Srinivasa Varadhan | |
---|---|
Born | |
Alma mater | Presidency College, Chennai Indian Statistical Institute |
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 Iyengar 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. [1] 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. [2] In the year 2007, he became the first Asian to win the Abel Prize. [3] [4]
Srinivasa was born into a Hindu Tamil Brahmin Iyengar family in 1940 [5] in Chennai (then Madras). In 1953, his family migrated to Kolkata. He grew up in Chennai and Kolkata. [6]
Varadhan received his undergraduate degree in 1959 and his postgraduate degree in 1960 from Presidency College, Chennai. He received his doctorate from Indian Statistical Institute in 1963 under C R Rao, [7] [8] who arranged for Andrey Kolmogorov to be present at Varadhan's thesis defence. [9] 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. [10]
Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he was at first a postdoctoral fellow (1963–66), strongly recommended by Monroe D 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, 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 post-war mathematics of which America is justly proud.
Varadhan is currently a professor at the Courant Institute. [11] [12] He is known for his work with Daniel W Stroock on diffusion processes, and for his work on large deviations with Monroe D Donsker. He has chaired the Mathematical Sciences jury for the Infosys Prize from 2009 and was the chief guest in 2020. [13]
His son, Ashok Varadhan, is an executive at financial firm Goldman Sachs. [14]
Varadhan's awards and honours include the National Medal of Science (2010) from President Barack Obama, "the highest honour bestowed by the United States government on scientists, engineers and inventors". [15] He also received the Birkhoff Prize (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, awarded for his work with Daniel W Stroock on diffusion processes. [16] He was awarded the Abel Prize in 2007 for his work on large deviations with Monroe D Donsker. [11] [17] In 2008, the Government of India awarded him the Padma Bhushan. [18] and in 2023, he was awarded India's second highest civilian honor Padma Vibhushan. [19] [20] 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 US National Academy of Sciences (1995), [21] and the Norwegian Academy of Science and Letters (2009). [22] He was elected to Fellow of the American Academy of Arts and Sciences (1988), [23] the Third World Academy of Sciences (1988), the Institute of Mathematical Statistics (1991), the Royal Society (1998), [24] the Indian Academy of Sciences (2004), the Society for Industrial and Applied Mathematics (2009), [25] and the American Mathematical Society (2012). [26]
Ashoke Sen FRS is an Indian theoretical physicist and distinguished professor at the International Centre for Theoretical Sciences (ICTS), Bangalore. A former distinguished professor at the Harish-Chandra Research Institute, Allahabad, He is also an honorary fellow in National Institute of Science Education and Research (NISER) India he is also a Morningstar Visiting professor at MIT and a distinguished professor at the Korea Institute for Advanced Study. His main area of work is string theory. He was among the first recipients of the Breakthrough Prize in Fundamental Physics "for opening the path to the realization that all string theories are different limits of the same underlying theory".
Presidency College is an art, commerce, and science college in the city of Chennai in Tamil Nadu, India. On 16 October 1840, this school was established as the Madras Preparatory School before being repurposed as a high school, and then a graduate college. The Presidency College is one of the oldest government arts colleges in India. It is one of two Presidency Colleges established by the British in India, the other being the Presidency College, Kolkata.
Manindra Agrawal is an Indian computer scientist and director of Indian Institute of Technology, Kanpur. also professor at the Department of Computer Science and Engineering at the Indian Institute of Technology, Kanpur. He was the recipient of the first Infosys Prize for Mathematics, the Godel Prize in 2006; and the Shanti Swarup Bhatnagar Award in Mathematical Sciences in 2003. He has been honoured with Padma Shri, India's 4th highest civilian award, in 2013.
Kiyosi Itô was a Japanese mathematician who made fundamental contributions to probability theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known as the founder of so-called Itô calculus. He also pioneered the world connections between stochastic calculus and differential geometry, known as stochastic differential geometry. He was invited for the International Congress of Mathematicians in Stockholm in 1962. So much were Itô's results useful to financial mathematics that he was sometimes called "the most famous Japanese in Wall Street".
Calyampudi Radhakrishna Rao was an Indian-American mathematician and statistician. He was professor emeritus at Pennsylvania State University and research professor at the University at Buffalo. Rao was honoured by numerous colloquia, honorary degrees, and festschrifts and was awarded the US National Medal of Science in 2002. The American Statistical Association has described him as "a living legend" whose work has influenced not just statistics, but has had far reaching implications for fields as varied as economics, genetics, anthropology, geology, national planning, demography, biometry, and medicine." The Times of India listed Rao as one of the top 10 Indian scientists of all time.
The Courant Institute of Mathematical Sciences is the mathematics research school of New York University (NYU). Founded in 1935, it is named after Richard Courant, one of the founders of the Courant Institute and also a mathematics professor at New York University from 1936 to 1972, and serves as a center for research and advanced training in computer science and mathematics. It is located on Gould Plaza next to the Stern School of Business and the economics department of the College of Arts and Science.
Tamil Brahmins are an ethnoreligious community of Tamil-speaking Hindu Brahmins, predominantly living in Tamil Nadu, though they number significantly in Andhra Pradesh, Karnataka, Kerala and Telangana in addition to other regions of India. They can be broadly divided into two denominations: Iyengars, who are adherents of Sri Vaishnavism, and Iyers, who follow the Srauta and Smarta traditions.
Conjeevaram Srirangachari SeshadriFRS was an Indian mathematician. He was the founder and director-emeritus of the Chennai Mathematical Institute, and is known for his work in algebraic geometry. The Seshadri constant is named after him. He was also known for his collaboration with mathematician M. S. Narasimhan, for their proof of the Narasimhan–Seshadri theorem which proved the necessary conditions for stable vector bundles on a Riemann surface.
Mudumbai Seshachalu NarasimhanFRS was an Indian mathematician. His focus areas included number theory, algebraic geometry, representation theory, and partial differential equations. He was a pioneer in the study of moduli spaces of holomorphic vector bundles on projective varieties. His work is considered the foundation for Kobayashi–Hitchin correspondence that links differential geometry and algebraic geometry of vector bundles over complex manifolds. He was also known for his collaboration with mathematician C. S. Seshadri, for their proof of the Narasimhan–Seshadri theorem which proved the necessary conditions for stable vector bundles on a Riemann surface.
Daniel Wyler Stroock 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. Srinivasa Varadhan with an orientation towards the refinement and further development of Itô’s stochastic calculus.
Raman Parimala is an Indian mathematician known for her contributions to algebra. She is the Arts & Sciences Distinguished Professor of mathematics at Emory University. For many years, she was a professor at Tata Institute of Fundamental Research (TIFR), Mumbai.
Kalyanapuram Rangachari Parthasarathy was an Indian statistician who was professor emeritus at the Indian Statistical Institute and a pioneer of quantum stochastic calculus. Parthasarathy was the recipient of the Shanti Swarup Bhatnagar Prize for Science and Technology in Mathematical Science in 1977 and the TWAS Prize in 1996.
S. Kasturi Ranga Iyengar was an Indian lawyer, Indian independence activist, politician and journalist who served as the managing director of The Hindu from 1 April 1905 until his death. He opposed the Mylapore clique as the leader of the Egmore clique.
Veeravalli Seshadri Varadarajan was an Indian mathematician at the University of California, Los Angeles, who worked in many areas of mathematics, including probability, Lie groups and their representations, quantum mechanics, differential equations, and supersymmetry.
Goverdhan Mehta is an Indian researcher and scientist. From 1998-2005 he was the Director of the Indian Institute of Science (IISc). Previously from 1977-1998, Mehta was a professor of chemistry and Vice-Chancellor at the University of Hyderabad. Mehta has authored over 550 research papers.
Narayanaswamy Balakrishnan is an Indian aerospace and computer scientist. He is a Professor of the Department of Aerospace Engineering and Supercomputer Education Research Centre of Indian Institute of Science and a visiting professor of Jawaharlal Nehru Centre for Advanced Scientific Research. Balakrishnan was honored by the Government of India, in 2002, with the fourth highest Indian civilian award of Padma Shri
Chokkanathapuram Venkataraman Sundaram was an Indian chemical metallurgist, best known for the commissioning of the Fast Breeder Test Reactor at Kalpakkam. He was the director of the Indira Gandhi Centre for Atomic Research (IGCAR). He was a recipient of the Sanjay Gandhi Award for Science and Technology as well as the National Metallurgists Day Award and an elected fellow of the Indian National Science Academy, the Indian Academy of Sciences and the Indian National Academy of Engineering. The Government of India awarded him the Padma Bhushan, the third highest civilian award, in 1986.