S.R. Srinivasa Varadhan
We are honored to have an internationally renowed probabilist, Professor S.R. Srinivasa
Varadhan, Frank J. Gould Professor of Science, Courant Institute of Mathematical Sciences,
New York University, currently visiting the Departments of Statistics & Probability,
and Mathematics as Norbert Wiener & James F. Hannan Visiting Scholar.
Dr. Varadhan was born January 2, 1940 in Madras (Chennai). He received his undergraduate
B.Sc. (Hons.) degree in 1959 from Presidency College, Madras and Ph.D. from the Indian
Statistical Institute in 1963. Since 1963, he has been at the Courant Institute of
Mathematical Sciences. Varadhan is among the world’s most gifted probabilists. His
ground-breaking work on large deviations provides a unified framework to study the
occurrences of rare outcomes in complex systems.
His probabilistic/statistical insights have been applied in diverse fields, such as
quantum field theory, population dynamics, finance, econometrics and traffic engineering.
Varadhan is member of several National Academies of Sciences and Arts, including the
U.S., India and Norway. He was elected to Fellowships of the American Academy of Arts
and Sciences, the Third World Academy of Sciences, the IMS, the Royal Society, the
SIAM and the AMS. He has been the recipient of some of the most prestigious awards,
including the National Medal of Science (2010), the Padma Bhushan (2008) from the
Government of India, the Abel Prize (2007) from the Norwegian Academy of Sciences,
the Leroy P. Steele Prize (1996), the Birkhoff Prize (1994), and honrary degrees from
Universit´e Pierre et Marie Curie (2003) and from the Indian Statistical Institute
(2004).
Schedule:
Entropy and Large Deviations
Tuesday, March 31, 2015
1420 BPS
4:10 p.m. - 5:00 p.m.
Lecture Slides
Scaling Limits of Large Systems
Wednesday, April 1, 2015
C204 Wells Hall
4:00 p.m. - 5:00 p.m.
Lecture Slides
Large Deviations for Translation Invariant Functionals of Brownian Occupation Times
Thursday, April 2, 2015
C405 Wells Hall
10:20 a.m. - 11:10 a.m.
Lecture Slides