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

Indian American Indian Americans are Americans whose ancestry originates wholly or partly from India. The terms Asian Indian and East Indian are used to avoid confusion with Native Americans in the United States, Native Americans in the United States, who ar ...

mathematician. He is known for his fundamental contributions to

probability theory Probability theory or probability calculus 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 expre ...

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 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. Diffusion process is stochastic in nature and hence is used to model many real-life stochastic sy ...

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 Indian to win the Abel Prize.

Early life and education

Srinivasa was born into a Tamil Hindu family in 1940 in Chennai (then

Madras Chennai, also known as Madras ( its official name until 1996), is the capital and largest city of Tamil Nadu, the southernmost state of India. It is located on the Coromandel Coast of the Bay of Bengal. According to the 2011 Indian ce ...

). In 1953, his family migrated to

Kolkata Kolkata, also known as Calcutta ( its official name until 2001), is the capital and largest city of the Indian state of West Bengal. It lies on the eastern bank of the Hooghly River, west of the border with Bangladesh. It is the primary ...

. He grew up in

Chennai Chennai, also known as Madras (List of renamed places in India#Tamil Nadu, its official name until 1996), is the capital city, capital and List of cities in Tamil Nadu by population, largest city of Tamil Nadu, the southernmost states and ...

and

. Varadhan received his undergraduate degree in 1959 and his postgraduate degree in 1960 from

Presidency College, Chennai Presidency College is an art, commerce, and science college in the city of Chennai in Tamil Nadu, India. On 16 October 1840, this school was established as the Madras Preparatory School before being repurposed as a high school, and then a gra ...

. He received his doctorate from

Indian Statistical Institute The Indian Statistical Institute (ISI) is a public research university headquartered in Kolkata, India with centers in New Delhi, Bengaluru, Chennai and Tezpur. It was declared an Institute of National Importance by the Government of India und ...

in 1963 under C R Rao, 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 Soviet ...

to be present at Varadhan's thesis defence. 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.

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). Founded in 1935, it is named after Richard Courant, one of the founders of the Courant Institute ...

New York University New York University (NYU) is a private university, private research university in New York City, New York, United States. Chartered in 1831 by the New York State Legislature, NYU was founded in 1832 by Albert Gallatin as a Nondenominational ...

, 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 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 b ...

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, meetings, ...

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 Abel Prize 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 granted 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 for researc ...

from 2009 and was the chief guest in 2020. His son, Ashok Varadhan, is an executive at financial firm

Goldman Sachs The Goldman Sachs Group, Inc. ( ) is an American multinational investment bank and financial services company. Founded in 1869, Goldman Sachs is headquartered in Lower Manhattan in New York City, with regional headquarters in many internationa ...

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 science, behavior ...

(2010) from President

Barack Obama Barack Hussein Obama II (born August 4, 1961) is an American politician who was the 44th president of the United States from 2009 to 2017. A member of the Democratic Party, he was the first African American president in American history. O ...

, "the highest honour bestowed by the

United States government The Federal Government of the United States of America (U.S. federal government or U.S. government) is the Federation#Federal governments, national government of the United States. The U.S. federal government is composed of three distinct ...

on scientists, engineers and inventors". He also received the

Birkhoff Prize The George David Birkhoff Prize in applied mathematics is awarded jointly by the American Mathematical Society (AMS) and the Society for Industrial and Applied Mathematics (SIAM) in honor of George David Birkhoff (1884–1944). It is currently awa ...

(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 Abel Prize in 2007 for his work on

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

Padma Bhushan The Padma Bhushan (IAST: ''Padma Bhūṣaṇa'', lit. 'Lotus Decoration') 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 Januar ...

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

Padma Vibhushan The Padma Vibhushan ( , lit. "Lotus Grandeur") 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 w ...

. 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 The National Academy of Sciences (NAS) is a United States nonprofit, non-governmental organization. NAS is part of the National Academies of Sciences, Engineering, and Medicine, along with the National Academy of Engineering (NAE) and the Natio ...

(1995), and the

Norwegian Academy of Science and Letters The Norwegian Academy of Science and Letters (, 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 University in Christiania was establis ...

(2009). He was elected to Fellow of the

American Academy of Arts and Sciences The American Academy of Arts and Sciences (The Academy) 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, and other ...

(1988), the

Third World Academy of Sciences The World Academy of Sciences for the advancement of science in developing countries (TWAS) is a merit-based science academy established for developing countries, uniting more than 1,400 scientists in some 100 countries. Its principal aim is t ...

(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 ...

(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 List of Nobel laureates, Nobel Laureate Chandrasekhara Venkata Raman, C. V. Raman, and was registered as a society on 27 April 1934. Inaugurated on 31 July 1934, it ...

(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 The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU). Founded in 1935, it is named after Richard Courant, one of the founders of 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 Annals of Probability editors Mathematical statisticians Recipients of the Padma Vibhushan in science & engineering