S. R. Srinivasa Varadhan, Mathematician
Mathematician

S. R. Srinivasa Varadhan

Born 2 January 1940 · Tamil Nadu

Created the unified theory of large deviations in probability theory.

Sathamangalam Ranga Iyengar Srinivasa Varadhan, is an Indian American mathematician and statistician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. He is regarded as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Itô’s stochastic calculus. In the year 2007, he became the first Asian to win the Abel Prize.

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A detail that
surprised us

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At his 1963 Ph.D. defense, legendary mathematician Andrey Kolmogorov was personally present to examine Varadhan's thesis, a rare event linking him directly to the founder of modern probability theory.

The Story

1
In 1963, at the Indian Statistical Institute in Kolkata, Srinivasa Varadhan defended his doctoral thesis with the eminent mathematician Andrey Kolmogorov present as examiner, marking a rare direct link to one of probability theory’s founding figures.
2
🌍 That same year, Varadhan moved to New York to join the Courant Institute as a postdoctoral fellow, stepping into a former hat factory that became a powerhouse of post-war mathematics innovation.
3In 1979, Varadhan co-authored the monograph "Multidimensional Diffusion Processes" with Daniel Stroock, a work that deeply influenced stochastic calculus and earned them the 1996 Leroy P Steele Prize.
4🏆 In 2007, Varadhan became the first Asian recipient of the Abel Prize for mathematics, recognized specifically for his creation of a unified theory of large deviations, a cornerstone in probability theory.

🏅 Awards & Honours

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Abel Prize
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Padma Vibhushan

🔍 One thing most people don't know

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In 1963, Varadhan left India for the U.S. carrying a postdoctoral fellowship at the Courant Institute, which was once a hat factory before becoming a mathematics powerhouse.

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Through the Years

1 photograph from the archives
S. R. Srinivasa Varadhan attending the 1st Heidelberg Laureate Forum in September 2013
S. R. Srinivasa Varadhan attending the 1st Heidelberg Laureate Forum in September 2013
2013

🗓️ A Life in Moments

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Birth
Born in Chennai, Tamil Nadu
Sathamangalam Ranga Iyengar Srinivasa Varadhan was born into a Tamil Brahmin Iyengar family in Chennai, then Madras.
1940
📚
Education
Postgraduate degree from Presidency College
Varadhan completed his postgraduate studies at Presidency College, Chennai, solidifying his foundation in mathematics.
1960
📚
Education
PhD at Indian Statistical Institute
He earned his doctorate under C.R. Rao; Andrey Kolmogorov attended his thesis defense, a notable event in mathematical history.
1963
⚡
Career
Joins Courant Institute, New York
Varadhan began his postdoctoral fellowship at Courant Institute, guided by Monroe D. Donsker’s recommendation.
1963
📖
Publication
Publishes key monograph with Stroock
Co-authored 'Multidimensional Diffusion Processes,' a seminal work influencing stochastic calculus.
1979
🏅
Award
Receives Leroy P Steele Prize
Awarded by the American Mathematical Society alongside Daniel Stroock for fundamental research contributions.
1996
🏅
Award
Wins Abel Prize
Honored as the first Asian recipient of the Abel Prize for his work on large deviations theory.
2007
🏅
Award
Receives National Medal of Science
Awarded the highest scientific honor in the U.S., presented by President Barack Obama.
2010
More moments to come...
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🗝️Discoveries

Swipe to uncover hidden stories
01 / 04
🏆ACHIEVEMENT

In 1966, Varadhan applied probabilistic methods to nonlinear first-order PDEs, anticipating the later development of large deviations theory by blending analytic and probabilistic techniques.

02 / 04
🔍LESSER KNOWN

Varadhan was one of the 'famous four' at the Indian Statistical Institute between 1956 and 1963, a group that included future mathematical luminaries like Ramaswamy Ranga Rao and Veeravalli S Varadarajan.

03 / 04
🏆ACHIEVEMENT

He received the National Medal of Science in 2010, with the award signed by then-President Barack Obama, marking recognition beyond the academic world into national honors.

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"For his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations." (Citation from Abel Prize Committee, 2007)

— S. R. Srinivasa Varadhan

🎙️ Speeches & Recordings

These recordings preserve the legacy of Bharat's icons
Srinivasa Varadhan - National Medal of Science
More from this archive
Srinivasa Varadhan - National Medal of Science
01
Srinivasa Varadhan - National Medal of Science
Infosys Prize 2010-Mathematical Sciences
02
Infosys Prize 2010-Mathematical Sciences

🌱 What changed because of them

Varadhan’s unified theory of large deviations transformed probability theory, influencing fields like statistical mechanics, finance, and information theory. His leadership at the Courant Institute helped establish it as a global hub for stochastic analysis, while his collaborations set new standards for mathematical rigor and interdisciplinary research. His recognition by the Abel Prize and U.S. National Medal of Science brought greater visibility to Indian mathematicians on the world stage.

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