Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
21.09.1946
Phone: +420776692594
E-mail: Website: https://www.pdmi.ras.ru/~lev Keywords: probability,
statistics,
biostatistics,
bioinformatics,
finance,
characterization of probability distributions,
statistical estimation theory,
probability distances,
integral and functional equations for haracterizations,
limit theorems,
heavytailed distributions,
applications to finance,
applications to biology.
UDC: 519.2, 517.91/.93, 517.968, 519.21, 519.281, 621.391.1
MSC: 60-XX, 62-XX, 39-XX, 45-XX, 92-XX
Subject:
The main specialization is probability theory and statistics and their applications to biology, medicine, economics and ensurance.
A number of papers and a monograph were devoted to the description of loss-function satisfying to the condition of comleteness of classes of natural estimators. There was proposed the method of intensively monotone operators to prove the uniqueness of a solution of a wide class of characterization problems of statisitics. There was constructed a stochastic model of latent time distributions for radiation carcinogenesis. There was given an explanation of computer tomography paradox. Some methods of recovering of a measure from a finite set of the values of its Radon transform were proposed. There were proposed some models for pre-limit approximation of sums of random variables. There are introduced analogues of stable law for the case of sums of a random number of random variables, and for the case of discrete variables
Main publications:
Khalfin L. A., Klebanov L. B. A solution of the computer tomography paradox and estimating the distances between the densities of measures with the same marginals // The Annals of Probability, 1994, vol. 22, no. 4, 2235–2241.
Klebanov L. B., Rachev S. T. Sums of a random number of random variables an their approximations with $\nu$-accompanying infinitely divisible laws // Serdica Math. J., v. 22, no. 4, 1996, 471–496.
Klebanov L. B., Rachev S. T., Yakovlev A. Yu. A stochastic model of radiation carcinogenesis: latent time distributions and their properties // Mathematical Biosciences, 1993, v. 113, 51–75.
Klebanov L. B., Rachev S. T. Computer tomography and quantum mechanics // Advances in Applied Probability, v. 29, no. 3, 1997, 595–606.
