University of Miami
Department of Mathematics

S.R.S. Varadhan

S.R.S. Varadhan

Frank J. Gould Professor of Science
Courant Institute at New York University

will present

What is Entropy?

Thursday, February 19, 2015, 5:30pm
126 Cox Science Building

Reception immediately following the lecture
All interested persons are welcome to attend.

Abstract: "Entropy" appears in many places and in different contexts. As a measure of uncertainty in Physics, as a measure of information in Communications and as an analytical tool in Mathematics. But these concepts are not unrelated. We will explore some of them and examine how they are related to one another.

S. R. Srinivasa Varadhan is Professor of Mathematics and the Frank J. Gould Professor of Science at the Courant Institute of Mathematical Sciences, New York University. Professor Varadhan has made deep and fundamental contributions to modern probability theory. In the context of Markov processes, he has created a powerful and unifying theory of large deviations. Applications of this theory occur in such diverse fields as statistical mechanics and risk management. Along with Daniel Stroock, he has established and developed the concept of a martingale solution of a stochastic differential equation and has received the 1996 Leroy P. Steele Prize for Seminal Contribution to Research. In 2007, the Norwegian Academy of Science and Letters presented Professor Varadhan the Abel Prize, which includes a monetary award of approximately one million dollars. At a White House ceremony in 2011, President Obama awarded him the National Medal of Science. Professor Varadhan has also received an Alfred P. Sloan Fellowship, a Guggenheim Fellowship, and the Birkhoff Prize in applied mathematics. He has been elected to membership in the National Academy of Sciences and elected as a fellow of the Royal Society of London. He obtained his PhD from the Indian Statistical Institute in Kolkata, and he holds an honorary degree from l’Université Pierre et Marie Curie in Paris.

The McKnight-Zame Distinguished Lecture Series is made possible by a generous donation from Dr. Jeffry Fuqua, who received his PhD in Mathematics from the University of Miami in 1972 under the direction of Professor James McKnight. This lecture series is named in honor of both Professor McKnight and Professor Alan Zame, who was a close mentor of Dr. Fuqua while he was a student at the University of Miami.