Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
28.06.1949
E-mail: Website: https://www.math.nsc.ru/LBRT/v1/lotov/lotov.html Keywords: random walks with two barriers; asymptotic analysis in boundary crossing problems for random walks; sequential analysis; change point problem.
Main publications:
Lotov V. I. Asymptotic expansions for the CUSUM procedure in a change point problem // Siberian Advances in Mathematics, v. 2 (1992), no. 3, p. 158–172.
Lotov V. I. On some boundary crossing problems for Gaussian random walks // The Annals of Probability, 1996, v. 24, no. 4, p. 2154–2171.