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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