Srinivasa S. R. Varadhan
Born 2 January 1940, Madras (today Chennai), India
Abel-Prize (2007) “for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations””
Srinivasa Varadhan – full name Sathamangalam Ranga Iyengar Srinivasa Varadhan; friends and colleagues call him Raghu – grew up near Chennai (Madras) on the south east coast of India. His father worked as a teacher of Science and English at a high school. In school, S.R.S. Varadhan was put up several classes and found particular motivation in mathematical puzzles and assignments. After finishing school in 1954, and two years of Junior college, he studied Statistics at the Presidency College of the University of Madras in Chennai (Bachelor of Science 1959, Master of Science 1960), originally intending to work as a statistician in industry. However, friends convinced him to do pure mathematical reasearch and so he did a doctorate at the Indian Statistical Institute in Calcutta, advised by Calyampudi Radhakrishna Rao. His thesis was on ‘Convolution Properties of Distributions on Topological Groups’ (Ph.D. 1963); one of his referees was the famous probability theorist Andrei Kolmogorov. In 1963, S.R.S. Varadhan went to the US to research and teach as a postdoc, assistant and associate professor at the Courant Institute of Mathematical Sciences of New York University (1966-1972), becoming a full professor in 1972. Between 1980-1984 and 1992-94, he was also Director of the Courant Institute. S.R.S. Varadhan worked as a guest professor at among others Stanford University, USA (1976-77), the Institute Mittag-Leffler in Stockholm, Sweden (1972) and the Institute for Advanced Study in Princeton, USA (1991-92). He is the author of many text books on diffusion processes and probability in general.
In 1996 he received together with Daniel Stroock the Leroy P. Steele Prize of the American Mathematical Society and has been awarded many other prizes. He has been recognised by the Indian government by the award of Padma Bhushan and by the US government with the award of National Medal of Science. He enjoys travel, plays tennis regularly and is married to Vasundara, who teaches media and communication at New York University. They now have one son and three grand children. They lost their other son, who worked at the world trade center in New York, on September 11, 2001.
Probability theory, the field S.R.S. Varadhan works in, is concerned with the mathematical analysis of random processes. S.R.S. Varadhan is specifically interested in two main areas of probability theory. The first deals with diffusion processes, which originally come from the description of how gas particles disperse. In general, this is about systems of stochastic differential equations, that is equations which describe the temporal and spatial development of a system and incorporate chance. His second important field of research is his theory of large deviations, for which he also received the Abel Award. What are large deviations? Let’s play dice. There is a probability of 1/6 that we will throw a six with the first cast. For two successive sixes, the probability is 1/62, and for three successive sixes it is 1/63 and so on. After an infinite number of throws one expects to have thrown on average 3.5, because each 1/6 of all throws gives one of the numbers 1 to 6. But it is in fact possible (even though not very probable) to have thrown exclusively one six after another – a result that deviates a lot from the average result of 3.5. The theory of large deviations computes the probability for such exceptional events – a task that is in general much more complicated than the computation of the expectation value after infinitely many throws, and much closer to the real needs of science and economy. The theory of large deviations therefore plays an important role in the description of real random processes, for example quantum theory, statistical physics, the development of populations, in finance and other areas.