fbpx
Wikipedia

S. R. Srinivasa Varadhan

January 18, 2023

Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS (born 2 January 1940) is an Indian American mathematician, widely recognised as one of the most influential mathematicians of the 20th century.[1] He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations.[2] He is regarded and revered 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.[3] In the year 2007, he became the first Asian to win the Abel Prize.[4][5]

Srinivasa Varadhan
Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013
Born (1940-01-02) 2 January 1940 (age 83)
Madras, Madras, British India
(Chennai, Tamil Nadu, India)
Alma materPresidency College
University of Madras
Indian Statistical Institute
Known forMartingale problems; Large deviation theory
AwardsNational 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

Early life and education

Srinivasa was born into a Hindu Tamil Brahmin Iyengar family in 1940 during the British Raj Rule[6] in Chennai (then Madras).[7] Varadhan received his undergraduate degree in 1959 from Presidency College, and Indian Statistical Institute in Kolkata, Bengal. In 1953, his family migrated to Kolkata. He then went back to Chennai for college in 1958. In 1960, he went to Kolkata for college. He grew up in Chennai and Kolkata. After college, he went back to Chennai. 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.[8] He received his doctorate from ISI in 1963 under C R Rao,[9][10] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defence.[11]

Career

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.[12][13] 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.[14]

Awards and honours

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.[12][17] In 2008, the Government of India awarded him the Padma Bhushan.[18] 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),[19] and the Norwegian Academy of Science and Letters (2009).[20] He was elected to Fellow of the American Academy of Arts and Sciences (1988),[21] the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998),[22] the Indian Academy of Sciences (2004), the Society for Industrial and Applied Mathematics (2009),[23] and the American Mathematical Society (2012).[24]

Selected publications

  • 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

References

  1. ^ "Mathematician S.R. Srinivasa Varadhan". University of Bergen.
  2. ^ Ramachandran, R. (7–20 April 2007). . Frontline. India. Archived from the original on 11 December 2007.
  3. ^ Varadhan, S. R. Srinivasa (2020). "Essentials of integration theory for analysis". Springer, [2020] ©2020.
  4. ^ "2007: Srinivasa S. R. Varadhan | The Abel Prize". abelprize.no.
  5. ^ "Indian wins Norway's Abel Prize for Mathematics". Hindustan Times. 23 March 2007.
  6. ^ . Archived from the original on 5 November 2016.
  7. ^ interview-with-srinivasa-varadhan/ Interview with Srinivasa Varadhan], http://gonitsora.com
  8. ^ Kalyan Bidhan Sinha and B. V. Rajarama Bhat. "S. R. Srinivasa Varadhan" (PDF). Louisiana State University.
  9. ^ S. R. Srinivasa Varadhan at the Mathematics Genealogy Project
  10. ^ List of degree / diploma / certificate recipients of ISI, web site at the Indian Statistical Institute. Retrieved 22 March 2007.
  11. ^ S. R. Srinivasa Varadhan's Biography, Allvoices. Retrieved 1 August 2010.
  12. ^ a b Announcement of the 1996 Steele Prizes at the American Mathematical Society web site. Retrieved 21 February 2007.
  13. ^ 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 21 April 2007 at the Wayback Machine (PDF), from the Abel Prize web site. Retrieved 22 March 2007.
  14. ^ "Infosys Prize - Jury 2020". www.infosys-science-foundation.com. Retrieved 10 December 2020.
  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.{{cite web}}: CS1 maint: url-status (link)
  18. ^ "Padma Awards" (PDF). Ministry of Home Affairs, Government of India. 2015. Retrieved 21 July 2015.
  19. ^ "NAS Membership Directory". U.S. National Academy of Sciences. Retrieved 10 June 2011. Search with Last Name is "Varadhan".
  20. ^ "Gruppe 1: Matematiske fag" (in Norwegian). Norwegian Academy of Science and Letters. Retrieved 10 June 2011.
  21. ^ "Book of Members, 1780–2010: Chapter V" (PDF). American Academy of Arts and Sciences. Retrieved 10 June 2011.
  22. ^ "Fellows of the Royal Society" (PDF). Royal Society. Retrieved 10 June 2011.
  23. ^ "SIAM Fellows: Class of 2009". Society for Industrial and Applied Mathematics. Retrieved 10 June 2011.
  24. ^ List of Fellows of the American Mathematical Society. Retrieved 28 August 2013.

External links

 
Wikimedia Commons has media related to Sathamangalam Ranga Iyengar Srinivasa Varadhan.

January 18, 2023
srinivasa, varadhan, sathamangalam, ranga, iyengar, srinivasa, varadhan, born, january, 1940, indian, american, mathematician, widely, recognised, most, influential, mathematicians, 20th, century, known, fundamental, contributions, probability, theory, particu. Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS born 2 January 1940 is an Indian American mathematician widely recognised as one of the most influential mathematicians of the 20th century 1 He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations 2 He is regarded and revered as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Ito s stochastic calculus 3 In the year 2007 he became the first Asian to win the Abel Prize 4 5 Srinivasa VaradhanSrinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013Born 1940 01 02 2 January 1940 age 83 Madras Madras British India Chennai Tamil Nadu India Alma materPresidency CollegeUniversity of MadrasIndian Statistical InstituteKnown forMartingale problems Large deviation theoryAwardsNational Medal of Science 2010 Padma Bhushan 2008 Abel Prize 2007 Steele Prize 1996 Birkhoff Prize 1994 Scientific careerFieldsMathematicsInstitutionsCourant Institute of Mathematical Sciences New York University Doctoral advisorC R RaoDoctoral studentsPeter FrizJeremy Quastel Contents 1 Early life and education 2 Career 3 Awards and honours 4 Selected publications 5 See also 6 References 7 External linksEarly life and education EditSrinivasa was born into a Hindu Tamil Brahmin Iyengar family in 1940 during the British Raj Rule 6 in Chennai then Madras 7 Varadhan received his undergraduate degree in 1959 from Presidency College and Indian Statistical Institute in Kolkata Bengal In 1953 his family migrated to Kolkata He then went back to Chennai for college in 1958 In 1960 he went to Kolkata for college He grew up in Chennai and Kolkata After college he went back to Chennai 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 8 He received his doctorate from ISI in 1963 under C R Rao 9 10 who arranged for Andrey Kolmogorov to be present at Varadhan s thesis defence 11 Career EditSince 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 12 13 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 14 Awards and honours EditVaradhan 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 12 17 In 2008 the Government of India awarded him the Padma Bhushan 18 He also has two honorary degrees from Universite 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 19 and the Norwegian Academy of Science and Letters 2009 20 He was elected to Fellow of the American Academy of Arts and Sciences 1988 21 the Third World Academy of Sciences 1988 the Institute of Mathematical Statistics 1991 the Royal Society 1998 22 the Indian Academy of Sciences 2004 the Society for Industrial and Applied Mathematics 2009 23 and the American Mathematical Society 2012 24 Selected publications EditConvolution 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 EditVaradhan s lemmaReferences Edit Mathematician S R Srinivasa Varadhan University of Bergen Ramachandran R 7 20 April 2007 Science of chance Frontline India Archived from the original on 11 December 2007 Varadhan S R Srinivasa 2020 Essentials of integration theory for analysis Springer 2020 c 2020 2007 Srinivasa S R Varadhan The Abel Prize abelprize no Indian wins Norway s Abel Prize for Mathematics Hindustan Times 23 March 2007 Srinivasa Varadhan Archived from the original on 5 November 2016 interview with srinivasa varadhan Interview with Srinivasa Varadhan http gonitsora com Kalyan Bidhan Sinha and B V Rajarama Bhat S R Srinivasa Varadhan PDF Louisiana State University S R Srinivasa Varadhan at the Mathematics Genealogy Project List of degree diploma certificate recipients of ISI web site at the Indian Statistical Institute Retrieved 22 March 2007 S R Srinivasa Varadhan s Biography Allvoices Retrieved 1 August 2010 a b Announcement of the 1996 Steele Prizes at the American Mathematical Society web site Retrieved 21 February 2007 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 Infosys Prize Jury 2020 www infosys science foundation com Retrieved 10 December 2020 President Obama Honors Nation s Top Scientists and Innovators whitehouse gov 27 September 2011 Retrieved 28 September 2011 via National Archives 1996 Steele Prizes PDF Notices of the American Mathematical Society 43 11 1340 1347 November 1996 Retrieved 29 September 2011 2007 Srinivasa S R Varadhan www abelprize no Retrieved 22 August 2022 a href Template Cite web html title Template Cite web cite web a CS1 maint url status link Padma Awards PDF Ministry of Home Affairs Government of India 2015 Retrieved 21 July 2015 NAS Membership Directory U S National Academy of Sciences Retrieved 10 June 2011 Search with Last Name is Varadhan Gruppe 1 Matematiske fag in Norwegian Norwegian Academy of Science and Letters Retrieved 10 June 2011 Book of Members 1780 2010 Chapter V PDF American Academy of Arts and Sciences Retrieved 10 June 2011 Fellows of the Royal Society PDF Royal Society Retrieved 10 June 2011 SIAM Fellows Class of 2009 Society for Industrial and Applied Mathematics Retrieved 10 June 2011 List of Fellows of the American Mathematical Society Retrieved 28 August 2013 External links Edit Wikimedia Commons has media related to Sathamangalam Ranga Iyengar Srinivasa Varadhan S R Srinivasa Varadhan home page at the Courant Institute O Connor John J Robertson Edmund F S R Srinivasa Varadhan MacTutor History of Mathematics archive University of St Andrews S R Srinivasa Varadhan at the Mathematics Genealogy Project Retrieved from https en wikipedia org w index php title S R Srinivasa Varadhan amp oldid 1133958538, wikipedia, wiki, book, books, library,

article

, read, download, free, free download, mp3, video, mp4, 3gp, jpg, jpeg, gif, png, picture, music, song, movie, book, game, games.