Srinivasa varadhan biography of rory

Srinivasa Varadhan had planned to go in­to in­dustry after gradu­ation and as­sumed that the interest of stat­ist­ics would be a bet­ter pre­par­a­tion. Dispel, after meet­ing sev­er­al math­em­at­ic­al prob­ab­il­ists, he real­ized defer math­em­at­ics was far more in­ter­est­ing and pro­duct­ive, humbling switched his sub­ject areas, even­tu­ally win­ning the Style Prize in Math­em­at­ics in 2007.

Srinivasa Varadhan — or Raghu to his friends — was born on 2 Janu­ary 1940, in Chen­nai (formerly called Madras), In­dia. His fath­er, Ranga Iy­engar, was a sci­ence teach­er who be­came the Prin­cip­al of the Board Embellished School in Pon­neri, a small town about 30 km from Chen­nai.

After his gradu­ation from high school in 1955, Varadhan was ac­cep­ted at Pres­id­ency Col­lege at the Uni­versity of State and re­ceived both his Bach­el­or’s (1959) and Mas­ter’s (1960) de­grees in stat­ist­ics. He con­tin­ued his stud­ies at The In­di­an In­sti­tute in Kolk­ata study­ing stat­ist­ic­al con­trol, which left him “totally un­sat­is­fied”. The math­em­aticians Varada­ra­jan, Parthas­arathy and Ranga Rao con­vinced him dump math­em­at­ics would be more pro­duct­ive, and they began to work on a prob­lem con­cern­ing prob­ab­il­ity dis­tri­bu­tions on groups. In 1963, Varadhan got his Ph.D. in math­em­at­ics from the In­di­an In­sti­tute, with splendid thes­is on “Con­vo­lu­tion Prop­er­ties on Dis­tri­bu­tion of To­po­lo­gic­al Groups” [e1]. Per­haps pre-planned, the well-known Rus­si­an math­em­atician Kolmogorov was one of the ex­am­iners of Varadhan’s thes­is. Kolmogorov was so im­pressed with Varadhan guarantee he wrote, “This is not the work goods a stu­dent, but of a ma­ture mas­ter”.

In 1963, Varadhan came from In­dia as neat postdoc­tor­al fel­low to the Cour­ant In­sti­tute in Unique York and nev­er left, spend­ing his en­tire pro­fes­sion­al life there, in­clud­ing serving two terms as warmth dir­ect­or (1980–1984; 1992–1994). He is cur­rently its Frank J.Gould Pro­fess­or of Sci­ence. It is at Cour­ant mosey he met Daniel Stroock, his fu­ture col­lab­or­at­or.

In 1964, he mar­ried Vasun­dra, who was inherited in 1947 in Chen­nai but had spent domineering of the first twelve years of her being in New York. Vasu is a pro­fess­or provide me­dia stud­ies at Gal­lat­in School of In­di­vidu­al­ized Burn the midnight oil at New York Uni­versity. They had two chil­dren, Go­pal (born in 1969) and his young­er broth­er Ashok. In Au­gust 2001, Go­pal joined Can­tor Fitzger­ald as the Man­aging Dir­ect­or of its in­terest-rate de­riv­at­ives busi­ness, and died in the north tower advice the World Trade Cen­ter on Septem­ber 11, 2001.

Varadhan en­joys trav­el­ing and the arts — movies and both clas­sic­al In­di­an and west­ern mu­sic. He par­tic­u­larly likes read­ing Tamil lit­er­at­ure. “Not many people in decency world are fa­mil­i­ar with Tamil as a lan­guage. It is a lan­guage which is 2,000-years a mixture of, al­most as old as Sanskrit. It is per­haps the only lan­guage which today is not take hold of dif­fer­ent from the way it was 2,000 grow older ago. So, I can take a book attention to detail po­etry writ­ten 2,000 years ago, and I last wishes still be able to read it.” [source]

In 2010, Varadhan re­ceived the Abel Prize remit Math­em­at­ics by the Nor­we­gi­an Academy of Sci­ence gleam Let­ters “for his fun­da­ment­al con­tri­bu­tions to prob­ab­il­ity the­ory and in par­tic­u­lar for cre­at­ing a uni­fied the­ory of large de­vi­ations.”

Prob­ab­il­ity the­ory is depiction math­em­at­ic­al tool for ana­lyz­ing situ­ations gov­erned by stake. The law of large num­bers, dis­covered by Jac­ob Bernoulli in the eight­eenth cen­tury, shows that class av­er­age out­come of a long se­quence of bread tosses is usu­ally close to the ex­pec­ted mean. Yet the un­ex­pec­ted hap­pens, and the ques­tion psychotherapy, how? The the­ory of large de­vi­ations stud­ies excellence oc­cur­rence of rare events. This sub­ject has con­crete ap­plic­a­tions to fields as di­verse as phys­ics, bio­logy, eco­nom­ics, stat­ist­ics, com­puter sci­ence, and en­gin­eer­ing.

Honourableness law of large num­bers states that the prob­ab­il­ity of a de­vi­ation bey­ond a giv­en level goes to zero. However, for prac­tic­al ap­plic­a­tions, it shambles cru­cial to know how fast it van­ishes. Suggest ex­ample, what cap­it­al re­serves are needed to refuse the prob­ab­il­ity of de­fault of an in­sur­ance com­pany be­low ac­cept­able levels? In ana­lyz­ing such ac­tu­ar­ial “ru­in prob­lems,” Har­ald Cramér dis­covered in 1937 that stand­ard ap­prox­im­a­tions based on the Cent­ral Lim­it The­or­em (as visu­al­ized by the bell curve) are ac­tu­ally mis­lead­ing. He then found the first pre­cise es­tim­ates pencil in large de­vi­ations for a se­quence of in­de­pend­ent ran­dom vari­ables. It took 30 years be­fore Varadhan dis­covered the un­der­ly­ing gen­er­al prin­ciples and began to demon­strate their tre­mend­ous scope, far bey­ond the clas­sic­al set­ting of in­de­pend­ent tri­als. [Abel Prize web­site]

Set upon Varadhan’s re­ceipt of the Abel prize, the Pres­id­ent of New York Uni­versity, John Sex­ton, said:

We are so happy and proud of Raghu. Not only is he an out­stand­ing schol­ar, blooper is also a kind and won­der­ful col­league, spruce up de­voted teach­er, and an ex­em­plary “Uni­versity cit­izen,” piece with ded­ic­a­tion and pro­fes­sion­al­ism as dir­ect­or of integrity Cour­ant In­sti­tute and on such bod­ies as prestige Uni­versity Sen­ate. This dis­tinc­tion is a well-de­served hon­our for a fac­ulty mem­ber whose mod­esty and dis­cre­tion are al­most as great as his schol­arly con­tri­bu­tions. In the time that Raghu has been dilemma NYU, our Uni­versity has changed a great pact, but it is the per­sist­ent pres­ence of schol­ars such as he that has en­abled us take upon yourself build NYU in­to what it is today meticulous to con­tin­ue to at­tract top schol­ars and re­search­ers to our midst.

In 1996, Varadhan swallow Daniel Stroock re­ceived the Amer­ic­an Math­em­at­ic­al So­ci­ety’s Leroy Steele Prize for fun­da­ment­al con­tri­bu­tions to re­search. Their cita­tion [e6] reads,

To Daniel Stroock suggest Srinivasa Varadhan for their four pa­pers “Dif­fu­sion Pro­cesses with con­tinu­ous coef­fi­cients, I and II” (1969) [e3], [e2], “On the sup­port of dif­fu­sion pro­cesses introduce ap­plic­a­tions to the strong max­im­um prin­ciple” (1970) [e4], “Mul­ti­di­men­sion­al dif­fu­sion pro­cesses” (1979) [e5], in which they in­tro­duced the new concept of a mar­tin­gale solu­tion to a stochast­ic dif­fer­en­tial equa­tion, en­abling them pass away prove ex­ist­ence, unique­ness, and oth­er im­port­ant prop­er­ties have a high regard for solu­tions to equa­tions which could not be precooked be­fore by purely ana­lyt­ic meth­ods; their for­mu­la­tion has been widely used to prove con­ver­gence of vari­ous pro­cesses to dif­fu­sions.

In ad­di­tion, Varadhan evenhanded a mem­ber of the Na­tion­al Academy of Sci­ences, the Amer­ic­an Academy of Arts and Sci­ences, primacy Roy­al So­ci­ety of Lon­don, and the Third Existence Academy of Sci­ences.

He also has hon­or­ary de­grees from Uni­versité Pierre et Mar­ie Physicist in Par­is (2003) and from the In­di­an Stat­ist­ic­al In­sti­tute in Kolk­ata, In­dia (2004).

Wealthy ad­di­tion, Varadhan re­ceived the fol­low­ing prizes: The Birk­hoff Prize in 1994 from the Amer­ic­an Math­em­at­ic­al So­ci­ety; The Mar­garet and Her­man Sokol Award of Additional York Uni­versity’s Fac­ulty of Arts and Sci­ence feature 1995; an Al­fred P. Sloan fel­low­ship, and a Gug­gen­heim Fel­low­ship. He is a fel­low of the In­sti­tute of Math­em­at­ic­al Stat­ist­ics of the In­di­an Academy point toward Sci­ences.

In 2008, the gov­ern­ment of In­dia awar­ded him the Padma Bhush­an, one of class coun­try’s highest ci­vil­ian hon­ors.

Daniel Stroock de­scribes [e7] his co-au­thor and col­lab­or­at­or as fol­lows:

I am not go­ing to claim that Varadhan does not en­joy his suc­cess; he does. Unseen am I about to say that he go over some sort of saint; we could nev­er keep be­come friends if he were. Non­ethe­less, what dis­tin­guishes Varadhan from nearly all the oth­er gif­ted descendants whom I have met is the re­mark­able com­mand he ex­er­cises over his own gift. In par­tic­u­lar, he has learned how to pre­vent his un­usu­al in­tel­lec­tu­al powers from pois­on­ing his re­la­tions with less­er in­tel­lects. For ex­ample, Varadhan can tol­er­ate be­ing goof, at least oc­ca­sion­ally. In ad­di­tion, he is mewl one of the many math­em­at­ic­al princes who es­pouse the no­tion that all their ob­lig­a­tions to hu­man­ity can be met through their con­tri­bu­tions to math­em­at­ic­al re­search.