Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS (born 2 January 1940) is an

Indian American Indian Americans or Indo-Americans are citizens of the United States with ancestry from India. The United States Census Bureau uses the term Asian Indian to avoid confusion with Native Americans, who have also historically been referred to ...

mathematician, widely recognised as one of the most influential

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...

s of the 20th century. He is known for his fundamental contributions to

probability theory Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set ...

and in particular for creating a unified theory of

large deviations In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insura ...

. He is regarded and revered as one of the fundamental contributors to the theory of

diffusion process In probability theory and statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Brownian motion, reflected Brownian motion and Ornstein–Uhlenbeck processes are examples of diff ...

es with an orientation towards the refinement and further development of Itô’s

stochastic calculus Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ...

. In the year 2007, he became the first Asian to win the

Abel Prize The Abel Prize ( ; no, Abelprisen ) is awarded annually by the King of Norway to one or more outstanding mathematicians. It is named after the Norwegian mathematician Niels Henrik Abel (1802–1829) and directly modeled after the Nobel Pri ...

Early life and education

Srinivasa was born into a

Hindu Hindus (; ) are people who religiously adhere to Hinduism. Jeffery D. Long (2007), A Vision for Hinduism, IB Tauris, , pages 35–37 Historically, the term has also been used as a geographical, cultural, and later religious identifier for ...

Tamil Brahmin Tamil Brahmins are an ethnoreligious community of Tamil-speaking Hindu Brahmins, predominantly living in Tamil Nadu, though they number significantly in Telangana, Andhra Pradesh, Kerala, Karnataka, in addition to other regions of India, as wel ...

Iyengar Iyengar (also spelt Ayyangar or Aiyengar, pronounced ) refers to the name of an ethnoreligious community of Tamil-speaking Hindu Brahmins, whose members follow Sri Vaishnavism and the Visishtadvaita philosophy propounded by Ramanuja. Found mos ...

family in 1940 in Chennai (then

Madras Chennai (, ), formerly known as Madras ( the official name until 1996), is the capital city of Tamil Nadu, the southernmost Indian state. The largest city of the state in area and population, Chennai is located on the Coromandel Coast of th ...

). Varadhan received his undergraduate degree in 1959 from Presidency College, and

Indian Statistical Institute Indian Statistical Institute (ISI) is a higher education and research institute which is recognized as an Institute of National Importance by the 1959 act of the Indian parliament. It grew out of the Statistical Laboratory set up by Prasanta C ...

Kolkata Kolkata (, or , ; also known as Calcutta , the official name until 2001) is the capital of the Indian state of West Bengal, on the eastern bank of the Hooghly River west of the border with Bangladesh. It is the primary business, comme ...

, Bengal. In 1953, his family migrated to

. He then went back to Chennai for college in 1958. In 1960, he went to

for college. He grew up in

Chennai Chennai (, ), formerly known as Madras ( the official name until 1996), is the capital city of Tamil Nadu, the southernmost Indian state. The largest city of the state in area and population, Chennai is located on the Coromandel Coast of th ...

and

. 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 ISI or Isi may refer to: Organizations * Intercollegiate Studies Institute, a classical conservative organization focusing on college students * Ice Skating Institute, a trade association for ice rinks * Indian Standards Institute, former name of ...

during 1956–1963. He received his doctorate from

in 1963 under

C R Rao Calyampudi Radhakrishna Rao FRS (born 10 September 1920), commonly known as C. R. Rao, is an Indian-American mathematician and statistician. He is currently professor emeritus at Pennsylvania State University and Research Professor at the Univ ...

, who arranged for

Andrey Kolmogorov Andrey Nikolaevich Kolmogorov ( rus, Андре́й Никола́евич Колмого́ров, p=ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf, a=Ru-Andrey Nikolaevich Kolmogorov.ogg, 25 April 1903 – 20 October 1987) was a Sovi ...

to be present at Varadhan's thesis defence.

Career

Since 1963, he has worked at the

Courant Institute of Mathematical Sciences The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU), and is among the most prestigious mathematics schools and mathematical sciences research cente ...

New York University New York University (NYU) is a private research university in New York City. Chartered in 1831 by the New York State Legislature, NYU was founded by a group of New Yorkers led by then- Secretary of the Treasury Albert Gallatin. In 1832, th ...

, where he was at first a postdoctoral fellow (1963–66), strongly recommended by Monroe D Donsker. Here he met

Daniel Stroock Daniel Wyler Stroock (born March 20, 1940) is an American mathematician, a probabilist. He is regarded and revered as one of the fundamental contributors to Malliavin calculus with Shigeo Kusuoka and the theory of diffusion processes with S. ...

, 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.Announcement of the
1996

Steele Prize 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. Since 1993, there has been a formal division into three categories. The prizes have ...

s at the

American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meeting ...

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 Ponner
Biography
(PDF), from the

web site. Retrieved 22 March 2007. He is known for his work with Daniel W Stroock on

es, and for his work on

with Monroe D Donsker. He has chaired the Mathematical Sciences jury for the

Infosys Prize The Infosys Prize is an annual award given to scientists, researchers, engineers and social scientists of Indian origin (not necessarily born in India) by the Infosys Science Foundation and ranks among the highest monetary awards in India to r ...

from 2009 and was the chief guest in 2020.

Awards and honours

Varadhan's awards and honours include the

National 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 scienc ...

(2010) from President

Barack Obama Barack Hussein Obama II ( ; born August 4, 1961) is an American politician who served as the 44th president of the United States from 2009 to 2017. A member of the Democratic Party (United States), Democratic Party, Obama was the first Af ...

, "the highest honour bestowed by the

United States government The federal government of the United States (U.S. federal government or U.S. government) is the national government of the United States, a federal republic located primarily in North America, composed of 50 states, a city within a feder ...

on scientists, engineers and inventors". 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

, awarded for his work with Daniel W Stroock on

es. He was awarded the

in 2007 for his work on

with Monroe D Donsker. In 2008, the Government of India awarded him the

Padma Bhushan The Padma Bhushan is the third-highest civilian award in the Republic of India, preceded by the Bharat Ratna and the Padma Vibhushan and followed by the Padma Shri. Instituted on 2 January 1954, the award is given for "distinguished service ...

. and in 2023, he was awarded India's second highest civilian honor

Padma Vibhushan The Padma Vibhushan ("Lotus Decoration") is the second-highest civilian award of the Republic of India, after the Bharat Ratna. Instituted on 2 January 1954, the award is given for "exceptional and distinguished service". All persons without ...

. He also has two honorary degrees from Université Pierre et Marie Curie in Paris (2003) and from

in Kolkata, India (2004). Varadhan is a member of the US National Academy of Sciences (1995), and the

Norwegian Academy of Science and Letters The Norwegian Academy of Science and Letters ( no, Det Norske Videnskaps-Akademi, DNVA) is a learned society based in Oslo, Norway. Its purpose is to support the advancement of science and scholarship in Norway. History The Royal Frederick Unive ...

(2009). He was elected to Fellow of the

American Academy of Arts and Sciences The American Academy of Arts and Sciences (abbreviation: AAA&S) is one of the oldest learned societies in the United States. It was founded in 1780 during the American Revolution by John Adams, John Hancock, James Bowdoin, Andrew Oliver, a ...

(1988), the Third World Academy of Sciences (1988), the

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 o ...

(1991), the

Royal Society The Royal Society, formally The Royal Society of London for Improving Natural Knowledge, is a learned society and the United Kingdom's national academy of sciences. The society fulfils a number of roles: promoting science and its benefits, re ...

(1998), the

Indian Academy of Sciences The Indian Academy of Sciences, Bangalore was founded by Indian Physicist and Nobel Laureate 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 meet ...

(2004), the

Society for Industrial and Applied Mathematics Society for Industrial and Applied Mathematics (SIAM) is a professional society dedicated to applied mathematics, computational science, and data science through research, publications, and community. SIAM is the world's largest scientific soci ...

(2009), and the

(2012).List of Fellows of the American Mathematical Society
Retrieved 28 August 2013.

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 ''Communications on Pure and Applied Mathematics'' is a monthly peer-reviewed scientific journal which is published by John Wiley & Sons on behalf of the Courant Institute of Mathematical Sciences. It covers research originating from or solicited ...

'' 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

External links

S. R. Srinivasa Varadhan
home page at the Courant Institute * * {{DEFAULTSORT:Varadhan, Sathamangalam Ravi Srinivasa Abel Prize laureates Members of the United States National Academy of Sciences Fellows of the American Academy of Arts and Sciences Fellows of the American Mathematical Society Fellows of the Royal Society Foreign Fellows of the Indian National Science Academy Indian emigrants to the United States American mathematicians 20th-century Indian mathematicians 21st-century Indian mathematicians Indian statisticians Courant Institute of Mathematical Sciences faculty Presidency College, Chennai alumni University of Madras alumni Living people Probability theorists 1940 births American people of Indian Tamil descent Recipients of the Padma Bhushan in literature & education Fellows of the Society for Industrial and Applied Mathematics Institute for Advanced Study visiting scholars Members of the Norwegian Academy of Science and Letters National Medal of Science laureates Presidents of the Institute of Mathematical Statistics Indian Statistical Institute alumni American academics of Indian descent Scientists from Chennai American people of Indian descent Annals of Probability editors Mathematical statisticians Recipients of the Padma Vibhushan in science & engineering