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, 146пїЅ156.
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. 86пїЅ92.
52. V.I. Lotov and A. P. L’vov. Bounds for the Number of Crossings of a Strip by Random Walk Paths. J. Math. Sci., 2018, V. 230, No.1, p. 112-117.
53. V. I. Lotov, E. M. Okhapkina. Stationary distribution of a stochastic process. J. Math. Sci., 2018, Vol. 231, No. 2, p. 218-226.
54. Lotov V.I. On the Moment Characteristics of Ladder Variables. J. Math. Sci., 2020, V. 246, No. 6, p.793-799.
55. Лотов В.И. О случайном блуждании с переключениями. Сиб. электр. матем. известия, 2018, т. 15, с. 1320–1331.
56. Lotov, V. I. Bounds for the probability to leave the interval. Statistics and Probability Letters, 2019, V. 145, p. 141-146.
57. В.И. Лотов. О распределении максимума траектории случайного блуждания с переключениями. Сиб. электр. матем. известия, 2019, т. 16, с. 998–1004.
58. В.И. Лотов. О свойствах факторизационных операторов в граничных задачах для случайных блужданий. Известия РАН. Серия матем., 2019, т.83, №5, с.149–166.
59. Lotov V.I. Factorization method in boundary crossing problems for random walks. Markov Processes And Related Fields, 2019, v.25, No.4, p.709-722.
60. В.И. Лотов, В.Р. Ходжибаев. О случайном процессе с переключениями. Сиб. электр. матем. известия, 2019, т. 16, с. 1531–1546.
61. В.И. Лотов. О некоторых неравенствах в граничных задачах для случайных блужданий. Сиб. электр. матем. известия, 2020, т. 17, с. 661–671.
62. В.И. Лотов, В.Р. Ходжибаев. О распределении максимума траектории случайного процесса с переключениями. Сиб. электр. матем. известия, 2020, т. 17, с. 807-813.
63. В.И. Лотов, В.Р. Ходжибаев. Неравенства в задаче с двумя границами для случайных процессов. Сибирский математический журнал, 2021, т. 62, № 3, с. 563–571.
64. Лотов В.И. Неравенства для среднего времени выхода случайного блуждания из интервала. Известия РАН. Серия матем., 2021, т. 85, вып. 4, с. 137–146.
65. В.И. Лотов, В.Р. Ходжибаев. Неравенства для среднего значения момента первого выхода из полосы для процесса Леви. Сибирские электронные математические известия, 2022, т. 19, №2, с. 852–860.
66. В.И. Лотов. О точных формулах в некоторых граничных задачах для целочисленных случайных блужданий. Известия РАН. Серия матем, 2023, т. 87, вып. 1, с. 49–64.
67. В.И. Лотов. О свойствах граничных функционалов для случайного блуждания с устойчивыми распределениями скачков. Сибирские электронные математические известия, 2023, т. 20, №1, с. 455-464.
68. В.И. Лотов. О времени первого достижения уровня для процесса возрастания- убывания. Сибирский журнал индустриальной математики, 2023, т. 26, № 3, с. 86–94.
69. В.И. Лотов, А.С. Тарасенко. Исследование характеристик процедуры кумулятивных сумм в задаче скорейшего обнаружения разладки. Сибирские электронные математические известия, 2023г., т. 20, №2, с. 987-1000.
70. В. И. Лотов, В. Р. Ходжибаев. О распределении числа пересечений полосы траекториями случайного процесса с независимыми приращениями. Сибирские электронные математические известия, 2023, т. 20, №2, с. 1013-1025.

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