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Indian and the Probability Theory 

ISP Delhi Bureau 

This is a story of a mathematician who rose from Chennai in India to become one of the best celebrated minds. Mathematician S. R. Srinivasa Varadhan calls his story a saga of “being at the right place at the right time and choosing the right problem to work on.”

Prof. Varadhan was recently named for the Padma Vibhushan, India’s second-highest civilian honour. 

He is currently the Frank J. Gould professor of science and a professor of mathematics at New York University’s Courant Institute of Mathematical Sciences. He shot to international fame when he was awarded the Abel Prize given to outstanding international mathematicians in 2007 and was decorated with India’s civilian honour Padma Bhushan in 2008. A graduate with Honours degree in statistics from Presidency College, he joined the Indian Statistical Institute to complete his Ph.D in 1963.

Two senior research scholars at ISI, K R Parthasarathy and R Ranga Rao, persuaded Prof Varadhan to work with them in probability theory. It was a great opportunity for him as Probability proved for him the right mixture of mathematical rigour and statistical intuition. The trio worked together for over two years. His seniors left early to go abroad and it gave Varadhan a better opportunity to lead the team.

Prof Varadhan is globally renowned and amongst the pioneers in his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. His area of work the Probability Theory is excellent at describing the most likely events a system will produce, such as the number of heads in a long string of coin tosses. It finds huge application in the AI regime which is based out of utilisation of data to predict things. It is a matter of pride for India that the thought process of this AI revolution is based on the study of an Indian mathematician. 

The great achievement of Varadhan was the development of a powerful analytic and predictive probability theory capable of describing rare events. His work produced a new probabilistic model that provides both qualitative and quantitative insights, and his model has become a cornerstone of modern probability theory. 

The implications of Prof Varadhan’s 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 work, Varadhan and American mathematician Daniel Stroock studied diffusion processes and obtained important results in population genetics. 

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