S. R. Srinivasa Varadhan
Srinivasa
Varadhan | |
|---|---|
Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013 | |
| Born | 2 January 1940 |
| Education | Presidency College, Chennai (BS, MS) Indian Statistical Institute (PhD) |
| Known for | Martingale problems; Large deviation theory |
| Awards | Padma Vibhushan (2023) National Medal of Science (2010) Padma Bhushan (2008) Abel Prize (2007) Steele Prize (1996) Birkhoff Prize (1994) |
| Scientific career | |
| Fields | Mathematics |
| Institutions | Courant Institute of Mathematical Sciences (New York University) |
| Doctoral advisor | C R Rao |
| Doctoral students | Peter Friz Jeremy Quastel Fraydoun Rezakhanlou |
Sathamangalam Ranga Srinivasa Varadhan, FRS (born 2 January 1940) is an Indian American mathematician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. He is regarded as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Itô’s stochastic calculus. In the year 2007, he became the first Indian to win the Abel Prize.