The Abel Prize interview with Srinivasa S. R. Varadhan

00:00:00 Abel Prize Ceremonies (Norwegian)
00:01:00 Interview with Skau and Raussen starts
00:02:30 Why so long for probability or statistics to be recognised?
00:04:35 Born and raised on Chennai, studied at Madras; mathematical influences
00:05:52 Excellent math. teacher, math. for enjoyment
00:07:30 Why graduate in Statistics?
00:08:45 In Kolkata at the ISI, limit theorems in higher-dimensional spaces, collaborators
00:10:05 No formal guidance, just research and advice, no courses; Rao, Parthasarathy
00:11:32 We learnt whatever tooks we needed to solve the problem at hand, lot of fun, 7am-9pm working hours
00:12:22 Pure vs. applied math distinction not really there
00:13:45 How to translate your intuition into rigorous math
00:14:05 Move from India to the Courant Institute, but still Indian?
00:15:25 Practising Hindu
00:15:55 Classical Indian training in analysis helpful
00:16:45 Ramanjuan, how his mind work remains opaque
00:18:35 Tata Institute vs. ISI
00:21:00 Third World Academy of Sciences, Chennai
00:22:35 What attracted you to Probability Theory, had some intuition for it
00:23:50 [question missing] visit of Kolmogorov to India in 1962
00:26:02 "When Kolmogorov gets up to speak they should wait and listen!"
00:26:10 Large deviations, Esscher tilt (https://en.wikipedia.org/wiki/Esscher_transform)
00:29:22 What was a tail event becomes a central event, asymptotics of tail probabilities
00:30:36 Applications in finance?
00:30:50 Not just what the (small) probability of a tail event is, but also how did it occur, Esscher tilt
00:32:15 Large Deviation Principle (https://en.wikipedia.org/wiki/Rate_function)
, Donsker-Varadhan Rate function
00:34:40 Varadhan integral lemma
00:37:15 Kac's formula for first eigenvalue of the Schrodinger operator
00:40:30 Hard, sustained problem-solving
00:42:12 Strook, diffusion processes, SDEs, (Ito, Levy), as martingale problem, Kac, heat equation
00:49:00 Theory of hydrodynamic limits (scaling), view as travelling particle, small system of non-linear PDEs
00:58:14 Thinking style: prefers physical thinking, then analytical
00:59:15 Beauty, aesthetics: mathematically simple explanations of complex behaviour
01:00:10 Courant Institute, Courant,
01:02:42 Public awareness of math.; how to enhance our image
01:06:18 Other Norwegian prizes surrounding the Abel
01:07:05 Other interests - travel, classical music, theatre, movies, Tamil literature
01:08:58 Conclusion

The Abel interview 2007: Srinivasa S. R. Varadhan
Interviewers: Mathematicians Martin Raussen og Christian Skau
Produced by UniMedia

Видео The Abel Prize interview with Srinivasa S. R. Varadhan канала The Abel Prize