NRI Srinivasa Varadhan, mathematician wins prestigious Abel prize close to US 1 million

OSLO, May 23, 2007
Satinder Paul


NRI Srinivasa Varadhan, 67, mathematician received the prestigious Abel Prize for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations.The Abel Prize, awarded by the Norwegian Academy of Science and Letters for outstanding scientific work in the field of mathematics, carries a cash award of close to 1 mill. USD.

Probability theory is the mathematical tool for analyzing situations governed by chance. The theory of large deviations studies the occurrence of rare events. This subject has concrete applications to fields as diverse as physics, biology, economics, statistics, computer science, and engineering.

Varadhan’s theory of large deviations provides a unifying and efficient method for clarifying a rich variety of phenomena arising in complex stochastic systems, in fields as diverse as quantum field theory, statistical physics, population dynamics, econometrics and finance, and traffic engineering. It has also greatly expanded our ability to use computers to simulate and analyze the occurrence of rare events. Over the last four decades, the theory of large deviations has become a cornerstone of modern probability, both pure and applied.

“Varadhan’s work has great conceptual strength and ageless beauty. His ideas have been hugely influential and will continue to stimulate further research for a long time”, to quote the Abel Committee.

The Abel Prize was created by Norway's government in 2002 to mark the 200th anniversary of the birth of the great Norwegian mathematician Niels Henrik Abel. The Abel Committee's citation and the biography of the prize-winner, translated into 12 languages, will give more information.

The Abel Prize is this year awarded for the fifth time. The first Abel Prize was awarded in 2003 to Jean-Pierre Serre, Collège de France. In 2004 the Abel Prize was shared between Sir Michael Atiyah, University of Edinburgh and Isadore Singer, Massachusetts Institute of Technology. Peter D. Lax, Courant Institute of Mathematical Sciences, New York University, was the 2005 Abel Laureate. Lennart Carleson, Royal Institute of Technology, Sweden was awarded the Abel Prize in 2006.

BIO:

NRI (NON-RESIDENT INDIAN) Sathamangalam R. Srinivasa Varadhan, probabilist. was born January 2, 1940 in Madras (Chennai), India.

• Ph.D. 1963 (statistics), Indian Statistical Institute;
• M.A. 1960 (statistics), B.Sc. (honors) 1959 (statistics), Madras.
• Since 1963, he has worked at the Courant Institute of Mathematical Sciences at New York University, where he is currently (as of 2007) a professor.
• Varadhan is known for his work with Daniel W. Stroock on diffusion processes, for which he received the Steele Prize from the American Mathematical Society in 1996.
• For his work on large deviations with Monroe Donsker, for which he was awarded the Abel Prize on March 22, 2007 by the Norwegian Academy of Science and Letters

Srinivasa Varadhan is married to Vasundra, also a professor at New York University. The elder of Varadhan's two sons, Gopal was killed in the attacks on the World Trade Center on September 11, 2001.