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Probability and Statistics
Investigations in Probability and Statistics
are carried out mainly in the laboratory
of the same name. The Laboratory was founded in 1961 by Academician of
RAS A. A. Borovkov,
head and organizer of probabilistic school which is well known in the
scientific world. At present, doctors of sciences I. S. Borisov,
V. I. Lotov, A. A. Mogul’skii,
A. I. Sakhanenko, S. A. Utev, S. G. Foss,
V. V. Yurinsky and candidates of sciences (Ph. D.) D. A. Korshunov
and M. S. Sgibnev work in the Laboratory. Almost all of them
were brought up by Siberian school. Among specialists from other laboratories
of the Institute who carry on investigations in Probability and Statistics
we can note doctor of sciences S. V. Nagaev, candidate of sciences
L. Ya. Savel’ev, and also researchers from the Omsk Branch of
the Institute doctors of sciences B. A. Rogozin and V. A. Topchii.
Investigations in the field of Probability and Statistics are carried
out at the Institute in the following main directions:
- limit theorems and their refinements, including convergence in infinite-dimensional
spaces;
- study of probabilities of large deviations;
- boundary problems for random walks and their applications;
- asymptotic methods of mathematical statistics;
- ergodicity and stability of stochastic processes;
- study of branching processes;
- mathematical models of (tele)communication networks and queueing systems.
In each of the above directions, profound results were obtained, as a
rule, leaving behind the corresponding investigations in other countries.
A. A. Borovkov is the author of 8 monographs and textbooks;
most of these books were translated and published abroad. He was awarded
the USSR State Prize in 1979 for a series of works on asymptotic methods
of probability theory. Researchers of the Laboratory of Probability and
Statistics published over 500 works in home and foreign scientific journals
during the last 25 years. Among the awards of the collective there are
diplomas of winners of competitions of fundamental scientific works of
Siberian Branch of RAS. All members of the collective regularly participate
in international scientific conferences, often as members of program committees
and invited speakers, go abroad by invitations for joint scientific work
in the frames of various projects. There exists permanently supported
co-operation with probabilistic scientific collectives of Moscow, Saint
Petersburg, Kiev, Tashkent, Omsk, and other cities.
A specialized scientific council on defending doctor theses on speciality
“Probability and Statistics” works at the Institute. Researchers of the
Laboratory are members of editorial boards of many Russian and foreign
mathematical journals.
A scientific seminar on Probability and Statistics is regularly held
in the Laboratory (weekly, on Thursdays at 9-30 a.m. in room 417 of the
Institute); over 1200 sessions were held from the moment of its origination.
The collective headed by A. A. Borovkov forms at the same time
the basis of the Chair of Probability
and Statistics of Novosibirsk State University,
ensuring reading of basic and elective courses on the speciality, conducting
of seminars, supervision over undergraduates, magisters, postgraduates,
and aspirants for scientific degrees. Over 200 specialists of highest
qualification in the field of Probability and Statistics were trained
at the Chair in the period of its work.
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