Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
20.02.1941
E-mail: Keywords: limit theorems; Markovian and branching random processes; random permutations; statistical control of quality; statistical problems of discrete mathematics.
Subject:
The rate of convergence in multivariate central limit theorem is investigated for homogeneous Markovian chain with arbitrary set of states. Limit theorems on asymptotical behaviours of branching random processes with state-dependent immigration are proved. Properties of distributions of numerical characteristics of random permutations are established and asymptotic normality sets for these distributions are found. Explicit formulas for optimal plans of continuous sampling control are obtained and asymptotics of optimal sample volumes are indicated. The modified variant of Stein–Tikhomirov method is developed. With the help of this method non-classical limit theorems for sums of independent triangular arrays of random variables are proved.
Main publications:
Formanov Sh. K., Mirvaliev M. Grneralized chi-square Statistics for embedded samples // MMR'2000. Second International Conference on Mathematical Methods in Reliability. Methodology, Practise and Inference, v. 1, p. 405–409.
