S.R. Srinivasa Varadhan

Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS (Chennai, 2 januari 1940) is een Indiaas-Amerikaans wiskundige.

In 2007 kreeg hij de Abelprijs en in 2010 de National Medal of Science.

Een uitspraak van hem luidt: "Als je het kan opschrijven, kan je het meten."

Publicaties

Convolution Properties of Distributions on Topological Groups. Dissertation, Indian Statistical Institute, 1963.
Varadhan, SRS (1966) . Asymptotic probabilities and differential equations. Communications on Pure and Applied Mathematics 19 (3): 261–286 . DOI: 10.1002/cpa.3160190303.
Stroock, DW (1972) . On the support of diffusion processes with applications to the strong maximum principle. Proc. of the sixth Berkeley Symposium on Mathematical Statistics and Probability 3: 333–359 (Univ. of California Press).
(with M D Donsker) (1975) . On a variational formula for the principal eigenvalues for operators with maximum principle. Proc Natl Acad Sci USA 72 (3): 780–783 . PMID: 16592231. PMC: 432403. DOI: 10.1073/pnas.72.3.780.
(with M D Donsker) Asymptotic evaluation of certain Markov process expectations for large time. I, Communications on Pure and Applied Mathematics 28 (1975), pp. 1–47; part II, 28 (1975), pp. 279–301; part III, 29 (1976), pp 389–461; part IV, 36 (1983), pp 183–212.
Varadhan, SRS (2003) . Stochastic analysis and applications. Bull Amer Math Soc 40 (1): 89–97 . DOI: 10.1090/s0273-0979-02-00968-0.

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