Srinivasa S. R. Varadhan
New York University
|
Primary Section: 11, Mathematics Secondary Section: 32, Applied Mathematical Sciences Membership Type:
Member
(elected 1995)
|
Research Interests
My major interest during my professional career has been in probability theory. I have worked on basic questions regarding existence and uniqueness for diffusion process as well as developed methods for estimating with precision the probabilities for various rare events in diverse probabilistic models. Known generally as large deviations, these ideas have proven useful and reveal a basic connection between probability theory and such thermodynamic quantities as entropy and energy. Recently I have been interested in problems of hydrodynamic scaling. The goal here is to study the macroscopic behavior of large interacting systems that have been modeled at the microscopic level. The theory of large deviations and its relationship to thermodynamics play an important role here.
