S.R. Srinivasa Varadhan

S.R. Srinivasa Varadhan
Persoonlijke gegevens
Geboortedatum	2 januari 1940
Geboorteplaats	Chennai
Beroep	wiskundige,[1] academisch docent, statisticus
Lid van	Royal Society, Noorse Academie van Wetenschappen en Letteren, Amerikaanse Nationale Wetenschapsacademie, American Academy of Arts and Sciences, Indian National Science Academy, Society for Industrial and Applied Mathematics,[2] American Mathematical Society,[3][4] Instituut voor Wiskundige Statistieken[5]
Academische achtergrond
Alma mater	Indian Statistical Institute, Universiteit van Madras, Presidency College
Promotor(s)	C.R. Rao[6]
Wetenschappelijk werk
Vakgebied(en)	kansrekening
Prijzen en erkenningen	Guggenheim-lidmaatschap,[7] Fellow of the Royal Society, Abelprijs (2007),[8] Padma Bhushan, National Medal of Science (2010),[9] George David Birkhoff Prize (1994),[10] doctor honoris causa from the Pierre and Marie Curie University (2003), Fellow of the Society for Industrial and Applied Mathematics (2009),[11] Lid van de American Academy of Arts and Sciences, Steele Prize for Seminal Contribution to Research (1996),[12] Fellow of the American Mathematical Society (2013),[3][4] Fellow of the Institute of Mathematical Statistics (1991),[5] Padma Vibhushan in science & engineering (2023),[13] Great Immigrants Award (2009)[14]
Website

Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS (Chennai, 2 januari 1940) is een Indiaas-Amerikaans wiskundige.

In 2007 kreeg hij de Abelprijs en in 2010 de National Medal of Science.

Een uitspraak van hem luidt: "Als je het kan opschrijven, kan je het meten."

• Convolution Properties of Distributions on Topological Groups. Dissertation, Indian Statistical Institute, 1963.
• Varadhan, SRS (1966). Asymptotic probabilities and differential equations. Communications on Pure and Applied Mathematics 19 (3): 261–286. DOI: 10.1002/cpa.3160190303.
• Stroock, DW, SRS Varadhan (1972). On the support of diffusion processes with applications to the strong maximum principle. Proc. of the sixth Berkeley Symposium on Mathematical Statistics and Probability 3: 333–359 (Univ. of California Press).
• (with M D Donsker) (1975). On a variational formula for the principal eigenvalues for operators with maximum principle. Proc Natl Acad Sci USA 72 (3): 780–783. PMID 16592231. PMC 432403. DOI: 10.1073/pnas.72.3.780.
• (with M D Donsker) Asymptotic evaluation of certain Markov process expectations for large time. I, Communications on Pure and Applied Mathematics 28 (1975), pp. 1–47; part II, 28 (1975), pp. 279–301; part III, 29 (1976), pp 389–461; part IV, 36 (1983), pp 183–212.
• Varadhan, SRS (2003). Stochastic analysis and applications. Bull Amer Math Soc 40 (1): 89–97. DOI: 10.1090/s0273-0979-02-00968-0.