S. R. Srinivasa Varadhan is an Indian-American mathematician, who is known for his fundamental contributions to probability theory. He is considered one of the most influential mathematicians of the 20th century. He is Frank J. Gould Professor of Science and professor of mathematics at the Courant Institute of Mathematical Sciences at New York University. In 2008, he was awarded Padma Bhushan in the field of Literature and Education, and in 2023, he was conferred with Padma Vibhushan, India’s second-highest civilian honour, for his exceptional and distinguished service.
Sathamangalam Ranga Iyengar Srinivasa Varadhan was born on Tuesday, 2 January 1940 (age 83 years; as of 2023) in Chennai, Tamil Nadu, India. As a child, he grew up in several small towns not far from Madras.
7-year-old Sathamangalam in a traditional Brahmin attire
In 1954, he moved to live with his uncle in Tambaram, a suburb of Madras, to attend a local college where they were required to study for two years before entering university. He completed his schooling at the Board High School in Ponneri, Madras. Varadhan faced many difficulties due to the language barrier as he did not understand the English spoken by the teachers. So, he studied Tamil and English. He graduated from the Presidency College in Madras in 1960 where he pursued a Bachelor of Science in Statistics in 1957 and later, a Master of Science in Statistics in 1959. In 1963, he earned a Doctor of Philosophy degree from the Indian Statistical Institute in Calcutta and then went on to become a postdoctoral fellow at the Courant Institute in New York.
A picture of S. R. Srinivasa Varadhan (standing third from left) with Kolmogorov during his visit to India in 1962
Hair Colour: Salt & Pepper
Eye Colour: Dark Brown
Family & Caste
He belongs to a Hindu-Brahmin Tamil family in Madras (now Chennai).
Parents & Siblings
His father, Ranga Iyengar, was a science teacher who later became the Principal of the Board High School in Ponneri, Madras. Ranga Iyengar was born in 1899 and got married at the age of 18. Srinivasa’s mother was only 10 years old when she got married to Ranga Iyengar. Srinivasa is an only child of his parents.
S. R. Srinivasa Varadhan with his father
In 2007, while accepting the Abel Prize, Varadhan thanked his parents and quoted,
Education always got high priority in our house and I received constant encouragement from both my parents.”
Wife & Children
In 1964, he got married to Vasundra Varadhan, one of the renowned academicians. Vasu Varadhan holds a PhD in Media Studies and is a faculty member of New York University’s Gallatin School of Individualized Study. She has taught a wide range of interdisciplinary seminars on media theory, identity in a multicultural world, ancient Indian literature, and South Asian literature with a special focus on emerging Indian writers in the diaspora.
S. R. Srinivasa Varadhan with Vasundra Varadhan in 1964
The couple had two sons, Gopal and Ashok. Their elder son Gopalakrishnan Varadhan was born in 1969 and Ashok was born in 1972. In August 2001, Gopal joined Cantor Fitzgerald as the Managing Director of its interest rate derivatives business in the United States but during the 9/11 terror attacks on the World Trade Centre in New York City, United States of America, Gopal was killed at the age of 32.
His younger son, Ashok, is married to Maggie, and they have a son named Gavin.
In 1963, he began working at the Courant Institute of Mathematical Sciences at New York University, where he was at first a postdoctoral fellow till 1966, with the recommendation of Monroe D. Donsker, an American mathematician and professor at New York University (NYU).
S. R. Srinivasa Varadhan and Monroe Donsker
Varadhan became an assistant professor at the Courant Institute of Mathematical Sciences in 1966 and was promoted to associate professor in 1968. Five years later, he was appointed there as a professor. He held the position of Director of the Courant Institute for four years (1980-1984) and then, Varadhan took a sabbatical from 1984 to 1985; however, he was re-appointed as the Director of Courant in 1992. In 1995, Varadhan became a member of the US National Academy of Sciences. In 2001, he was elected to serve as the President of the Institute of Mathematical Sciences for the session 2002-03. He was elected as a Fellow of the Indian Academy of Sciences in 2004, the Society for Industrial and Applied Mathematics in 2009, and the American Mathematical Society in 2012.
He has contributed extensive research on stochastic processes in addition to mathematical physics and hydrodynamics. He is widely recognized for his research on large deviations, which he worked on with Monroe D. Donsker. Later, Varadhan was appointed as a professor at the Courant Institute. Mr. Varadhan has worked along with Daniel W. Stroock, an American mathematician and a probabilist, on diffusion processes.
S. R. Srinivasa Varadhan (left) and Daniel W. Stroock
Varadhan’s major contributions to the field of Mathematics include Diffusion Equations and PDE, Large Deviation Theory, Martingale Problems, and Varadhan’s lemma. Varadhan penned down several books and research papers on topics including Multidimensional diffusion processes, Large deviations and applications, Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions, and Hydrodynamics and large deviation for simple exclusion processes. In 1974, he wrote a book titled Mathematical statistics, which was based on lectures and monographs co-written by Daniel Stroock. One of his works for which he was awarded the Leroy P. Steele Prize in 1996 includes Multidimensional diffusion processes written in 1979. He wrote several books including diffusion problems and partial differential equations (1980) and Large deviations and applications (1984). In 2001, he penned ‘Probability theory,’ which was based on first-year graduate course lectures given from 1996 to 1999 by Varadhan at New York University’s Courant Institute of Mathematical Sciences.
Awards & Honours
- 1994: AMS-SIAM George David Birkhoff Prize
- 1995: Margaret and Herman Sokol Award of the Faculty of Arts and Sciences, New York University
- 1996: Co-recipient of Leroy P. Steele Prize for Seminal Contribution to Research from the American Mathematical Society (AMS) awarded for his work with Daniel W Stroock on diffusion processes
- 2007: Abel Prize by the Norwegian Academy of Sciences and Letters for his contributions to probability theory and creating a unified theory of large deviations with Monroe D. Donsker
King Harald V of Norway congratulating S. R. Srinivasa Varadhan for winning the Abel Prize in 2007
- 2004: He also has two honorary degrees from Université Pierre et Marie Curie in Paris (2003) and from Indian Statistical Institute in Kolkata, India
- 2008: Padma Bhushan in the field of Literature and Education
- 2010: National Medal of Science for his research in probability theory
Barack Obama honoring S. R. Srinivasa Varadhan with the National Medal of Science in 2010
- 1988: American Academy of Arts and Sciences
- 1988: Third World Academy of Sciences
- 1991: Institute of Mathematical Statistics, the Royal Society
- 2004: Indian Academy of Sciences
- 2009: Society for Industrial and Applied Mathematics
- 2012: American Mathematical Society
- He was fondly called Raghu by his friends and colleagues.
- While he was studying in the last year of high school, his mathematics teacher took a special interest in a small group of students including Vardhan and asked them to come to his house on weekends to do some mathematics problems. In his autobiography, Vardhan recalled that his teacher led him to believe that solving mathematical problems or puzzles was rather fun.
- He received his PhD degree at the age of 23.
- In an interview, while talking about Varadhan’s childhood aspirations, he revealed that when he was young, he dreamt of becoming a doctor and said,
But once, with a group of fellow students from high school, I went to a medical exhibition at the local medical college where the medical students demonstrated their surgical skills on cadavers. That cured me of the desire to enter the medical profession.”
- According to Varadhan, Physics was his favourite subject during school days.
- He has chaired the Mathematical Sciences jury for the Infosys Prize from 2009 and was the chief guest in 2020.
S. R. Srinivasa Varadhan as one of the Jury Chairs of the Infosys Prize in 2019
- In an interview, Varadhan expressed his interest in travelling and listening to music, both classical Indian and classical Western music. He also said that he likes going to concerts, theatres, and movies.
- Varadhan is an avid reader and fondly reads Tamil literature.
- When Varadhan applied to Presidency College in Madras, he was denied admission in chemistry so he opted for Statistics.
- When he was studying in Calcutta, Varadhan gave a talk on his thesis in front of three examiners out of which Soviet mathematician Andrey Kolmogorov also chaired. According to Varadhan, he took extra time because of which, the lecture became boring and the audience started to leave. In an interview, he recalled this incident and said,
I talked for too long. The audience became restless and some left immediately before Kolmogorov, who stood up to comment, could speak. He threw down the chalk and marched out angrily. My immediate reaction was “there goes my PhD”. A group of us followed him to his room and I apologised profusely for talking too long. His response was “I am used to long seminars in Moscow. But when Kolmogorov wants to speak, people should listen.”
- In 1963, Varadhan received his thesis report, which was sent by Andrey Kolmogorov from Moscow, Russia. In the report, Kolmogorov put down good words for Varadhan and wrote how Varadhan was someone “towards whose future the country can look forward with pride and hope.”