater: | Presidency College 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 |
| Prizes: | Padma Vibhushan (2023) National Medal of Science (2010) Padma Bhushan (2008) Abel Prize (2007) Steele Prize (1996) Birkhoff Prize (1994) |
Sathamangalam Ranga Iyengar Srinivasa Varadhan, (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]
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] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defence.[8] 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.[9]
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 is currently a professor at the Courant Institute.[10] [11] 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.[12]
His son, Ashok Varadhan, is an executive at financial firm Goldman Sachs.[13]
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".[14] 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.[15] He was awarded the Abel Prize in 2007 for his work on large deviations with Monroe D Donsker.[16] In 2008, the Government of India awarded him the Padma Bhushan.[17] and in 2023, he was awarded India's second highest civilian honor Padma Vibhushan.[18] [19] 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),[20] and the Norwegian Academy of Science and Letters (2009).[21] He was elected to Fellow of the American Academy of Arts and Sciences (1988),[22] the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998),[23] the Indian Academy of Sciences (2004), the Society for Industrial and Applied Mathematics (2009),[24] and the American Mathematical Society (2012).[25]