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)
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.
Boundary Crossing Problems for Random Walks and Stochastic Processes,
Factorization Methods, Limit Theorems and Asymptotic Expansions for
Distributions of Boundary Functionals;
Lotov V.I. Limit properties of concentration functions. Theor. Probability and Math. Statist., 1976, v.10, 111-117.
English
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
Lotov V.I. Asymptotic expansions in two-sided boundary crossing problems for random walks. Candidate Thesis, Steklov Mathematical Institute, Moscow, 1977, 90 pages.
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
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
Lotov V.I., Khodjibaev V.R. On the ruin probability. Izvestia: Academy of Sci., Uzbekistan, 1980, v.3, 28-34 (Russian)
Russian
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
Lotov V.I., Khodjibaev V.R. Asymptotic expansions in a boundary problem. Siberian Math. J., 1985, v. 25, No.5, 758-764.
Russian
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
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
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
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.
Lotov V.I. Asymptotic expansions for a sequential likelihood ratio test. Theory Probab. Appl. , 1987, v.32, No.1, 57-67.
English, Russian
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
Lotov V.I. Accuracy of approximation in the Wald sequential test. Theory Probab. Appl., 1988, v.33, No.2, 276-285.
English, Russian
Lotov V.I. An Approach to Problems with Two Boundaries. Control of Random Processes. Nauka, Moscow (Russian), 1989, 117-121.
Russian
Lotov V.I. Limit theorems in two-sided boundary crossing problems for random walks. Doctor thesis. Steklov Math. Institute, Moscow, 1989, 260 pages.
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
Lotov V.I. On the random walks in a strip. Theory Probab. Appl., 1991, v.36, No.1, 165-170.
English, Russian
Lotov V.I. On the approximation of the ruin probability with exponential accuracy. Siberian Math. J., 1991, v.32, No.4, 588-591.
Russian
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
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
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
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
Lotov V.I. On some boundary crossing problems for Gaussian random walks. The Annals of Probability, 1996, v.24, No.4, 2154-2171.
English
Lotov V.I. On oscillating random walks. Siberian Math. J., 1996, v.37, No.4, 764-774.
English, Russian
Irle A., Lotov V.I. A bound on the expected overshoot for concave boundaries. Metrika, 1997, No.46, 253-267.
English
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
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
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
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
Irle A., Lotov V.I. On the error probabilities of the truncated SPRT. Statistical Methods, 2002, v.4, 1-10.
English
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
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
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
Irle A., Lotov V.I. A nonsymmetric test. Metrika, 2004, v. 59, No. 2, 137-146.
English
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
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
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
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
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
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
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
V. I. Lotov. On the Asymptotics of Weighted Renewal Function. Journal of Mathematical Sciences, 2013, V.188, No.4, 435-440.Russian
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
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
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.
V. I. Lotov. On the Asymptotics of the Ruin Probability. Theory Probab. Appl. , 2015, Vol.59, No.1, pp. 154-163.
Lotov V.I. On the asymptotics of the distribution of excess. Siberian Electronic Mathematical Reports, 2015, Vol.12, pp. 292-299
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.
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.