Vladimir Lotov

Personal Data Research and Professional Experience Teaching Experience Ph.D. Students Main Scientific Interests Publications Lectures

Personal Data

• Birth: June 28, 1949.
• Doctor of Science (1989) Steklov Mathematical Institute, Moscow. (Limit Theorems in Two-sided Boundary Crossing Problems for Random Walks)
  
• Candidate of Science (PhD) (1977), Steklov Mathematical Institute, Moscow. (Asymptotic Expansions in Two-sided Boundary Crossing Problems for Random Walks: with B.A.Rogozin)
  
• M.Sc. (1971), Novosibirsk State University. (Limit Properties of the Concentration Functions: with B.A.Rogozin)

Research and Professional Experience

• 01/2016-pres Head of Laboratory of Probability and Statistics, Sobolev Institute of Mathematics, Novosibirsk
• 07/09-12/2015 Chief Research Fellow, Sobolev Institute of Mathematics, Novosibirsk
• 11/93-07/09 Leading Researcher, Sobolev Institute of Mathematics, Novosibirsk
• 03/90-11/93 Scientific secretary of the Sobolev Institute of Mathematics, Novosibirsk
• 12/85-03/90 Senior Researcher, Sobolev Institute of Mathematics, Novosibirsk, Russian Academy of Sciences
• 05/201212-pres. Chair at Department of Probability and Statistics, Novosibirsk State University
• 9/92-5/2012 Professor, Novosibirsk State University
• 9/78-8/92 Associate Professor, Novosibirsk State University
• 9/76-8/78 Assistant Professor, Novosibirsk State University
• 1/73-8/76 Graduate Student, Novosibirsk State University

Teaching Experience as Professor at NSU

• Classes at undergraduate level in Probability and Statistics for students in Mathematics, Physics, Economics, Biology and Information Technoogies (for more than 40 years).
• Classes at graduate level in Boundary Crossing Problems for Random Walks, Sequential Analysis at Dept. of Probability and Statistics (for more than 35 years).
• Supervising of more than 55 undergraduate and 4 graduate students.

Ph.D. Students

• V.R. Khodjibaev (1998)
• D.K. Kim (2005)
• N.G. Orlova (2006)
• A.S. Tarasenko (2016)

Main Scientific Interests

• Boundary Crossing Problems for Random Walks and Stochastic Processes, Factorization Methods, Limit Theorems and Asymptotic Expansions for Distributions of Boundary Functionals;
• Sequential Analysis.

List of Main Publications

1. Lotov V.I. Limit properties of concentration functions. Theor. Probability and Math. Statist., 1976, v.10, 111-117. English
2. Lotov V.I. Complete asymptotic expansions in two-boundary problems for random walks. Soviet Math. Dokl., 1977, v.18, No.1, 63-66. English, Russian
3. Lotov V.I. Asymptotic expansions in two-sided boundary crossing problems for random walks. Candidate Thesis, Steklov Mathematical Institute, Moscow, 1977, 90 pages.
4. Lotov V.I. Asymptotic analysis of distributions in problems with two boundaries-1. Theory Prob. Appl. , 1980, v.24, No.3, 480-491. English, Russian
5. Lotov V.I. Asymptotic analysis of distributions in problems with two boundaries-2. Theory Prob. Appl. , 1980, v.24, No.4, 869-876. English, Russian
6. Lotov V.I., Khodjibaev V.R. On the ruin probability. Izvestia: Academy of Sci., Uzbekistan, 1980, v.3, 28-34 (Russian) Russian
7. Lotov V.I. On the asymptotics of distributions connected with the exit of a nondiscrete random walk from an interval. Advances in probability theory: Limit theorems and related problems, 1984, 29-41. Russian
8. Lotov V.I., Khodjibaev V.R. Asymptotic expansions in a boundary problem. Siberian Math. J., 1985, v. 25, No.5, 758-764. Russian
9. Lotov V.I. On the asymptotic behavior of characteristics of the sequential likelihood ratio test. Theory Probab. Appl., 1985, v.30, No.1, 181-186. Russian
10. Lotov V.I. Asymptotic behavior of the distribution of the supremum of successive sums. Math. Notes, 1985, v.38, No.5-6, 876-882. English, Russian
11. Borovkov A.A., Lotov V.I., Sakhanenko A.I. Asymptotics of the coefficients of factorized Eulerian polynomials. Siberian Math. J., 1985, v.26, No.1, 16-22. Russian
12. Lotov V.I., Novikov A.A. Asymptotic expansions in some problems of sequential testing. Proceedings of the First World Congress of the Bernoulli Society, Utrecht, Netherlands: VNU Press, 1987, v.2, 411-420.
13. Lotov V.I. Asymptotic expansions for a sequential likelihood ratio test. Theory Probab. Appl. , 1987, v.32, No.1, 57-67. English, Russian
14. Lotov V.I. On the results of asymptotic analysis for the random walks with two-sided boundary. Lecture Notes Math., 1988, v.1299, 267-273. English
15. Lotov V.I. Accuracy of approximation in the Wald sequential test. Theory Probab. Appl., 1988, v.33, No.2, 276-285. English, Russian
16. Lotov V.I. An Approach to Problems with Two Boundaries. Control of Random Processes. Nauka, Moscow (Russian), 1989, 117-121. Russian
17. Lotov V.I. Limit theorems in two-sided boundary crossing problems for random walks. Doctor thesis. Steklov Math. Institute, Moscow, 1989, 260 pages.
18. Lotov V.I. On the asymptotics of the distributions in two-sided boundary problems for random walks defined on a Markov chain. Siberian Advances in Math., 1991, v.1, No.3, 26-51. English, Russian
19. Lotov V.I. On the random walks in a strip. Theory Probab. Appl., 1991, v.36, No.1, 165-170. English, Russian
20. Lotov V.I. On the approximation of the ruin probability with exponential accuracy. Siberian Math. J., 1991, v.32, No.4, 588-591. Russian
21. Lotov V.I. Asymptotic expansions for the CUSUM procedure in a change point problem. Siberian Advances in Math., 1992, v.2, No.3, 158-172. English
22. Lotov V.I., Khodjibaev V.R. On the number of crossings of a strip for stochastic processes with independent increments. Siberian Advances in Math., 1993, v.3, No.2, 145-152. English
23. Boxma O.J., Lotov V.I. On a class of one-dimensional random walks. Markov Processes and Related Fields, 1996, v.2, No.2, 349-362. English
24. Lotov V.I. On the Wiener-Hopf factorization for a class of random walks. Soviet Math. Doklady, 1996, v.348, No.2, 162-164. Russian
25. Lotov V.I. On some boundary crossing problems for Gaussian random walks. The Annals of Probability, 1996, v.24, No.4, 2154-2171. English
26. Lotov V.I. On oscillating random walks. Siberian Math. J., 1996, v.37, No.4, 764-774. English, Russian
27. Irle A., Lotov V.I. A bound on the expected overshoot for concave boundaries. Metrika, 1997, No.46, 253-267. English
28. Lotov V.I., Khodjibaev V.R. On limit theorems for the first exit time from a strip for stochastic processes. I. Siberian Advances in Math., 1998, v.8, No.3, 90-113. English
29. Lotov V.I., Khodjibaev V.R. On limit theorems for the first exit time from a strip for stochastic processes. II. Siberian Advances in Math., 1998, v.8, No.4, 41-59. English
30. Lotov V.I. Limit theorems in a boundary crossing problems for random walks. Siberian Math. J., 1999, v.40, No.5, 925-937. English, Russian
31. Lotov V.I. On hitting the high level by random walk with delay at origin. Siberian Math. J., 1999, v.40, No.6, 1079-1090. English, Russian
32. Irle A., Lotov V.I. On the error probabilities of the truncated SPRT. Statistical Methods, 2002, v.4, 1-10. English
33. Lotov V.I. Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk. Siberian Math. J., 2002, v.43, No.4, 655-660. English, Russian
34. Lotov V.I., Orlova N.G. On the number of crossings of a strip by sample paths of a random walk. Sbornik: Mathematics, 2003, v.194, No.6, 927-939. English, Russian
35. Lotov V.I., Kim D.K. Oscillating random walks with two levels of switching. Siberian Advances in Math., 2004, v.14, No.1, 7-46. English, Russian
36. Irle A., Lotov V.I. A nonsymmetric test. Metrika, 2004, v. 59, No. 2, 137-146. English
37. Lotov V.I., Orlova N.G. Asymptotic expansions for the distribution of the number of crossings of a strip by sample paths of a random walk. Siberian Math. J., 2004, v.45, No.4, 680-698. English, Russian
38. Kim D.K., Lotov V.I. Asymptotics of the stationary distribution of the oscillating random walk. Siberian Math. J., 2004, v.45, No.5, 915-930. English, Russian
39. Lotov V. I., Orlova N.G. Factorization representations in the boundary crossing problems for random walks on a Markov chain. Siberian Math. J., 2005, v.46, No.4, 661-667. English, Russian
40. Lotov V. I., Orlova N.G. Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk. Siberian Math. J., 2006, v.47, No.6, 1066-1083. English, Russian
41. Lotov V.I. On the mean value of the ladder epoch for random walks with a small drift. Izvestiya: Mathematics, 2006, v.70, No.6, 1225-1232. English, Russian
42. V.I. Lotov. Factorization identities for the sojourn time of a random walk in a strip. Siberian Math. J. , 2010, V.51, No.1, 119-127. English, Russian
43. V.I. Lotov. On the sojourn time of a random walk in a strip. Siberian Math. J. , 2010, V.51, No.4, 621-638. English, Russian
44. V. I. Lotov. On the Asymptotics of Weighted Renewal Function. Journal of Mathematical Sciences, 2013, V.188, No.4, 435-440.Russian
45. V.I. Lotov. On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk. Siberian Math. J., 2013, V.54, No.2, 265-270.English, Russian
46. Lotov V. I., Tarasenko A.S. On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem. Siberian Advances in Mathematics , 2013, v.23, No.2, 91-98. English, Russian
47. V. I. Lotov. Asymptotic Expansions for the Distribution of the Sojourn Time of a Random Walk on a Half-Axis. Proceedings of the Steklov Institute of Mathematics, 2013, Vol. 282, 146–156.
48. V. I. Lotov. On the Asymptotics of the Ruin Probability. Theory Probab. Appl. , 2015, Vol.59, No.1, pp. 154-163.
49. Lotov V.I. On the asymptotics of the distribution of excess. Siberian Electronic Mathematical Reports, 2015, Vol.12, pp. 292-299
50. V.I. Lotov and A.S. Tarasenko. On the asymptotics of the mean sojourn time of a random walk on a semi-axis. Izvestiya: Mathematics, 2015, V.79, N.3, pp.449-466.
51. V.I. Lotov. Approximation of the expectation of the first exit time from an interval for a random walk. Siberian Mathematical Journal, 2016, Vol. 57, No. 1, pp. 86–92.

Lectures

• Lotov V.I. Probability and Statistics (in Russian). Novosibirsk State University, 2011. Russian
• Lotov V.I. Lectures on Probability Theory(in Russian). Novosibirsk State University, 2013. Russian