S. R. Srinivasa Varadhan

Frank J. Gould Professorship in Science; Professor of Mathematics 251 Mercer Street, New York NY 10012, (212) 998-3334;
varadhan@cims.nyu.edu Ph.D. 1963 (statistics), Indian Statistical Institute;
M.A. 1960 (statistics), B.Sc. (honors) 1959 (statistics), Madras.

Courses and Lecture Notes:

  • Real Variables. Fall 07. G63.2430
  • Stochastic Analysis. Fall 06. G63.2931.002
  • Limit Theorems II, Spring 2006
  • Fall 05 Course
  • Wald Lectures (2005)
  • Undergraduate Probability and Statistics V63.0235 (Spring 05)
  • Linear Algebra (Fall 04)
  • PDE in Finance (Spring 04)
  • Real Analysis (Fall 03)
  • Introduction to Mathematical Analysis (Spring 03)
  • Limit Theorems (Fall 02)
  • PDE in Finance (Spring 02)
  • Stochastic Processes (Fall 00)
  • Harmonic Analysis (Spring 00)
  • Statistics (Spring 00)
  • Major Interests:

    Probability theory; Stochastic Processes; Partial Differential Equations; Statistical and Mathematical Physics.

    List of Publications.

    (if the above link doesn't work, click here for a list that has been last updated on June 4, 2008)

    Affiliations:

  • American Mathematical Society
  • Institute of Mathematical Statistics
  • Society of Industrial and Applied Mathematics

    Fellowships and Honors:

  • Abel Prize 2007
  • Elected to: American Academy of Arts and Sciences, 1998
  • Third World Academy of Sciences, 1998
  • The Royal Society, 1998
  • Leroy P. Steele Prize for fundamental contribution to research, American Mathematical Society, 1996.
  • National Academy of Science, 1995
  • Margaret and Herman Sokol Award, New York University, 1995
  • George David Birkhoff Prize, American Mathematical Society and SIAM, 1994
  • Institute of Mathematical Statistics, 1991
  • John Simon Guggenheim Fellow, 1984-85
  • Alfred P. Sloan Fellow, 1969-71