S.R. Srinivasa Varadhan

Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS (Chennai, 2 januari 1940) is een Indiaas-Amerikaans wiskundige.

S.R. Srinivasa Varadhan
சாத்தமங்கலம் ரங்க ஐயங்கார் ஸ்ரீனிவாச வரதன்
Algemene informatie
Land	India, Verenigde Staten van Amerika, Brits-Indië, Dominion India
Geboortedatum	2 januari 1940
Geboorteplaats	Chennai
Werk
Beroep	wiskundige, academisch docent, statisticus
Werkveld	kansrekening
Werkgever(s)	New York-universiteit
Promovendi	Peter Friz, Jeremy Quastel, Fraydoun Rezakhanlou, Firas Rassoul-Agha, Alejandro Ramírez, Ross George Pinsky, Alan Weiss (mathematician), Philip Joel Feinsilver, Peter Castro, Ilie Grigorescu, Sunder Sethuraman, Elena Kosygina, Michael Glass, Carlos Jerome, Walter Vasilaky, Pedro Echeverria, Raymond Byrnes, Tzong-Yow Lee, Pablo Calderon, Chih-chung Chang, Shenglin Lu, Lin Xu, Ramesh Venkatsubramani, Leif Harold Jensen, José A. Ramirez, Fan-Fu Feng, Nikolaos Zygouras, Michail Loulakis, Ines Armendariz, Jeffrey M. Rosenbluth, Yevgeny Vilensky, Paris Pender, Atilla Yilmaz, Lingjiong Zhu, Dmytro Karabash, Arjun Krishnan, Behzad Mehrdad, Insuk Seo
Studie
School/universiteit	Indian Statistical Institute, Universiteit van Madras, Presidency College
Promotor	C.R. Rao
Persoonlijk
Talen	Engels
Diversen
Lid van	Royal Society, Noorse Academie van Wetenschappen en Letteren, National Academy of Sciences, American Academy of Arts and Sciences, Indian National Science Academy, Society for Industrial and Applied Mathematics, American Mathematical Society, Institute of Mathematical Statistics
Prijzen en onderscheidingen	Guggenheim Fellowship, Fellow of the Royal Society, Abelprijs (2007), Padma Bhushan, National Medal of Science (2010), George David Birkhoff Prize (1994)
Website	http://math.nyu.edu/faculty/varadhan/
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In 2007 kreeg hij de Abelprijs en in 2010 de National Medal of Science.

Een uitspraak van hem luidt: "Als je het kan opschrijven, kan je het meten."

Publicaties

• Convolution Properties of Distributions on Topological Groups. Dissertation, Indian Statistical Institute, 1963.
• Varadhan, SRS (1966). Asymptotic probabilities and differential equations. Communications on Pure and Applied Mathematics 19 (3): 261–286. DOI: 10.1002/cpa.3160190303.
• Stroock, DW, SRS Varadhan (1972). On the support of diffusion processes with applications to the strong maximum principle. Proc. of the sixth Berkeley Symposium on Mathematical Statistics and Probability 3: 333–359 (Univ. of California Press).
• (with M D Donsker) (1975). On a variational formula for the principal eigenvalues for operators with maximum principle. Proc Natl Acad Sci USA 72 (3): 780–783. PMID 16592231. PMC 432403. DOI: 10.1073/pnas.72.3.780.
• (with M D Donsker) Asymptotic evaluation of certain Markov process expectations for large time. I, Communications on Pure and Applied Mathematics 28 (1975), pp. 1–47; part II, 28 (1975), pp. 279–301; part III, 29 (1976), pp 389–461; part IV, 36 (1983), pp 183–212.
• Varadhan, SRS (2003). Stochastic analysis and applications. Bull Amer Math Soc 40 (1): 89–97. DOI: 10.1090/s0273-0979-02-00968-0.