Research
Research Experience: Sobolev Institute of Mathematics (Novosibirsk, RUSSIA), senior scientific researcher, 1988-2016
Fields of Interest: Probability Theory; Stochastic Networks; Statistics
- stochastic processes
- Markov chains
- large deviation theorems
- heavy tails phenomena
- limit theorems
- Lamperti's problem
- M.S. thesis "Transition phenomena for Markov chains and their applications"
- PhD thesis "Transition phenomena for real-valued Markov chains"
- DSc thesis "Large deviation probabilities for asymptotically space homogeneous stable Markov chains"