Srinivasa S.R. Varadhan

Srinivasa Varadhan
Srinivasa Varadhan in May 2007
Born (1940-01-02) 2 January 1940 (age 74)
Madras (Chennai), Madras Presidency, British India
Residence United States
Citizenship United States
Nationality Indian
Fields Mathematics
Alma mater University of Madras
Indian Statistical Institute
Doctoral advisor C. R. Rao
Doctoral students Peter Friz
Jeremy Quastel
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.[1] He is also the Jury Chair for the Infosys Prize 2013 for the discipline of Mathematical Sciences.

Early life and education

Srinivasa Varadhan, known also as Raghu to friends, was born in Chennai (previously Madras) in 1940.[2] Varadhan received his undergraduate 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.[3] He received his doctorate from ISI in 1963 under C. R. Rao,[4][5] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defense.[6] 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 postwar mathematics of which America is justly proud.”

Varadhan is currently a professor at the Courant Institute.[7][8] He is known for his work with Daniel W. Stroock on diffusion processes, and for his work on large deviations with Monroe 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.

Awards and honours

Varadhan's awards and honours include the National Medal of Science (2010) from President Barack Obama, "the highest honor bestowed by the United States government on scientists, engineers and inventors".[9] 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 processes.[10] He was awarded the Abel Prize in 2007 for his work on large deviations with Monroe D. Donsker.[7][11] 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),[12] and the Norwegian Academy of Science and Letters (2009).[13] He was elected to Fellow of the American Academy of Arts and Sciences (1988),[14] the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998),[15] the Indian Academy of Sciences (2004), the Society for Industrial and Applied Mathematics (2009),[16] and the American Mathematical Society (2012).[17]


  • "If you can write it down, it's measurable!"

Selected publications

  • Convolution Properties of Distributions on Topological Groups. Dissertation, Indian Statistical Institute, 1963.
  • (with M. D. Donsker)
  • (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.


External links

  • Courant Institute
  • .
  • Mathematics Genealogy Project

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