Prof. Srinivasa S. R. Varadhan is currently a Professor of
Mathematics and Frank J. Gould Professor of Science at the Courant
Institute of Mathematical Sciences, New York University. Prof.
Varadhan received his B.Sc. honours degree in 1959 and his M.A. the
following year, both from Madras University. In 1963 he received his
Ph.D. from the Indian Statistical Institute, Calcutta, with the
distinguished Indian Statistician C. R. Rao as his thesis advisor.
Prof. Varadhan began his academic career at the Courant Institute of
Mathematical Sciences as a postdoctoral fellow during 1963 to 1966
and stayed at Courant ever since. He and Daniel Stroock were
awarded the American Mathematical Society's Steele Prize. 15 years
later he was appointed Director of Courant (198084), following Peter
Lax. Prof. Varadhan followed Peter Lax both as Director of Courant
and now also as an Abel Laureate. He came back to serve a second
period as Director of Courant (199294). Prof. Varadhan has held
visiting positions at Stanford University (197677), the
MittagLeffler Institute (1972), and the Institute for Advanced Study
(199192). He was an Alfred P. Sloan Fellow (197072) and a Guggenheim
Fellow (198485).
His awards and honours include the Birkhoff Prize (1994), the Margaret
and Herman Sokol Award of the Faculty of Arts and Sciences, New York
University (1995), the Leroy Steele Prize (1996). Prof. Varadhan
received the Abel prize in 2007 for his fundamental contributions to
probability theory and in particular for creating a unified theory of
large deviation. He also has two honorary degrees from Université
Pierre et Marie Curie in Paris (2003) and from Indian Statistical
Institute in Kolkata, India (2004). Prof. Varadhan was Invited speaker
at the International Congress of Mathematicians in 1978 and 1994. He
has been elected a member of the American Academy of Arts and Sciences
and the Third World Academy of Sciences in 1988 and the National
Academy of Sciences in 1995. He was elected a Fellow of the Institute
of Mathematical Statistics in 1991, the Royal Society in 1998 and the
Indian Academy of Sciences in 2004.
Prof. Varadhan's research interests include probability theory,
stochastic processes, partial differential equations. Prof. Varadhan's
theory of large deviations provides a unifying and efficient method
for clarifying a rich variety of phenomena arising in complex
stochastic systems, in fields as diverse as quantum field theory,
statistical physics, population dynamics, econometrics and finance,
and traffic engineering. It has also greatly expanded our ability to
use computers to simulate and analyze the occurrence of rare events.
Over the last four decades, the theory of large deviations has become
a cornerstone of modern probability, both pure and applied. In the
1970s, Varadhan and D.W. Stroock wrote an impressive series of papers
on so called "martingale problems" culminating in their book
"Multidimensional Diffusion Processes" of 1979. Their approach
unified, simplified and extended the previous results in the area
substantially. The basic idea is that instead of looking for solutions
to quite complicated problems of mathematical analysis, "all" one has
to look for is a probability distribution which turns certain
processes into martingales.
