Position

Top-level Research Fellow at the Sobolev Institute of Mathematics, Novosibirsk

Personal Data

Date of birth: December 11, 1932
Place of birth: Orenburg city, USSR
Citizenship: Russia
Marital state: married, has one son

Fields of research

Probability Theory and Mathematical Statistics:

Markov chains (List of publications);
Large deviations (List of publications);
Probability inequalities (List of publications);
Boundary problems (List of publications);
Branching processes (List of publications);
Infinite-dimensional distributions (List of publications);
Martingales (List of publications);

See also
http://65.54.113.26/Author/1465968/s-v-nagaev

Selected publications

1. An Alternative Method of the Proof of the Ergodic Theorem for General Markov Chains.
   Theory of Probability and its Applications, 2021, Vol. 66, No. 3, 364–375;
   doi: 10.1137/s0040585x97t990459
   Originally published in the Russian journal Teoriya Veroyatnostei i ee Primeneniya, 2021, 66 (3), 454–467
   
   
2. An estimate for the sum of the Spitzer series and its generalization.
   Theory probab. appl. 2021, Vol. 66, No. 1, 89–104;
   doi: 10.1137/S0040585X97T990277
   Originally published in the Russian journal Teoriya Veroyatnostei i ee Primeneniya, 2021, 66 (1), 110–128
   
   
3. The spectral method and the central limit theorem for general Markov chains.
   Izvestiya Mathematics, 2017, 81:6, 1168–1211. DOI: https://doi.org/10.1070/IM8537.
   Original Russian Text@ Izv. RAN, Ser.Mat., 81:6 (2017),  114–157.
   
   
4. The spectral method and ergodic theorems for general Markov chains.
   Izv. RAN, Ser.Mat., 2015, 79, №2, 311-345.
   Original Russian Text@ Izv. RAN, Ser.Mat., 2015, 79, №2, 101-136.
   
   
5. Nagaev S. V.
   The local renewal theorems in the absence of an expectation.
   Theory Prob. Appl., 2015, 59 (3), 388-414.
   Original Russian Text@ Teor. Veroyatn. i Primen., 2014, 59 (3), 468-498.
   
   
6. (With Chebotarev V. I.) On the bound of proximity of the binomial distribution to the normal one.
   Theory Probab. Appl., 2012, vol. 56, no. 2, 213-239.
   Original Russian Text@ Teor. Veroyatn. i Primen., 2011, 56, No 2, 248-278.
   
   
7. On sufficient conditions for subexponentiality.
   Theory Probab. Appl., 2011, 55, No 1, 153-164.
   Original Russian Text@Teor. Veroyatn. i Primen., 2010, 55, No 1, 176-186.
   
   
8. Nagaev S.V.
   On probability and moment inequalities for supermartingales and martingales.
   Theory Probab. Appl., 2007, 51, No 2, 367-377. PDF
   Original Russian Text@Teor. Veroyatn. i Primen., 2006, 51, No 2, 391-399.
   
   
9. Nagaev S. V., Vakhtel' V. I.
   In the local limit theorem for critical Galton-Watson process.
   Theory Probab. Appl., 2006, 50, No 3, 400-419. PDF
   Original Russian Text@Teor. Verojatn. i Primen., 2005, 50, No 3, 457-479.
   
   
10. Nagaev S. V., Vakhtel' V. I.
    Probability inequalities for a critical Galton-Watson process.
    Theory Probab. Appl., 2006, 50, No 2, 225-247. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 2005, 50, No 2, 266-291.
    
    
11. Nagaev S. V., Chebotarev V. I.
    On accuracy of Gaussian approximation in Hilbert space.
    Sib. Adv. Math., 2005, 15, No 1, 11-73. PDF
    Original Russian Text@Matem. Trudy, IM SO RAN, 2004, 7, No 1, 91-152.
    
    
12. Nagaev S. V.
    On probability and moment inequalities for supermartingales and martingales.
    Acta Appl. Math., 2003, 79, 35-46. PDF
    
    
13. Nagaev S. V.
    The Berry-Esseen bound for self-normalized sums.
    Sib. Adv. Math. 2002, 12, No 3, 79-125. PDF
    
    
14. Nagaev S. V.
    Lower bounds on large deviation probabilities for sums of independent random variables.
    Theory Probab. Appl., 2001, 46, No 1, 79-102. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 2001, 46, No 1, 50-73.
    
    
15. Nagaev S. V.
    On probability and moment inequalities for dependent random variables.
    Theory Probab. Appl., 2000, 45, No 1, 152-160. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 2000, 45, No 1, 194-202.
    
    
16. Nagaev S. V.
    An error estimates of approximation by stable laws. I.
    Theory Probab. Math. Stat., 1998, No 56, 151-165. PDF
    Original Russian Text@ Teor. Imovirnost. ta Mat. Stat., Kiev, 1997, No 56, 145-160.
    
    
17. Nagaev S. V., Khodzhabagjan S. S.
    On an estimate of the concentration function of sums of independent random variables.
    Theory Probab. Appl., 1996, 41, No 3, 560-568. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1996, 41, No 3, 655-665.
    
    
18. Karpenko A. V., Nagaev S. V.
    Limit theorems for the total number of descendants for the Galton-Watson branching process.
    Theory Probab. Appl., 1993, 38, No 3, 433-455. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1993, 38, No 3, 503-528.
    
    
19. Nagaev S. V.
    Ergodic theorems for homogenious Markov chains.
    Soviet Math. Dokl., 1989, 39, No 3, 483-486. PDF
    Original Russian Text @ Dokl. Akad. Nauk, 1989, 306, No 2, 283-286.
    
    
20. Nagaev S.V. 
    Probability inequalities for the sums of independent  random variables in a Banach space.  
    Sib. Math. J., 1988, 28, 4, 652-664.  PDF  
    Original Russian Text@Sib. Mat. Zh., 1987, 28, 4, 171-184. PDF
    
    
21. Nagaev S. V., Chebotarev V. I.
    A refinement of the error estimate of the normal approximation in a Hilbert space.
    Sib. Math. J. 1986, 27, No 3, 434-450. PDF
    Original Russian Text@ Sib. Mat. Zh., 1986, 27, No 3, 154-173.
    
    
22. Nagaev S. V.
    On the rate of a convergence to a normal law in a Hilbert space.
    Theory Probab. Appl., 1985, 30, No 1, 19-37. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 1985, 30, No 1, 19-32.
    
    
23. Nagaev S. V., Gizbrecht N. V.
    A random walk scheme that describes the particle transport phenomenon.
    In: Limit theorems of probability theory. Proc. Inst. Math. Sib. Branch USSR Akad. Sci., 1985, 5, 103-126. (In Russian) PDF
    
    
24. Nagaev S. V.
    On an ergodic theorem for homogenious Markov chains.
    Soviet Math. Dokl., 1982, 25, No 2, 281-284. PDF
    Original Russian Text@ Dokl. Akad. Nauk SSSR, 1982, 263, No 1, 27-30.
    
    
25. Nagaev S. V.
    On large deviation probabilities for the Gaussian distribution in a Banach space.
    Izv. Akad. Nauk UzSSR. Ser. Fiz.-Mat. Nauk, 1981, No 5, 18-21 (In Russian) PDF
    
    
26. Nagaev S. V., Khan L. V.
    Limit theorems for a critical Galton-Watson process with migration.
    Theory Probab. Appl., 1980, 25, No 3, 514-525. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1980, 25, No 3, 523-534.
    
    
27. Nagaev S. V.
    Large deviations of sums of independent random variables.
    Ann. Prob., 1979, 7, No 5, 745-789. PDF
    
    
28. Nagaev S. V.,  Vakhrushev N. V.
    An estimation of probabilities of large deviations for a critical Galton-Watson process.
    Probab. Appl., 1975, 20, No 1, 179-180. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1975, 20, No 1, 181-182.
    
    
29. Nagaev S. V.
    Transient phenomena for age-dependent discrete-time branching processes with discrete time.
    Sib.  Math. J., 1974,  15, No 2, 261-281.  PDF; No 3, 408-415.  PDF 
    Original Russian Text@Sib. Mat. Zh., 1974, 15, No 2, 368-394; No 3, 570-579.
    
    
30. Nagaev S. V.
    Large deviations for sums of independent random variables.
    Trans. Sixth Prague Conf. Inform. Theory. Statist. Decision Functions. Random Processes, Prague, 1973, 657-674. PDF
    
    
31. Nagaev S. V.,  Rotar V. I.
    On strengthening of Ljapunov type estimates (the case when the distribution of summands is close to the normal distribution.)
    Theory Probab. Appl., 1973, 18, No 1, 107-119. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1973, 18, No 1, 109-121.
    
    
32. Nagaev S. V.
    On necessary and sufficient conditions for the strong law of large numbers.
    Theory Probab. Appl., 1972, 17, No 4, 573-581. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 1972, 17, No 4, 609-618.
    
    
33. Fuk D. Kh. and Nagaev S. V.
    Probability inequalities for sums of independent random variables.
    Theory Probab. Appl., 1971, 16, No 4, 643-660 PDF (letter to editor: 1976, 21, No 4, 875 PDF).Original Russian Text@ Teor. Verojatn. i Primen., 1971, 16, No 4, 660-675 (letter to editor: 1976, 21, No 4, 896.)
    
    
34. Nagaev S. V.
    An estimate for the convergence rate for the absorption probability.
    Theory Probab. Appl., 1971, 16, No 1, 147-154. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1971, 16, No 1, 140-148.
    
    
35. Nagaev S. V.
    Asymptotic expansions for the distribution of the maximum of sums of independent identically distributed variables.  -  Sib.  Math. J., 1970,  11, No 2, 288-309. PDF
    Original Russian Text@ Sib. Mat. Zh.,1970,  11, No 2, 381-406.  PDF
    
    
36. Nagaev S. V.
    On the speed of convergence of the distribution of the maximum sum of independent
    random variables.
    Theory Probab. Appl., 1970, 15, No 2, 309-314. PDF
    Original Russian Text@Teor. Verojatn. i Primen., 1970, 15, No 2, 320-326.
    
    
37. Nagaev S. V.
    On the speed of convergence in a boundary problem. I.
    Theory Probab. Appl., 1970, 15, No 2, 163-186, No 3, 403-429. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1970, 15, No 2, 179-199, PDF; No 3, 419-441.
    
    
38. Nagaev S. V.
    Estimating the rate of convergence for the distribution of the maximum sums of independent
    random quantities.
    Sib. Math. J., 1969, 10, No 3, 443-458. PDF
    Original Russian Text@ Sib. Mat. Zh., 1969, 10, No 3, 614-633.
    
    
39. Nagaev S. V.
    Some renewal theorems.
    Theory Probab. Appl., 1968, 13, No 4, 547-563
    (letter to editor: 1969, 14, No 4, 726). PDF-1, PDF-2
    Original Russian Text@ Teor. Verojatn. i Primen., 1968, 13, No 4, 585-601
    (letter to editor: 1969, 14, No 4, 759).
    
    
40. Nagaev S. V.
    Some limit theorems for large deviations.
    Theory Probab. Appl., 1965, 10, No 2, 214-235. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1965, 10, No 2, 231-254.
    
    
41. Nagaev S. V.
    Ergodic theorems for discrete-time Markov processes.
    Sib. Mat. Zh., 1965, 6, No 2, 413-432. (In Russian) PDF
    
    
42. Nagaev S. V.  
    A central limit theorem for discrete-time Markov processes. 
    Selected Translations in Math. Stat. and Probab., 1968,  7, 156-164.  PDF
    Original Russian Text@Izv. Akad. Nauk UzSSR, Ser. Fiz-Mat. Nauk, 1962, No 2, 12-20.
    
    
43. Nagaev S. V.
    More exact statements of limit theorems for homogenious Markov chains.
    Theory Probab. Appl., 1961, 6, No 1, 62-81. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1961, 6, No 1, 67-86.
    
    
44. Nagaev S. V.
    Some limit theorems for stationary Markov chains.
    Theory Probab. Appl., 1957, 2, No 4, 378-406. PDF
    Original Russian Text@ Teor. Verojatn. i Primen., 1957. 2, No 4, 389-416.

Languages

Russian, English

Degrees and awards obtained

1967, Professor in Probability Theory and Mathematical Statistics, Novosibirsk State University.
1963, Doctor of Sciences, Institute for Mathematics of the UzSSR Acad. Sci., Tashkent.
1958, Ph. D. in Math., Tashkent State University, Tashkent, UzSSR

Education

1955-1958, Post Graduate Student at Chair of Probability Theory and Math. Statistics, Tashkent State University, Tashkent, UzSSR.
1950-1955, Student at Mathematical Department at the Tashkent State University, Tashkent, UzSSR.

Professional experiences

Sobolev Institute of Mathematics, Novosibirsk, Russia

1964 - present time, Top-level Research Fellow.

Institute of Mathematics of the UzSSR Academy of Sciences, Tashkent

1959-1964, Research Fellow.

Novosibirsk State University, Novosibirsk, Russia

1964-1977, Professor of Chair of Probability Theory and Mathematical Statistics, Novosibirsk State University, Novosibirsk, USSR.

Tashkent State University, Tashkent, UzSSR

1955-58, Assistant Professor of Chair of Probability Theory and Math. Statistics, Tashkent State University, Tashkent, UzSSR.

Ph.D. Students

Sc.D.
1. V. Topchii 1990
2. V. Chebotarev 2002

Ph.D.
1. R. Mukhamedkhanova 1966
2. Dao Kha Fuc 1970
3. S. Sakojan 1980
4. L. Khan 1981
5. I. Pinelis 1982
6. N. Gizbrecht 1985
7. A. Karpenko 1990
8. V. Vachtel’ 2003