Frank Jay Gould Professor of Science

Professor of Mathematics

varadhan@cims.nyu.edu

212-998-3334

Warren Weaver Hall, Office 1313

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

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

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

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.

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)