Vladimir Lotov

Personal Data Research and Professional Experience Teaching Experience Main Scientific Interests Administrative Duties Publications Conference Presentations Research Awards

Personal Data

• Birth: June 28, 1949, Semipalatinsk, USSR.
• Family status: Married, 2 children.
• Education: D.D. (Doctor of Science, or Research Doctorate; 1989), Steklov Mathematical Institute, Moscow, Russia. (Limit Theorems in Two-sided Boundary Crossing Problems for Random Walks)
  Ph.D. (1977), Steklov Mathematical Institute, Moscow, Russia. (Asymptotic Expansions in Two-sided Boundary Crossing Problems for Random Walks: with B.A.Rogozin)
  M.Sc. (1971), Novosibirsk State University, Russia. (Limit Properties of the Concentration Functions: with B.A.Rogozin)

Research and Professional Experience

• 11/93-pres Leading Researcher, Sobolev Institute of Mathematics, Novosibirsk, Russian Academy of Sciences
• 03/90-11/93 Scientific secretary of the Sobolev Institute of Mathematics, Novosibirsk, Russian Academy of Sciences
• 12/85-03/90 Senior Researcher, Sobolev Institute of Mathematics, Novosibirsk, Russian Academy of Sciences
• 9/92-pres. Professor, Novosibirsk State University
• 9/78-8/92 Associate Professor, Novosibirsk State University
• 9/76-8/78 Assistant Professor, Novosibirsk State University
• 1/73-8/76 Graduate Student, Novosibirsk State University

Teaching Experience as Professor at NSU

• Classes at undergraduate level in Probability and Statistics for students in Mathematics, Physics, Economics, Biology and Information Technoogies (for more than 30 years).
• Classes at graduate level in Boundary Crossing Problems for Random Walks, Sequential Analysis at Dept. of Probability and Mathematical Statistics (for more than 25 years).
• Supervising of more than 35 undergraduate and 4 graduate students.

Main Scientific Interests

• Boundary Crossing Problems for Random Walks, Factorization Methods, Limit Theorems and Asymptotic Expansions for Distributions of Boundary Functionals;
• Sequential Analysis.

Administrative Duties

• Deputy Chair at Department of Mathematics, Novosibirsk State University (1976-79);
• Deputy Chair at Department of Probability and Statistics, Novosibirsk State University (1992-pres.);
• Scientific Secretary of the Sobolev Institute of Mathematics (1990-93)
• Acting Head of the Laboratory of Probability and Statistics, Sobolev Institute of Mathematics (2003-pres.).

List of Main and Recent Publications

1. Lotov V.I. Limit properties of concentration functions. Theor. Probability and Math. Statist., 1976, v.10, 111-117. English
2. Lotov V.I. Complete asymptotic expansions in two-boundary problems for random walks. Soviet Math. Dokl., 1977, v.18, No.1, 63-66. English, русский
3. Lotov V.I. Asymptotic expansions in two-sided boundary crossing problems for random walks. Candidate Thesis, Steklov Mathematical Institute, Moscow, 1977, 90 pages.
4. Lotov V.I. Asymptotic analysis of distributions in problems with two boundaries-1. Theory Prob. Appl. , 1980, v.24, No.3, 480-491. English, русский
5. Lotov V.I. Asymptotic analysis of distributions in problems with two boundaries-2. Theory Prob. Appl. , 1980, v.24, No.4, 869-876. English, русский
6. Lotov V.I., Khodjibaev V.R. On the ruin probability. Izvestia: Academy of Sci., Uzbekistan, 1980, v.3, 28-34 (Russian) Русский
7. Lotov V.I. On the asymptotics of distributions connected with the exit of a nondiscrete random walk from an interval. Advances in probability theory: Limit theorems and related problems, 1984, 29-41. Русский
8. Lotov V.I., Khodjibaev V.R. Asymptotic expansions in a boundary problem. Siberian Math. J., 1985, v. 25, No.5, 758-764. Русский
9. Lotov V.I. On the asymptotic behavior of characteristics of the sequential likelihood ratio test. Theory Probab. Appl., 1985, v.30, No.1, 181-186. Русский
10. Lotov V.I. Asymptotic behavior of the distribution of the supremum of successive sums. Math. Notes, 1985, v.38, No.5-6, 876-882. English, русский
11. Borovkov A.A., Lotov V.I., Sakhanenko A.I. Asymptotics of the coefficients of factorized Eulerian polynomials. Siberian Math. J., 1985, v.26, No.1, 16-22. Русский
12. Lotov V.I., Novikov A.A. Asymptotic expansions in some problems of sequential testing. Proceedings of the First World Congress of the Bernoulli Society, Utrecht, Netherlands: VNU Press, 1987, v.2, 411-420.
13. Lotov V.I. Asymptotic expansions for a sequential likelihood ratio test. Theory Probab. Appl. , 1987, v.32, No.1, 57-67. English, русский
14. Lotov V.I. On the results of asymptotic analysis for the random walks with two-sided boundary. Lecture Notes Math., 1988, v.1299, 267-273. English
15. Lotov V.I. Accuracy of approximation in the Wald sequential test. Theory Probab. Appl., 1988, v.33, No.2, 276-285. English, русский
16. Lotov V.I. An Approach to Problems with Two Boundaries. Control of Random Processes. Nauka, Moscow (Russian), 1989, 117-121. Русский
17. Lotov V.I. Limit theorems in two-sided boundary crossing problems for random walks. Doctor thesis. Steklov Math. Institute, Moscow, 1989, 260 pages.
18. Lotov V.I. On the asymptotics of the distributions in two-sided boundary problems for random walks defined on a Markov chain. Siberian Advances in Math., 1991, v.1, No.3, 26-51. English, русский
19. Lotov V.I. On the random walks in a strip. Theory Probab. Appl., 1991, v.36, No.1, 165-170. English, русский
20. Lotov V.I. On the approximation of the ruin probability with exponential accuracy. Siberian Math. J., 1991, v.32, No.4, 588-591. Русский
21. Lotov V.I. Asymptotic expansions for the CUSUM procedure in a change point problem. Siberian Advances in Math., 1992, v.2, No.3, 158-172. English
22. Lotov V.I., Khodjibaev V.R. On the number of crossings of a strip for stochastic processes with independent increments. Siberian Advances in Math., 1993, v.3, No.2, 145-152. English
23. Boxma O.J., Lotov V.I. On a class of one-dimensional random walks. Markov Processes and Related Fields, 1996, v.2, No.2, 349-362. English
24. Lotov V.I. On the Wiener-Hopf factorization for a class of random walks. Soviet Math. Doklady, 1996, v.348, No.2, 162-164. Русский
25. Lotov V.I. On some boundary crossing problems for Gaussian random walks. The Annals of Probability, 1996, v.24, No.4, 2154-2171. English
26. Lotov V.I. On oscillating random walks. Siberian Math. J., 1996, v.37, No.4, 764-774. English, русский
27. Irle A., Lotov V.I. A bound on the expected overshoot for concave boundaries. Metrika, 1997, No.46, 253-267. English
28. Lotov V.I., Khodjibaev V.R. On limit theorems for the first exit time from a strip for stochastic processes. I. Siberian Advances in Math., 1998, v.8, No.3, 90-113. English
29. Lotov V.I., Khodjibaev V.R. On limit theorems for the first exit time from a strip for stochastic processes. II. Siberian Advances in Math., 1998, v.8, No.4, 41-59. English
30. Lotov V.I. Limit theorems in a boundary crossing problems for random walks. Siberian Math. J., 1999, v.40, No.5, 925-937. English, русский
31. Lotov V.I. On hitting the high level by random walk with delay at origin. Siberian Math. J., 1999, v.40, No.6, 1079-1090. English, русский
32. Irle A., Lotov V.I. On the error probabilities of the truncated SPRT. Statistical Methods, 2002, v.4, 1-10. English
33. Lotov V.I. Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk. Siberian Math. J., 2002, v.43, No.4, 655-660. English, русский
34. Lotov V.I., Orlova N.G. On the number of crossings of a strip by sample paths of a random walk. Sbornik: Mathematics, 2003, v.194, No.6, 927-939. English, русский
35. Lotov V.I., Kim D.K. Oscillating random walks with two levels of switching. Siberian Advances in Math., 2004, v.14, No.1, 7-46. English, русский
36. Irle A., Lotov V.I. A nonsymmetric test. Metrika, 2004, v. 59, No. 2, 137-146. English
37. Lotov V.I., Orlova N.G. Asymptotic expansions for the distribution of the number of crossings of a strip by sample paths of a random walk. Siberian Math. J., 2004, v.45, No.4, 680-698. English, русский
38. Kim D.K., Lotov V.I. Asymptotics of the stationary distribution of the oscillating random walk. Siberian Math. J., 2004, v.45, No.5, 915-930. English, русский
39. Lotov V. I., Orlova N.G. Factorization representations in the boundary crossing problems for random walks on a Markov chain. Siberian Math. J., 2005, v.46, No.4, 661-667. English, русский
40. Lotov V. I., Orlova N.G. Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk. Siberian Math. J., 2006, v.47, No.6, 1066-1083. English, русский
41. Lotov V.I. On the mean value of the ladder epoch for random walks with a small drift. Izvestiya: Mathematics, 2006, v.70, No.6, 1225-1232. English, русский