Sathamangalam R. Srinivasa Varadhan is an Indian-American probabilist. 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^[1][2]. 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.^[3][4] A probabilist is either a mathematician specializing in probability theory, or one who espouses probabilism in theology or philosophy. ... January 2 is the second day of the year in the Gregorian calendar. ... 1940 (MCMXL) was a leap year starting on Monday (the link is to a full 1940 calendar). ... “Madras” redirects here. ... Year 1959 (MCMLIX) was a common year starting on Thursday of the Gregorian calendar. ... The University of Madras is one of the three oldest universities in India (along with University of Mumbai and University of Calcutta). ... 1963 (MCMLXIII) was a common year starting on Tuesday (the link is to a full 1963 calendar). ... Indian Statistical Institute (ISI), is a unique institution devoted to the research, teaching and application of statistics, natural sciences and social sciences. ... 1963 (MCMLXIII) was a common year starting on Tuesday (the link is to a full 1963 calendar). ... The Courant Institute of Mathematical Sciences (CIMS) is a division of New York University (NYU) and serves as a center for research and advanced training in computer science and mathematics. ... New York University (NYU) is a major research university in New York City. ... 2007 is a common year starting on Monday of the Gregorian calendar. ...

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.^[3][5] A diffusion process is in probability theory the solution to a stochastic differential equation. ... The Leroy P. Steele Prizes are awarded every year by the American Mathematical Society, for distinguished research work and writing in the field of mathematics. ... The American Mathematical Society (AMS) is dedicated to the interests of mathematical research and education, which it does with various publications and conferences as well as annual monetary awards to mathematicians. ... 1996 (MCMXCVI) was a leap year starting on Monday of the Gregorian calendar, and was designated the International Year for the Eradication of Poverty. ... The Abel Prize is awarded annually by the King of Norway to outstanding mathematicians. ... March 22 is the 81st day of the year in the Gregorian Calendar (82nd in leap years). ... 2007 (MMVII) is the current year, a common year starting on Monday of the Gregorian calendar and the Anno Domini (common) era. ... The Norwegian Academy of Science and Letters (Det Norske Videnskaps-Akademi) was founded in 1857 to advance science and scholarship in Norway. ...

Varadhan is a member of the U.S. National Academy of Sciences. President Harding and the National Academy of Sciences at the White House, Washington, DC, April 1921 The National Academy of Sciences (NAS) is a corporation in the United States whose members serve pro bono as advisers to the nation on science, engineering, and medicine. ...

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: 261–286. 
• 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) 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

1. ^ S. R. Srinivasa Varadhan at the Mathematics Genealogy Project
2. ^ List of degree / diploma / certificate recipients of ISI, web site at the Indian Statistical Institute, accessed 22-III-2007.
3. ^ ^{a b} Announcement of the 1996 Steele Prizes at the American Mathematical Society web site, accessed 21-II-2007.
4. ^ Biography (PDF), from the Abel Prize web site, accessed 22-III-2007.
5. ^ Citation for the Abel Prize (PDF), accessed 22-III-2007.

The Mathematics Genealogy Project is a web-based database that gives an academic genealogy based on dissertation supervision relations. ... Indian Statistical Institute (ISI), is a unique institution devoted to the research, teaching and application of statistics, natural sciences and social sciences. ... The Leroy P. Steele Prizes are awarded every year by the American Mathematical Society, for distinguished research work and writing in the field of mathematics. ... The American Mathematical Society (AMS) is dedicated to the interests of mathematical research and education, which it does with various publications and conferences as well as annual monetary awards to mathematicians. ... The Abel Prize is awarded annually by the King of Norway to outstanding mathematicians. ...

External links

• S. R. Srinivasa Varadhan, home page at the Courant Institute

The Courant Institute of Mathematical Sciences (CIMS) is a division of New York University (NYU) and serves as a center for research and advanced training in computer science and mathematics. ...