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S. R. Srinivasa Varadhan

Sathyamangalam Ranga Iyengar Srinivasa Varadhan FRS is an Indian-American mathematician[1] born 2 January 1940 in Madras (Chennai), Tamil Nadu, India. He received his undergraduate degree in 1959 from Presidency College, Madras, and his doctorate in 1963 from the Indian Statistical Institute under Calyampudi R. Rao,[2][3] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defense.[4] Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he is currently a professor.[5][6]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 M. D. Donsker, for which he was awarded the Abel Prize on 22 March 2007 by the Norwegian Academy of Science and Letters.[5][7] In 2008, the government of India awarded him with the Padma Bhushan.

Srinivasa Varadhan began his academic career at the Courant Institute of Mathematical Sciences as a postdoctoral fellow (1963–66), strongly recommended by Monroe 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, Daniel 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 postwar mathematics of which America is justly proud.”

His awards and honours include the Birkhoff Prize (1994), the Margaret and Herman Sokol Award of the Faculty of Arts and Sciences, New York University (1995), and the Leroy Steele Prize (1996). 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 U.S. National Academy of Sciences and American Academy of Arts and Sciences. In 1998, he was elected a Fellow of the Royal Society.

He is married to Vasundra Varadhan who is also an academic (in media studies in the Gallatin School of Individualized Study). They have two sons, one of whom died in the September 11 attacks. His other son, Ashok, is considered one of the top traders in New York City.

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. 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 (Univ. of California Press) 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.


1. ^ Science of chance, R. Ramachandran, Frontline (India), 24, #7 (7-20 April 2007). Accessed on line 6 December 2007.
2. ^ S. R. Srinivasa Varadhan at the Mathematics Genealogy Project
3. ^ List of degree / diploma / certificate recipients of ISI, web site at the Indian Statistical Institute, accessed 22 March 2007.
4. ^ S. R. Srinivasa Varadhan's Biography, Allvoices, accessed 1 August 2010.
5. ^ a b Announcement of the 1996 Steele Prizes at the American Mathematical Society web site, accessed 21 February 2007.
6. ^ 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 (PDF), from the Abel Prize web site, accessed 22 March 2007.
7. ^ Citation for the Abel Prize (PDF), accessed 22 March 2007.


External links

* S. R. Srinivasa Varadhan, home page at the Courant Institute
* S. R. Srinivasa Varadhan at the Mathematics Genealogy Project


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