varadhancims.nyu.edu

Professor of Mathematics and Frank J. Gould Professor of Science at the Courant Institute of Mathematical Sciences, New York University, New York, NY, U.S.A.

probability theory, stochastic processes, partial differential equations.

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.

2007 Abel prize (Norwegian Academy of Science and Letters) “for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviation”.

His awards and honours also include the Birkhoff Prize (1994), the Margaret and Herman Sokol Award of

the Faculty of Arts and Sciences, New York University (1995), and the Leroy Steele Prize (1996). He also has two honorary degrees from Université Pierre et Marie Curie in Paris (2003) and from Indian Statistical Institute in Kolkata, India (2004).

Srinivasa Varadhan has been elected a member of the American Academy of Arts and Sciences (1988), the Third World Academy of Sciences (1988), and the National Academy of Sciences (1995). He was elected a Fellow of the Institute of Mathematical Statistics (1991), the Royal Society (1998) and the Indian Academy of Sciences (2004).

Kosygina, Elena; Rezakhanlou, Fraydoun; Varadhan, S. R. S. Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Comm. Pure Appl. Math. 59 (2006), no. 10, 1489--1521.

Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. Reprint of the 1997 edition. Classics in Mathematics. Springer-Verlag, Berlin, 2006. xii+338 pp. ISBN: 978-3-540-28998-2; 3-540-28998-4 60-02

Sethuraman, S.; Varadhan, S. R. S. A martingale proof of Dobrushin\'s theorem for non-homogeneous Markov chains. Electron. J. Probab. 10 (2005), no. 36, 1221--1235 (electronic). (Reviewer: M. Iosifescu)

Varadan, S. R. S.; Venttsel\\cprime, A. D.; Dynkin, E. B.; et al. Mark Iosifovich Fre\\u\\i dlin. (Russian) Uspekhi Mat. Nauk 59 (2004), no. 3(357), 185--188; translation in Russian Math. Surveys 59 (2004), no. 3, 593--597

Varadhan, S. R. S. Random walks in a random environment. Proc. Indian Acad. Sci. Math. Sci. 114 (2004), no. 4, 309--318. (Reviewer: Ofer Zeitouni)

Landim, C.; Olla, S.; Varadhan, S. R. S. On viscosity and fluctuation-dissipation in exclusion processes. J. Statist. Phys. 115 (2004), no. 1-2, 323--363. (Reviewer: Ellen Saada)

Landim, Claudio; Olla, Stefano; Varadhan, Srinivasa R. S. Diffusive behaviour of the equilibrium fluctuations in the asymmetric exclusion processes. Stochastic analysis on large scale interacting systems, 307--324, Adv. Stud. Pure Math., 39, Math. Soc. Japan, Tokyo, 2004. (Reviewer: Luis G. Gorostiza)

Varadhan, Srinivasa R. S. Large deviations for the asymmetric simple exclusion process. Stochastic analysis on large scale interacting systems, 1--27, Adv. Stud. Pure Math., 39, Math. Soc. Japan, Tokyo, 2004. (Reviewer: Boualem Djehiche)

Varadhan, S. R. S. Particle systems and partial differential equations. Lectures on partial differential equations, 217--222, New Stud. Adv. Math., 2, Int. Press, Somerville, MA, 2003.

Varadhan, S. R. S. Large deviations and entropy. Entropy, 199--214, Princeton Ser. Appl. Math., Princeton Univ. Press, Princeton, NJ, 2003. (Reviewer: Rita Giuliano Antonini)

Varadhan, S. R. S. Large deviations for random walks in a random environment. Dedicated to the memory of JÃ¼rgen K. Moser. Comm. Pure Appl. Math. 56 (2003), no. 8, 1222--1245. (Reviewer: Ofer Zeitouni)

Varadhan, S. R. S. Stochastic analysis and applications. Mathematical challenges of the 21st century (Los Angeles, CA, 2000). Bull. Amer. Math. Soc. (N.S.) 40 (2003), no. 1, 89--97 (electronic). (Reviewer: Nicoletta Cancrini)

Varadarajan, V. S. Some mathematical reminiscences. Special issue dedicated to Daniel W. Stroock and Srinivasa S. R.\\ Varadhan on the occasion of their 60th birthday. Methods Appl. Anal. 9 (2002), no. 3, v--xviii. (Reviewer: Jean-Claude Zambrini)

{Special issue dedicated to Daniel W. Stroock and Srinivasa S. R.\\ Varadhan on the occasion of their 60th birthday\\}. Methods Appl. Anal. 9 (2002), no. 3. International Press, Somerville, MA, 2002. pp. i--xviii and 329--467.

Varadhan, S. R. S. Rare events, large deviations. Mathematical finance---Bachelier Congress, 2000 (Paris), 85--92, Springer Finance, Springer, Berlin, 2002. (Reviewer: S. A. Book)

Landim, C.; Olla, S.; Varadhan, S. R. S. Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Ann. Probab. 30 (2002), no. 2, 483--508. (Reviewer: Timo SeppÃ¤lÃ¤inen)

Landim, C.; Olla, S.; Varadhan, S. R. S. Symmetric simple exclusion process: regularity of the self-diffusion coefficient. Dedicated to Joel L. Lebowitz. Comm. Math. Phys. 224 (2001), no. 1, 307--321. (Reviewer: Lorenza Viola)

Varadhan, Srinivasa R. S. Large deviation and hydrodynamic scaling. Taniguchi Conference on Mathematics Nara \'98, 265--286, Adv. Stud. Pure Math., 31, Math. Soc. Japan, Tokyo, 2001. (Reviewer: RaphaÃ«l Cerf)

Varadhan, S. R. S. Diffusion processes. Stochastic processes: theory and methods, 853--872, Handbook of Statist., 19, North-Holland, Amsterdam, 2001.

Varadhan, S. R. S. Probability theory. Courant Lecture Notes in Mathematics, 7. New York University, Courant Institute of Mathematical Sciences, New York; American Mathematical Society, Providence, RI, 2001. viii+167 pp. ISBN: 0-8218-2852-5 (Reviewer: F. B. Knight)

Landim, C.; Olla, S.; Varadhan, S. R. S. Asymptotic behavior of a tagged particle in simple exclusion processes. Bol. Soc. Brasil. Mat. (N.S.) 31 (2000), no. 3, 241--275. (Reviewer: Ellen Saada)

Varadhan, S. R. S. Scaling limits of large interacting systems. The mathematical sciences after the year 2000 (Beirut, 1999), 144--158, World Sci. Publ., River Edge, NJ, 2000.

Varadhan, S. R. S. Lectures on hydrodynamic scaling. Hydrodynamic limits and related topics (Toronto, ON, 1998), 3--40, Fields Inst. Commun., 27, Amer. Math. Soc., Providence, RI, 2000. (Reviewer: Claudio Landim)

Hydrodynamic limits and related topics. Papers from the Workshop on Hydrodynamic Limits held in Toronto, ON, October 7--10, 1998. Edited by Shui Feng, Anna T. Lawniczak and S. R. S. Varadhan. Fields Institute Communications, 27. American Mathematical Society, Providence, RI, 2000. x+141 pp. ISBN: 0-8218-1993-3

Varadhan, S. R. S. Infinite particle systems and their scaling limits. Mathematical physics 2000, 306--315, Imp. Coll. Press, London, 2000.

Sethuraman, Sunder On Professor S. R. S. Varadhan\'s contributions to hydrodynamic limits. Current Sci. 78 (2000), no. 9, 1153--1154. 60-03

Athreya, K. B. Professor Srinivasa R. S. Varadhan. Current Sci. 78 (2000), no. 9, 1151--1152.

Sethuraman, Sunder; Varadhan, S. R. S.; Yau, Horng-Tzer Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Comm. Pure Appl. Math. 53 (2000), no. 8, 972--1006. (Reviewer: Ellen Saada)

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