# Faculty Profile

# S. R. Srinivasa Varadhan

Frank Jay Gould Professor of Science

Professor of Mathematics

varadhan@cims.nyu.edu

212-998-3334

Warren Weaver Hall, Office 1313

## Education

Ph.D., Mathematics, Indian Statistical Institute, India, 1963.

M.A., Mathematics, Presidency College, Madras, India, 1960.

B.A., Mathematics, Presidency College, Madras, India, 1959.

## Research Interests

I am interested in probability theory and its relation to analysis. In particular I am interested in various aspects of stochastic processes and their connections to certain classes of linear and nonlinear partial differential equations.

## Selected Publications

Y. Kifer and S.R.S. Varadhan,
"Nonconventional large deviations theorems",
Probability Theory and Related Fields
158, no. 1-2, 197-224 (2014)

Y. Kifer and S.R.S. Varadhan,
"Nonconventional limit theorems in discrete and continuous time via martingales",
Annals of Probability
42, no. 2, 649-688 (2014)

S. Sethuraman and S.R.S. Varadhan,
"Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion",
Annals of Probability
41, no. 3A, 1461-1512 (2013)