S. R. Srinivasa Varadhan

Sathamangalam Ranga Iyengar Srinivasa Varadhan is an Indian American mathematician and statistician, born in Chennai on 2 January 1940, known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. He is regarded as one of the fundamental contributors to the theory of diffusion processes, with an orientation towards the refinement and further development of Itô's stochastic calculus. He received his doctorate from the Indian Statistical Institute in 1963 under C. R. Rao, who arranged for Andrey Kolmogorov to be present at his thesis defence, and since 1963 he has worked at the Courant Institute of Mathematical Sciences at New York University, where he worked with Daniel W. Stroock on diffusion processes and with Monroe D. Donsker on large deviations. He won the Abel Prize in 2007.