Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 18.02.1983
Phone: +7 (495) 939-53-94, +7 (495) 930-41-18
E-mail:
Website: https://cs.msu.ru/persons/168
Keywords: central limit theorem, sum of independent random variables, normal approximation, Poisson random sum, convergence rate estimate, asymprorically exact constant, risk process, smoothing, Fourier--Stiltjes transform.

Subject:

Convergence rate estimates in the central limit theorem for sums of independent random variables, analytical methods of probability

Main publications:

1. I. Shevtsova, “On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications”, Journal of Mathematical Analysis and Applications, 418 (2014), 185–210  
2. I. G. Shevtsova, “O tochnosti normalnoi approksimatsii dlya obobschennykh puassonovskikh raspredelenii”, TVP, 58:1 (2013), 152–176    
3. Irina Shevtsova, “Moment-type estimates with asymptotically optimal structure for the accuracy of the normal approximation”, Annales Mathematicae et Informaticae, 39 (2012), 241–307  
4. I. G. Shevtsova, “Momentnye otsenki tochnosti normalnoi approksimatsii s utochnennoi strukturoi dlya summ nezavisimykh simmetrichnykh sluchainykh velichin”, TVP, 57:3 (2012), 499–532    ; Theory Probab. Appl., 57:3 (2013), 468–496    
5. I. G. Shevtsova, “Ob asimptoticheski pravilnykh postoyannykh v neravenstve Berri–Esseena–Katsa”, TVP, 55:2 (2010), 271–304    ; Theory Probab. Appl., 55:2 (2011), 225–252    
6. V. Korolev, I. Shevtsova, “An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums”, Scandinavian Actuarial Journal, 2012:2 (2012), 81–105  

Publications in Math-Net.Ru

Presentations in Math-Net.Ru

Personal pages:

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Organisations:

• Institute of Informatics Problems of the Russian Academy of Sciences
• Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics