S. R. S. Varadhan

S.R.S. Varadhan is an award-winning Indian-American mathematician and author known for his works on probability theory and large deviation theory. He is widely regarded as one of the most influential mathematicians of the 20th century, with his work being cited by numerous other mathematicians, scientists, and engineers.

Born in Erode, India, in 1940, Varadhan was initially interested in engineering. After completing his undergraduate degree in engineering at the Indian Institute of Technology (IIT) Madras in 1958, Varadhan spent the next three years in India, teaching at the IIT Madras, before travelling to the United States in 1961 to pursue a master's degree in engineering at the University of California, Berkeley.

In 1968, Varadhan completed his doctoral degree at the Courant Institute of Mathematical Sciences, New York University. His Ph.D. dissertation, written under the supervision of Prof. Louis Nirenberg, focused on the theory of non-linear elliptic and parabolic partial differential equations, and set the foundation for his later work in probability theory.

Varadhan's first book, "Large Deviations and Applications," published in 1971, is one of the most influential works in the field of probability theory. This volume has become a classic, and is widely acclaimed as the best introduction to the theory of large deviations. It includes several of his famous results, such as the Varadhan-Trotter formula for non-reversible Markov processes, and the Varadhan-Donsker theorem for the von Neumann-Kolmogorov law. It also includes Varadhan's highly influential work on large volume limit theorems, which he developed while at NYU.

In the 1970s, Varadhan wrote several influential papers on probability theory, most notably on the strong law of large numbers, central limit theorem, and large deviations. He also wrote extensively on stochastic processes, including random walks, martingales, and Markov chains.

In the 1980s, Varadhan focussed on developing mathematical models for the epidemiology of infectious diseases. His work has been widely used by epidemiologists and public health researchers in the study of SARS, the AIDS epidemic, and other infectious diseases.

In 1986, Varadhan was awarded the National Academy of Science's Award in Mathematics for his work in probability theory, and in 2007, he was awarded the Abel Prize for his fundamental contributions to probability theory.

For the past two decades, Varadhan has also been active in writing books and articles on a wide range of mathematical topics, including his most recent book, "Probability Theory: The Logic of Science," published in 2015. This volume tackles the interplay between probability theory and other parts of mathematics and science, such as philosophy and computing, and is widely regarded as one of the best expositions of modern probability theory.

Today, Varadhan is a professor at the Courant Institute and at the New York University's Stern School of Business and is an active member of the Courant Institute Mathematics Faculty. He continues to work on various aspects of probability theory, including mathematical finance and stochastic analysis. He is also involved in several research projects in the field of medical epidemiology.

A giant in the field of probability theory, S.R.S. Varadhan has brought immense contribution to the field through his writings, research, and mathematics. His profound contribution to mathematical sciences will continue to be acknowledged for generations to come.