Tuesday, September 30, 2008

Know our people - Srinivasa Varadhan


Sathamangalam Ranga Iyengar 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, who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defense. 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.


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

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