S. R. Srinivasa Varadhan is a mathematician known for his fundamental contributions to probability theory. He was a main figure in the development of the theory. Thus, his work concerns the analysis of random phenomena and has significant practical applications in risk assessment and financial market trading, amongst other areas.
Srinivasa has produced several key works, including a collaboration with probabilist Daniel Stroock on the martingale formulation for Markov processes and an investigation of the theory of large deviations with Monroe Donsker. In combination with his own work on hydrodynamic scaling, all have laid the foundations for modern probability theory.
Srinivasa was born in Chennai in India. His accolades are numerous. He was the recipient of the Abel Prize in 2007 and in 2010 he received the National Medal of Science from US President Barack Obama. He is a member of several prestigious institutions, including the US National Academy of Sciences and the American Academy of Arts and Sciences. He is currently a Professor at the Courant Institute of Mathematical Sciences in New York.
Mathematics Professor, Department Of Mathematics, Courant Institute, New York University
Interest and expertise
Probability theory, Large Deviations, Stochastic processes, Partial differential equations
For fundamental contributions to probability theory and in particular for creating a unified theory of large deviation.