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, SRS Varadhan (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.