Speciality:
01.01.05 (Probability theory and mathematical statistics)
E-mail: Keywords: Approximation of random elements; characteristic functions; distributions of sums of independent random variables; limit theorems.
UDC: 519.21
Subject:
Characteristic functions and generalized Levy-Khinchine formulas.
Convergence, relative and stochastic compactness of sequences of distributions.
Infinitely divisible and rationally (quasi-)infinitely divisible distributions.
Decompositions of probability laws.
Approximation of random processes and fields.
Main publications:
I. A. Alexeev, A. A. Khartov, “A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws”, Electronic Journal of Probability, 28 (2023), 1–17https://doi.org/10.1214/23-EJP1032
I. A. Alexeev, A. A. Khartov, “Spectral representations of characteristic functions of discrete probability laws”, Bernoulli, 29:2 (2023), 1392–1409https://doi.org/10.3150/22-BEJ1503
A. A. Khartov, “Criteria of relative and stochastic compactness for distributions of sums of independent random variables”, Theory Probab. Appl., 63:1 (2018), 57–71