Overview

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate student in 1959. His first paper appeared in Sankhyá, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. Ranga Rao and K. R. Parthasarathy, Varadhan began the study of probability on topological groups and on Hilbert spaces, and quickly gained an international reputation. At this time Varadhan realised that there are strong connections between Markov processes and differential equations, and in 1963 he came to the Courant Institute in New York, where he has stayed ever since. Here he began working with the probabilists Monroe Donsker and Marc Kac, and a graduate student named Daniel Stroock. He wrote a series of papers on the Martingale Problem and Diffusions together with Stroock, and another series of papers on Large Deviations together with Donsker. With this work Varadhan's reputationas one of the leading mathematicians of the time was firmly established. Since then he has contributed to several other areas of probability, analysis and physics, and collaborated with numerous distinguished mathematicians. Varadhan was awarded the Abel Prize in 2007. These Collected Works contain all his research papers over the half-century spanning 1962 to early 2012.  Volume IV includes the papers on particle systems.

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S.R.S. ​Varadhan was awarded the Abel Prize in 2007.The citation for this award (https: //www.abelprize.no/c53862/binfil/download.php?tid=53801) ends with ""Varadhan's work has great conceptual strength and ageless beauty. His ideas have been hugely influential and will continue to stimulate further research for a long time.""In 2011 Varadhan was named as a recipient of the National Medal of Science, the highest honor bestowed by the United States government on scientists and engineers. 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 other awards and honors, including the Birkhoff Prize (1994), the Margaret and Herman Sokol Award of NYU's Faculty of Arts and Science (1995), and the American Mathematical Society's Leroy Steele Prize (1996), an Alfred P. Sloan Fellowship, and a Guggenheim Fellowship. He is a fellow of the Institute of Mathematical Statistics and the Indian Academy of Sciences.

S.R.S. Varadhan was awarded the Abel Prize in 2007.The citation for this award (https: //www.abelprize.no/c53862/binfil/download.php?tid=53801) ends with Varadhan's work has great conceptual strength and ageless beauty. His ideas have been hugely influential and will continue to stimulate further research for a long time. In 2011 Varadhan was named as a recipient of the National Medal of Science, the highest honor bestowed by the United States government on scientists and engineers. 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 other awards and honors, including the Birkhoff Prize (1994), the Margaret and Herman Sokol Award of NYU's Faculty of Arts and Science (1995), and the American Mathematical Society's Leroy Steele Prize (1996), an Alfred P. Sloan Fellowship, and a Guggenheim Fellowship. He is a fellow of the Institute of Mathematical Statistics and the Indian Academy of Sciences.

Author Information

Rajendra Bhatia is Professor of Mathematics at the Indian Statistical Institute in New Delhi, India. He is the author of five books including ""Matrix Analysis"" and ""Positive Definite Matrices"".

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