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A Personal Perspective on Raghu Varadhan’s Role in the Development of Stochastic Analysis

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The Abel Prize

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Abstract

I know Raghu Varadhan professionally but not personally—that is to say we have attended some of the same conferences and Oberwolfach meetings, and even the odd meal while waiting for trains home. Still, it is obvious to me, and I am sure to anyone else who comes close, that he is a person of great humanity who generates warmth and humour whenever he is in the room. A few months after the award of Fields Medals to Werner, Okounkov and Tao in Madrid, Varadhan and I were both in a group of mathematicians talking about the event. I remember clearly Varadhan’s concise summary of the business as “A great day for the coin flippers”. It certainly was: all three used probability in their ground-breaking work and, for the first two, Stochastic Analysis has been a decisive part of their mathematical toolbox. We were all excited that stochastic ideas were having such a substantial effect across areas as far apart as conformal field theory, geometry and number theory. We were also delighted that these achievements were recognized. To me, Varadhan’s remark seemed to capture his modesty and humour rather well. Surely it was another excellent day for the coin flippers when Varadhan was awarded the Abel Prize.

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Authors and Affiliations

  1. Mathematical Institute and Oxford-Man Institute, University of Oxford, Oxford, OX1 3LB, UK

    Terry Lyons

  2. Wales Institute of Mathematical and Computational Sciences, Swansea, SA2 8PP, UK

    Terry Lyons

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  1. Terry Lyons
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Correspondence to Terry Lyons .

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Editors and Affiliations

  1. Department of Mathematical Sciences, Norwegian University of Science and Technology, 7491, Trondheim, Norway

    Helge Holden

  2. Centre of Mathematics for Applications and Department of Mathematics, University of Oslo, 0316, Oslo, Norway

    Ragni Piene

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Lyons, T. (2010). A Personal Perspective on Raghu Varadhan’s Role in the Development of Stochastic Analysis. In: Holden, H., Piene, R. (eds) The Abel Prize. The Abel Prize. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01373-7_13

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