Sathamangalam R. Srinivasa Varadhan

Sathamangalam R. Srinivasa Varadhan , born the January 2nd 1940 with Chennai in India is a American Probabiliste of Indian origin .

Studies and university career

He studies with the Université of Madras where he obtains a license in 1959 then a doctorate with the Indian Statistical Institute (ISI) in 1963 under the direction of Calyampudi R. Rao. Since 1963, it works with the Running Institute off Mathematical Sciences of the New York University, where he is currently professor (2007).

Rewards

Varadhan is known for its work with Daniel W. Stroock on the Processus of diffusion, for which it has accepted the Prix Steele of the American Mathematical Society in 1996, and for its work on the Théorie of the great deviations with Monroe Donsker, for which it received the Prix Abel the March 22nd 2007 decreed by the Norwegian Académie of sciences and the letters.

Varadhan is member of the National Academy off Sciences of the United States.

Some publications

Properties Convolution off Distributions one Topological Groups . Essay, Indian Statistical Institute, 1963.
(with Mr. D. Donsker) Asymptotic evaluation off certain Markov broad process expectations for time. I, Communications one Pure and Applied Mathematics 28 (1975), pp. 1– 47; leaves II, 28 (1975), pp. 279– 301; leaves III, 29 (1976), pp. 389– 461; leaves IV, 36 (1983), pp. 183– 212.

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