| Nagaev Sergey Victorovich
|
|
| Professor
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| Doctor of physico-mathematical sciences (1963)
|
Speciality:
01.01.05 (Probability theory and mathematical statistics)
Phone: +7 (383) 333 25 97
Fax: +7 (383) 333 25 98
E-mail: ;
Website: https://math.nsc.ru/LBRT/g1/nagaev/engl.htm
Keywords: Markov chains; central limit theorem; branching processes; probability and moment inequalities; concentration functions; self-normalized statistics; distributions in linear spaces.
UDC: 517.98,
519.214,
519.217,
519.218, 519.224,
519.2, 501.574,
519.214.4,
519.21
MSC: 60Е12,
60F05,
60F10,
60Е15,
60J05,
60J10,
60J80,
60J85
Subject: Markov chains.
Large deviations.
Probability inequalities.
Boundary problems.
Branching processes.
Infinite-dimensional distributions.
Martingales.
Main publications: - S. V. Nagaev, “The Central Limit Theorem for Markov Chains with General State Space”, Siberian Advances in Mathematics, 28 (2018), 265–302.
- S. V. Nagaev, “The spectral method and the central limit theorem for general Markov chains”, Izv. Math., 81:6 (2017), 1168–1211.
- S. V. Nagaev, “The spectral method and ergodic theorems for general Markov chains”, Izv. Math., 79:2 (2015), 311–345.
- D. H. Fuc, S. V. Nagaev, “Probability inequalities for sums of independent random variables”, Theory Probab. Appl., 16:4 (1971), 643–660.
Recent publications
© , 2024
