Srinivasa Varadhan Presents 2009 Prem S. Puri Memorial Lecture

04-21-2009

Srinivasa Varadhan, Professor of Mathematics and the Frank Jay Gould Professor of Science, Courant Institute of Mathematical Sciences, New York University was the invited speaker for the Prem S. Puri Memorial Lecture which was held on Thursday, April 30, 2009 at 4:30 pm in MA 175. The title of the talk was "Some Unusual Large Deviation Results." A reception preceded the seminar at 4:00pm in HAAS 111.

Professor Srinivasa Varadhan received his undergraduate degree in 1959 from Presidency College in Madras (Chennai), and his Ph.D. in 1963 from the Indian Statistical Institute in Calcutta. He has spent his entire professional career at the Courant Institute of Mathematical Sciences, New York University, in New York City.

Varadhan initiated and developed the theory of large deviations, a powerful analytic and predictive tool and framework capable of describing rare events, which has become a cornerstone of modern probability theory. The implications of his work cover diverse areas that range from quantum field theory and statistical mechanics to population dynamics and traffic control, and his work also has considerably enhanced computer simulations of rare events. In related and equally highly regarded work, Varadhan and Daniel Stroock studied diffusion processes and their differential operators, developing their characterization via the concept of martingale problem, and obtaining important results in population dynamics.

Varadhan is a member of the National Academy of Sciences, the American Academy of Arts and Sciences, the Royal Society and the Third World Academy of Sciences. He has been the recipient of many awards and honors, including the Birkhoff Prize (1994), the Margaret and Herman Sokol Award of NYU's Faculty of Arts and Science (1995), the American Mathematical Society's Leroy Steele Prize (1996), an Alfred P. Sloan Fellowship, and a Guggenheim Fellowship. In 2007 the Norwegian Academy of Science and Letters awarded him the Abel Prize in Mathematics, which carries recognition similar to the Nobel prize, for "his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations," which the Academy characterized as "hugely influential" and lauded for its "great conceptual strength and ageless beauty." He is a fellow of the Institute of Mathematical Statistics and the Indian Academy of Sciences.

The Prem S. Puri Memorial Lecture is named in memory of Professor Prem S. Puri.