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 o ...
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
Asian may refer to:
* Items from or related to the continent of Asia:
** Asian people, people in or descending from Asia
** Asian culture, the culture of the people from Asia
** Asian cuisine, food based on the style of food of the people from Asi ...
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 Prizes. ...
.
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 ...
in
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
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 ...
. He then went back to Chennai for college in 1958. In 1960, he went to
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 ...
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
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 ...
. 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 during 1956–1963. He received his doctorate from
ISI 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 ...
at
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, the ...
, 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. R. ...
, 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](_blank)
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, 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
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 Prizes. ...
web site. Retrieved 22 March 2007. He is known for his work with
Daniel W 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. R. ...
on
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, and for his work on
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 ...
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 re ...
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, Obama was the first African-American president of the U ...
, "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 fede ...
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 honour of George David Birkhoff (1884–1944). It is curr ...
(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
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, ...
, awarded for his work with
Daniel W 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. R. ...
on
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.
He was awarded 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 Prizes. ...
in 2007 for his work on
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 ...
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 Indian honours system, 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" ...
. He also has two honorary degrees from Université Pierre et Marie Curie in Paris (2003) and from
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 ...
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 ( 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 Univer ...
(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, and ...
(1988),
the
Third World Academy of Sciences
The World Academy of Sciences (TWAS) is a merit-based science academy established for developing countries, uniting 1,000 scientists in some 70 countries. Its principal aim is to promote scientific capacity and excellence for sustainable devel ...
(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 socie ...
(2009), and 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, ...
(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 b ...
'' 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.
*
See also
* Varadhan's lemma
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), and is among the most prestigious mathematics schools and mathematical sciences research cente ...
*
*
{{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