Srinivasa Varadhan - The Abel Prize interview 2007

0:00 Abel Prize Ceremonies (Norwegian)
01:00 Interview with Skau and Raussen starts
02:30 Why so long for probability or statistics to be recognised?
04:35 Born and raised on Chennai, studied at Madras; mathematical influences
05:52 Excellent math. teacher, math. for enjoyment
07:30 Why graduate in Statistics?
08:45 In Kolkata at the ISI, limit theorems in higher-dimensional spaces, collaborators
10:05 No formal guidance, just research and advice, no courses; Rao, Parthasarathy
11:32 We learnt whatever tooks we needed to solve the problem at hand, lot of fun, 7am-9pm working hours
12:22 Pure vs. applied math distinction not really there
13:45 How to translate your intuition into rigorous math
14:05 Move from India to the Courant Institute, but still Indian?
15:25 Practising Hindu
15:55 Classical Indian training in analysis helpful
16:45 Ramanjuan, how his mind work remains opaque
18:35 Tata Institute vs. ISI
21:00 Third World Academy of Sciences, Chennai
22:35 What attracted you to Probability Theory, had some intuition for it
23:50 [question missing] visit of Kolmogorov to India in 1962
26:02 "When Kolmogorov gets up to speak they should wait and listen!"
26:10 Large deviations, Esscher tilt (https://en.wikipedia.org/wiki/Esscher...)
29:22 What was a tail event becomes a central event, asymptotics of tail probabilities
30:36 Applications in finance?
30:50 Not just what the (small) probability of a tail event is, but also how did it occur, Esscher tilt
32:15 Large Deviation Principle (https://en.wikipedia.org/wiki/Rate_fu...)
, Donsker-Varadhan Rate function
34:40 Varadhan integral lemma
37:15 Kac's formula for first eigenvalue of the Schrodinger operator
40:30 Hard, sustained problem-solving
42:12 Strook, diffusion processes, SDEs, (Ito, Levy), as martingale problem, Kac, heat equation
49:00 Theory of hydrodynamic limits (scaling), view as travelling particle, small system of non-linear PDEs
58:14 Thinking style: prefers physical thinking, then analytical
59:15 Beauty, aesthetics: mathematically simple explanations of complex behaviour
1:00:10 Courant Institute, Courant,
1:02:42 Public awareness of math.; how to enhance our image
1:06:18 Other Norwegian prizes surrounding the Abel
1:07:05 Other interests - travel, classical music, theatre, movies, Tamil literature
1:08:58 Conclusion

Interview in written. Notices of the American Mathematical Society:
https://www.ams.org/notices/200802/tx...

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