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Prof. S. R. S. Varadhan, born in Chennai and trained at the Indian Statistical Institute, created a unified theory of large deviations, which measures the probability of rare events. He received the Abel Prize, often called the Nobel Prize of mathematics, in 2007.
Key contributions
- Unified theory of large deviations in probability
- Stroock–Varadhan theory of diffusion processes
- Abel Prize (2007); Padma Bhushan (2008)