SR Srinivasa Varadhan

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SR Srinivasa Varadhan ( Sathamangalam Ranga Iyengar Srinivasa Varadhan ; born January 2, 1940 in Madras , British India , now Chennai , India ) is an Indian -born American probability theorist and statistician .

life and work

Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013

Varadhan's father was a mathematics school teacher. He studied in Chennai (formerly Madras) at the University (Presidency College), received his bachelor's degree in 1959 and his master's degree in 1960 and his doctorate in 1963 at the then leading Indian institute for statistics, the Indian Statistical Institute (ISI) in Kolkata near CR Rao . His fellow students, with whom he worked closely at the time, were R. Ranga Rao and KR Parthasarathy (with VS Varadarajan they were called the Famous Four at the ISI). After working with Varadarajan on Lie groups for a year (which did not result in publications), he returned to statistics and in 1963 went to the Courant Institute in New York , where he was assistant professor from 1966 to 1968, associate professor from 1968 to 1972 and had a full professorship from 1972. Even after that he stayed at the Courant Institute, where he is Professor of Mathematics and Frank J. Gould Professor of Science . 1980 to 1984 and 1992 to 1994 he was director of the institute. In 1976/77 he was visiting professor at Stanford University , in 1972 at the Mittag-Leffler Institute in Stockholm and in 1991/92 at the Institute for Advanced Study in Princeton .

In his dissertation Convolution Properties of Distributions on topological groups (for which Andrei Kolmogorov acted as external reviewer) he extended the central limit theorem to abstract spaces with an infinite number of dimensions. At the Courant Institute, he and Daniel Stroock developed new methods for studying Markov processes, which was reflected in the joint book Multidimensional Diffusion Processes from 1979. Also in the 1960s began his collaboration with Monroe D. Donsker , which led to a general theory of large deviations (Large Deviations) in stochastic processes, for the probability of which the Swede Harald Cramér gave the first precise estimates in 1937. The theory was developed in his work Asymptotic probabilities and differential equations (Communications on Pure and Applied Mathematics Vol. 19, 1966, pp. 261–286) and in their joint work Asymptotic evaluation of certain Markov Process expectations for large time (4 parts, Communications on Pure and Applied Mathematics Vol. 28, 1975, pp. 1-47, pp. 279-301, Vol. 29, 1976, pp. 389-461, Vol. 36, 1983, pp. 183-212). His theory has applications in fields such as quantum field theory , quantitative finance, population dynamics, statistical physics.

Varadhan also worked with Maozheng Guo and George Papanicolaou on macroscopic (“hydrodynamic”) limit values ​​of systems of very many interacting particles.

Varadhan is married (his wife is a professor at New York University) and has two sons, one of whom died in the 2001 World Trade Center attack.

His PhD students include Jeremy Quastel (Professor in Toronto) and Fraydoun Rezakhanlou (Professor in Berkeley).

Awards

In 1996 he received the Leroy P. Steele Prize of the American Mathematical Society (the prize money he donated to a hospital in Tambaram), the Birkhoff Prize in 1994 and the Abel Prize in 2007 “for his fundamental contributions to probability theory and in particular for the creation of a unified theory large deviations ". From 1970 to 1972 he was an Alfred P. Sloan Fellow and 1984/85 Guggenheim Fellow. Varadhan was invited speaker at the International Congress of Mathematicians 1978 (Some problems of large deviations) and 1994 (Plenary lecture: Entropy methods in hydrodynamic scaling). He has been a Fellow of the Royal Society since 1998 . Since 2004 he has been a member of the Indian Academy of Sciences. In the same year he received an honorary doctorate from his old institute, ISI. In 2008 he was awarded the Padma Bhushan . In 2010 he received the National Medal of Science . In 1988 he was elected to the American Academy of Arts and Sciences and in 1995 to the National Academy of Sciences . He is a Fellow of the American Mathematical Society and an external member of the Norwegian Academy of Sciences .

literature

Web links

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personal data
SURNAME Varadhan, Srinivasa SR
BRIEF DESCRIPTION Indian statistician and probability theorist
DATE OF BIRTH January 2, 1940
PLACE OF BIRTH Chennai