Noncommutative probability, quantum information and statistical decision theory, mathematical statistics of random processes.
Mathematical theory of quantum communication channels was developed, coding theorems of quantum information theory were established, noncommutative statistical decision theory was constructed, the structure of quantum Markov processes was investigated.
Main publications:
A. S. Holevo, Studies in general theory of statistical decisions, Proc. Steklov Math. Inst., 124, 1978
A. S. Holevo, Probabilistic and statistical aspects of quantum theory, North Holland, 1982
A. S. Holevo, Statistical structure of quantum theory, Lect. Notes Phys., 67, Springer, 2001
A. S. Holevo, Quantum systems, channels, information, DeGruyter, 2012