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S. R. Srinivasa Varadhan of New York University’s Courant Institute of Mathematical Sciences is a probabilist who has worked on different aspects of stochastic processes. A major part of his work is related to large deviations, which estimates the probability of rare events.
S. R. Srinivasa Varadhan received his Ph.D in 1963 from the Indian Statistical Institute, Kolkata with Professor C. R. Rao as his advisor. He then went to New York University’s Courant Institute of Mathematical Sciences for postdoctoral studies, and in 1966 he joined its faculty. He has remained there, serving twice as its director. He is a probabilist who has worked on different aspects of stochastic processes. A major part of his work is related to large deviations, which estimates the probability of rare events. He is a fellow of the Royal Society of London and a member of the U.S. National Academy of Sciences. He is recipient of many awards including the Birkhoff Prize (SIAM & AMS), Steele Prize (AMS), Abel Prize (Norwegian Academy of Arts and Science), U.S. National Medal of Science and Padma Bhushan (Republic of India). He was a member of scientific advisory board of the foundation’s Mathematical and Physical Sciences division from March 2015 to March 2019.
