S. R. Srinivasa Varadhan
Encyclopedia
Sathamangalam Ranga Iyengar Srinivasa Varadhan (born 2 January 1940) FRS is an India
n-American
mathematician
from Madras (Chennai)
, Tamil Nadu
, India
.
, and his doctorate in 1963 from the Indian Statistical Institute
under Calyampudi R. Rao, 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 was at first a postdoctoral fellow (1963–66), strongly recommended by Monroe 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. He is known for his work with Daniel W. Stroock
on diffusion process
es, and for his work on large deviations with M. D. Donsker
.
Varadhan is married to Vasundra Varadhan who is also an academic (in media studies in the Gallatin School of Individualized Study
). They have two sons, one of whom died in the September 11 attacks in 2001. His other son, Ashok, is a trader in New York City.
(2010) from President Barack Obama
, "the highest honor bestowed by the United States government on scientists, engineers and inventors". He received also 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 process
es. He was awarded the Abel Prize
in 2007 for his work on large deviations with M. D. Donsker
. In 2008, the government of India awarded him the Padma Bhushan
. 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 U.S. National Academy of Sciences
(1995), and the Norwegian Academy of Science and Letters
(2009). He was elected to Fellow of the American Academy of Arts and Sciences
(1988),, the Third World Academy of Sciences
(1988), the Institute of Mathematical Statistics
(1991), the Royal Society
(1998), the Indian Academy of Sciences
(2004), and the Society for Industrial and Applied Mathematics
(2009).
India
India , officially the Republic of India , is a country in South Asia. It is the seventh-largest country by geographical area, the second-most populous country with over 1.2 billion people, and the most populous democracy in the world...
n-American
People of the United States
The people of the United States, also known as simply Americans or American people, are the inhabitants or citizens of the United States. The United States is a multi-ethnic nation, home to people of different ethnic and national backgrounds...
mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
from Madras (Chennai)
Chennai
Chennai , formerly known as Madras or Madarasapatinam , is the capital city of the Indian state of Tamil Nadu, located on the Coromandel Coast off the Bay of Bengal. Chennai is the fourth most populous metropolitan area and the sixth most populous city in India...
, Tamil Nadu
Tamil Nadu
Tamil Nadu is one of the 28 states of India. Its capital and largest city is Chennai. Tamil Nadu lies in the southernmost part of the Indian Peninsula and is bordered by the union territory of Pondicherry, and the states of Kerala, Karnataka, and Andhra Pradesh...
, India
India
India , officially the Republic of India , is a country in South Asia. It is the seventh-largest country by geographical area, the second-most populous country with over 1.2 billion people, and the most populous democracy in the world...
.
Biography
Varadhan received his undergraduate degree in 1959 from Presidency College, MadrasUniversity of Madras
The University of Madras is a public research university in Chennai, Tamil Nadu, India. It is one of the three oldest universities in India...
, and his doctorate in 1963 from the Indian Statistical Institute
Indian Statistical Institute
Indian Statistical Institute is a public research institute and university in Kolkata's northern outskirt of Baranagar, India founded by Prasanta Chandra Mahalanobis in 1931...
under Calyampudi R. Rao, who arranged for Andrey Kolmogorov
Andrey Kolmogorov
Andrey Nikolaevich Kolmogorov was a Soviet mathematician, preeminent in the 20th century, who advanced various scientific fields, among them probability theory, topology, intuitionistic logic, turbulence, classical mechanics and computational complexity.-Early life:Kolmogorov was born at Tambov...
to be present at Varadhan's thesis defense. Since 1963, he has worked at the Courant Institute of Mathematical Sciences
Courant Institute of Mathematical Sciences
The Courant Institute of Mathematical Sciences is an independent division of New York University under the Faculty of Arts & Science that serves as a center for research and advanced training in computer science and mathematics...
at New York University
New York University
New York University is a private, nonsectarian research university based in New York City. NYU's main campus is situated in the Greenwich Village section of Manhattan...
, where he was at first a postdoctoral fellow (1963–66), strongly recommended by Monroe 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 postwar mathematics of which America is justly proud.”
Varadhan is currently a professor at the Courant Institute. He is known for his work with Daniel W. Stroock
Daniel W. Stroock
Daniel Wyler Stroock is an American mathematician, a probabilist.- Biography :He received his undergraduate degree from Harvard University in 1962 and his doctorate from Rockefeller University in 1966...
on diffusion process
Diffusion process
In probability theory, a branch of mathematics, a diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with continuous sample paths....
es, and for his work on large deviations with M. D. Donsker
M. D. Donsker
Monroe David Donsker was an American mathematician and a professor of mathematics at New York University . His research interest was in the field of probability theory....
.
Varadhan is married to Vasundra Varadhan who is also an academic (in media studies in the Gallatin School of Individualized Study
Gallatin School of Individualized Study
The Gallatin School of Individualized Study is a small interdisciplinary college within New York University. Gallatin aims to provide a "small college" feel, while being located within one of the largest private universities in the United States. Students design their own interdisciplinary program...
). They have two sons, one of whom died in the September 11 attacks in 2001. His other son, Ashok, is a trader in New York City.
Awards and honours
Varadhan's awards and honours include the National Medal of ScienceNational Medal of Science
The National Medal of Science is an honor bestowed by the President of the United States to individuals in science and engineering who have made important contributions to the advancement of knowledge in the fields of behavioral and social sciences, biology, chemistry, engineering, mathematics and...
(2010) from President Barack Obama
Barack Obama
Barack Hussein Obama II is the 44th and current President of the United States. He is the first African American to hold the office. Obama previously served as a United States Senator from Illinois, from January 2005 until he resigned following his victory in the 2008 presidential election.Born in...
, "the highest honor bestowed by the United States government on scientists, engineers and inventors". He received also 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
American Mathematical Society
The American Mathematical Society is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, which it does with various publications and conferences as well as annual monetary awards and prizes to mathematicians.The society is one of the...
, awarded for his work with Daniel W. Stroock
Daniel W. Stroock
Daniel Wyler Stroock is an American mathematician, a probabilist.- Biography :He received his undergraduate degree from Harvard University in 1962 and his doctorate from Rockefeller University in 1966...
on diffusion process
Diffusion process
In probability theory, a branch of mathematics, a diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with continuous sample paths....
es. He was awarded the Abel Prize
Abel Prize
The Abel Prize is an international prize presented annually by the King of Norway to one or more outstanding mathematicians. The prize is named after Norwegian mathematician Niels Henrik Abel . It has often been described as the "mathematician's Nobel prize" and is among the most prestigious...
in 2007 for his work on large deviations with M. D. Donsker
M. D. Donsker
Monroe David Donsker was an American mathematician and a professor of mathematics at New York University . His research interest was in the field of probability theory....
. In 2008, the government of India awarded him the Padma Bhushan
Padma Bhushan
The Padma Bhushan is the third highest civilian award in the Republic of India, after the Bharat Ratna and the Padma Vibhushan, but comes before the Padma Shri. It is awarded by the Government of India.-History:...
. 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 U.S. National Academy of Sciences
United States National Academy of Sciences
The National Academy of Sciences is a corporation in the United States whose members serve pro bono as "advisers to the nation on science, engineering, and medicine." As a national academy, new members of the organization are elected annually by current members, based on their distinguished and...
(1995), and the Norwegian Academy of Science and Letters
Norwegian Academy of Science and Letters
The Norwegian Academy of Science and Letters is a learned society based in Oslo, Norway.-History:The University of Oslo was established in 1811. The idea of a learned society in Christiania surfaced for the first time in 1841. The city of Throndhjem had no university, but had a learned...
(2009). He was elected to Fellow of the American Academy of Arts and Sciences
American Academy of Arts and Sciences
The American Academy of Arts and Sciences is an independent policy research center that conducts multidisciplinary studies of complex and emerging problems. The Academy’s elected members are leaders in the academic disciplines, the arts, business, and public affairs.James Bowdoin, John Adams, and...
(1988),, the Third World Academy of Sciences
Third World Academy of Sciences
TWAS, until 2004 named Third World Academy of Sciences and now TWAS, the academy of sciences for the developing world, is a merit-based science academy uniting 1,000 scientists in some 70 countries. Its principal aim is to promote scientific capacity and excellence for sustainable development in...
(1988), the Institute of Mathematical Statistics
Institute of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world...
(1991), the Royal Society
Royal Society
The Royal Society of London for Improving Natural Knowledge, known simply as the Royal Society, is a learned society for science, and is possibly the oldest such society in existence. Founded in November 1660, it was granted a Royal Charter by King Charles II as the "Royal Society of London"...
(1998), the Indian Academy of Sciences
Indian Academy of Sciences
The Indian Academy of Sciences, Bangalore was founded by Sir C. V. Raman, and was registered as a Society on 24 April 1934. Inaugurated on 31 July 1934, it began with 65 founding fellows. The first general meeting of Fellows, held on the same day, elected Professor Raman as President, and adopted...
(2004), and the Society for Industrial and Applied Mathematics
Society for Industrial and Applied Mathematics
The Society for Industrial and Applied Mathematics was founded by a small group of mathematicians from academia and industry who met in Philadelphia in 1951 to start an organization whose members would meet periodically to exchange ideas about the uses of mathematics in industry. This meeting led...
(2009).
Selected publications
- Convolution Properties of Distributions on Topological Groups. Dissertation, Indian Statistical Institute, 1963.
- (with M. D. Donsker) Asymptotic evaluation of certain Markov process expectations for large time. I, Communications on Pure and Applied MathematicsCommunications on Pure and Applied MathematicsCommunications on Pure and Applied Mathematics is a scientific journal which is associated with the Courant Institute of Mathematical Sciences. It publishes original research originating from or solicited by the institute, typically in the fields of applied mathematics, mathematical analysis, or...
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.
External links
- S. R. Srinivasa Varadhan, home page at the Courant InstituteCourant Institute of Mathematical SciencesThe Courant Institute of Mathematical Sciences is an independent division of New York University under the Faculty of Arts & Science that serves as a center for research and advanced training in computer science and mathematics...