S. R. Srinivasa Varadhan

Srinivasa Varadhan
FRS
Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013
Born (1940-01-02) 2 January 1940
Madras, Madras, British India
(Chennai, Tamil Nadu, India)
EducationPresidency College, Chennai (BS, MS)
Indian Statistical Institute (PhD)
Known forMartingale problems; Large deviation theory
AwardsPadma Vibhushan (2023)
National Medal of Science (2010)
Padma Bhushan (2008)
Abel Prize (2007)
Steele Prize (1996)
Birkhoff Prize (1994)
Scientific career
FieldsMathematics
InstitutionsCourant Institute of Mathematical Sciences (New York University)
Doctoral advisor
C R Rao
Doctoral students
Peter Friz
Jeremy Quastel

Sathamangalam Ranga Iyengar Srinivasa Varadhan, FRS (born 2 January 1940) is an Indian American mathematician and statistician. 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 won the Abel Prize.

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