IM SB RAS
S. L. Sobolev IM SB RAS. 2003 ã.
 
Main fields of research 


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.

© 2004, Sobolev Institute of Mathematics of the SB RAS, Novosibirsk
     Omsk Branch of the Institute