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S. R. Srinivasa Varadhan

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Sathamangalam R. Srinivasa Varadhan is an Indian-American probabilist. He was born January 2 1940 in Madras (Chennai), 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[1][2]. Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he is currently (as of 2007) a professor.[3][4]

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 Monroe Donsker, for which he was awarded the Abel Prize on March 22, 2007 by the Norwegian Academy of Science and Letters.[3][5]

Varadhan is a member of the U.S. National Academy of Sciences.

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.
  • Stroock, DW (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. 3. Univ. of California Press: 333–359. {{cite journal}}: Unknown parameter |coauthors= ignored (|author= suggested) (help)
  • (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.

References

  1. ^ S. R. Srinivasa Varadhan at the Mathematics Genealogy Project
  2. ^ List of degree / diploma / certificate recipients of ISI, web site at the Indian Statistical Institute, accessed 22-III-2007.
  3. ^ a b Announcement of the 1996 Steele Prizes at the American Mathematical Society web site, accessed 21-II-2007.
  4. ^ Biography (PDF), from the Abel Prize web site, accessed 22-III-2007.
  5. ^ Citation for the Abel Prize (PDF), accessed 22-III-2007.

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