01.01.05 (Probability theory and mathematical statistics)
Birth date:
19.02.1937
Keywords:
continuous semi-Markov processes,
first exit time,
Markov property,
time change,
curvelinear integral,
stochastic integral,
weak convergence of measures,
absolute continuity of measures.
Subject:
The problem of non-standard discription of random processes in a metric space with the help of the first exit times and positions from open sets. The problem of determination and discription of properties of semi-Markov processes of a general type. Connection of such a class with the Markov processes. The problem of representation of such a process in the form of a Markov process, transformed by a time change. Semi-Markov processes of a diffusion type. Absolute continuity of measures in the class of such processes.
Biography
I graduated from Leningrad Institute of Precise Mechanics and Optics in 1960. In 1962–1965 I was a post graduate student at Leningrad Branch of Mathematical Institute by V. A. Steklov, RAS. Ph.D. thesis was defended in 1965. D.Sci. thesis was defended in 1984. A list of my works contains more than 100 titles. Since 1992 I am a head of Laboratory of Reliability Analysis Methods at Institute of Problems of Mechanical Engineering, RAS.
B. P. Harlamov, “On unattainability of infinity boundary of domain for a diffusion semi-Markov process with stop”, Zap. Nauchn. Sem. POMI, 525 (2023), 150–160
2022
2.
B. P. Harlamov, “Distribution density of the first exit point of a two-dimensional diffusion process from a circle neighborhood of its initial point: the inhomogeneous case”, Teor. Veroyatnost. i Primenen., 67:2 (2022), 247–263; Theory Probab. Appl., 67:2 (2022), 194–207
3.
B. P. Harlamov, S. S. Rasov, “Time distribution from zero up to beginning of the final stop of semi-Markov diffusion process on interval with unattainable boundaries”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:3 (2022), 517–526; Vestn. St. Petersbg. Univ., Math., 9:3 (2022), 517–526
2021
4.
B. P. Harlamov, “On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries”, Zap. Nauchn. Sem. POMI, 505 (2021), 312–323
2020
5.
B. P. Harlamov, “On a sufficient condition for a diffusion process will nether reach boundaries of some interval”, Zap. Nauchn. Sem. POMI, 495 (2020), 291–304
B. P. Harlamov, “On distribution density of the first exit point of a diffusion process with break from a small circle neighborhood of its initial point”, Zap. Nauchn. Sem. POMI, 486 (2019), 286–302
S. S. Rasova, B. P. Harlamov, “Efficiency of a two-channel system with restructuring and insurance”, Avtomat. i Telemekh., 2018, no. 4, 46–64; Autom. Remote Control, 79:4 (2018), 617–631
8.
B. P. Harlamov, “On the integral of diffusion process on an interval with unattainable edges boundaries: semi-Markov approach”, Zap. Nauchn. Sem. POMI, 474 (2018), 233–240
2017
9.
B. P. Harlamov, “On unattainable boundaries of a diffusion process range of values: semi-Markov approach”, Zap. Nauchn. Sem. POMI, 466 (2017), 313–330
B. P. Harlamov, “On integral of a semi-Markov diffusion process”, Zap. Nauchn. Sem. POMI, 454 (2016), 276–291; J. Math. Sci. (N. Y.), 229:6 (2018), 782–791
2015
11.
B. P. Harlamov, “Final distribution of diffusion process: semi-Markov approach”, Teor. Veroyatnost. i Primenen., 60:3 (2015), 506–524; Theory Probab. Appl., 60:3 (2016), 444–459
B. P. Harlamov, O. V. Prourzin, “On interval of faultless work for a system of two independent alternating renewal processes”, Zap. Nauchn. Sem. POMI, 442 (2015), 143–165; J. Math. Sci. (N. Y.), 225:5 (2017), 818–832
2014
13.
B. P. Harlamov, “Final distribution of a diffusion process with a final stop”, Zap. Nauchn. Sem. POMI, 431 (2014), 209–241; J. Math. Sci. (N. Y.), 214:4 (2016), 562–583
B. P. Harlamov, “Preserving of Markovness whilst delayed reflection”, Zap. Nauchn. Sem. POMI, 420 (2013), 157–174; J. Math. Sci. (N. Y.), 206:2 (2015), 217–229
S. S. Rasova, B. P. Harlamov, “Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry”, Zap. Nauchn. Sem. POMI, 412 (2013), 227–236; J. Math. Sci. (N. Y.), 204:1 (2015), 148–154
2011
16.
S. S. Rasova, B. P. Harlamov, “On movement of Brownian particles along a delaying screen”, Zap. Nauchn. Sem. POMI, 396 (2011), 175–194; J. Math. Sci. (N. Y.), 188:6 (2013), 737–747
B. P. Harlamov, “On delay and asymmetry points of one-dimensional semi-Markov diffusion processes”, Zap. Nauchn. Sem. POMI, 384 (2010), 291–309; J. Math. Sci. (N. Y.), 176:2 (2011), 270–280
B. P. Harlamov, “On Markov diffusion processes with delayed reflection from interval's boundary”, Zap. Nauchn. Sem. POMI, 368 (2009), 243–267; J. Math. Sci. (N. Y.), 167:4 (2010), 574–587
S. S. Rasova, B. P. Harlamov, “Optimal local first exit time”, Zap. Nauchn. Sem. POMI, 361 (2008), 83–108; J. Math. Sci. (N. Y.), 159:3 (2009), 327–340
2007
20.
B. P. Harlamov, “Diffusion processes with delay on ends of a segment”, Zap. Nauchn. Sem. POMI, 351 (2007), 284–297; J. Math. Sci. (N. Y.), 152:6 (2008), 958–965
B. P. Harlamov, “Stochastic integral in case of infinite expectation
of the first exit time”, Zap. Nauchn. Sem. POMI, 341 (2007), 197–219; J. Math. Sci. (N. Y.), 147:4 (2007), 6962–6974
2005
22.
B. P. Harlamov, “Optimal time substitution in a control process”, Avtomat. i Telemekh., 2005, no. 8, 64–83; Autom. Remote Control, 66:8 (2005), 1249–1264
23.
B. P. Harlamov, “Stochastic integral with respect to a semi-Markov process of diffusion type”, Zap. Nauchn. Sem. POMI, 328 (2005), 251–276; J. Math. Sci. (N. Y.), 139:3 (2006), 6643–6656
B. P. Harlamov, “Inverse process with independent positive increments: finite-dimensional distributions”, Zap. Nauchn. Sem. POMI, 311 (2004), 286–297; J. Math. Sci. (N. Y.), 133:3 (2006), 1371–1377
B. P. Harlamov, “Choosing the Instant of Insurance Commencement”, Avtomat. i Telemekh., 2003, no. 7, 134–142; Autom. Remote Control, 64:7 (2003), 1138–1144
B. P. Harlamov, “Characteristic operator of a diffusion process”, Zap. Nauchn. Sem. POMI, 298 (2003), 226–251; J. Math. Sci. (N. Y.), 128:1 (2005), 2625–2639
B. P. Harlamov, “Absolute continuity of measures in the class of semi-Markov processes of diffusion type”, Zap. Nauchn. Sem. POMI, 294 (2002), 216–244; J. Math. Sci. (N. Y.), 127:1 (2005), 1797–1811
B. P. Harlamov, “Ergodicity conditions and stationary distributions of a continuous semi-Markov process”, Zap. Nauchn. Sem. POMI, 278 (2001), 285–309; J. Math. Sci. (N. Y.), 118:6 (2003), 5673–5685
2000
29.
B. P. Harlamov, “Semi-Markov processes for finding a maximum”, Avtomat. i Telemekh., 2000, no. 9, 97–111; Autom. Remote Control, 61:9 (2000), 1501–1514
B. P. Harlamov, “On the distribution density of the first exit point of a diffusion process form a small neighborhood of its initial position”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 536–554; Theory Probab. Appl., 45:3 (2001), 450–465
B. P. Harlamov, “Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process”, Zap. Nauchn. Sem. POMI, 260 (1999), 290–297; J. Math. Sci. (New York), 109:6 (2002), 2250–2255
1998
32.
B. P. Harlamov, “An optimal service regime for a system with an observable failure hazard”, Avtomat. i Telemekh., 1998, no. 4, 117–134; Autom. Remote Control, 59:4 (1998), 554–567
B. P. Harlamov, “Inverse first exit problem for Wiener process”, Zap. Nauchn. Sem. POMI, 244 (1997), 302–314; J. Math. Sci. (New York), 99:2 (2000), 1201–1208
1996
34.
B. P. Kharlamov, “Overlapping Series”, Avtomat. i Telemekh., 1996, no. 1, 171–174; Autom. Remote Control, 57:1 (1996), 138–141
35.
B. P. Harlamov, “Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve”, Zap. Nauchn. Sem. POMI, 228 (1996), 333–348; J. Math. Sci. (New York), 93:3 (1999), 470–479
1990
36.
B. P. Kharlamov, “Random curvilinear integrals and their application”, Teor. Veroyatnost. i Primenen., 35:1 (1990), 118–130; Theory Probab. Appl., 35:1 (1990), 54–65
B. P. Harlamov, “Characteristic operator and curve integral for semi-Markov process”, Zap. Nauchn. Sem. LOMI, 177 (1989), 170–180; J. Soviet Math., 61:1 (1992), 1940–1947
1988
38.
B. P. Harlamov, “Statistics of the weighted Voronoi partition with the Poisson field of centers: Estimation of the volume content”, Zap. Nauchn. Sem. LOMI, 166 (1988), 167–178
1986
39.
B. P. Harlamov, “A weighted tessellation of Voronoi with Poisson fields of centroids”, Zap. Nauchn. Sem. LOMI, 153 (1986), 160–172
1985
40.
B. P. Harlamov, “Distribution of traversal time relative to sequences of states in a semi-Markov process”, Zap. Nauchn. Sem. LOMI, 142 (1985), 167–173; J. Soviet Math., 36:4 (1987), 551–556
1983
41.
B. P. Harlamov, “Representation of a semi-Marcov process as a time changed Markov process”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 653–667; Theory Probab. Appl., 28:3 (1984), 688–702
B. P. Harlamov, “Transition functions of a continuous semi-Markov process on the line”, Zap. Nauchn. Sem. LOMI, 130 (1983), 190–205
1982
43.
B. P. Harlamov, “Outleading sequences and continuous semi-Markov processes on the line.”, Zap. Nauchn. Sem. LOMI, 119 (1982), 230–236
1980
44.
B. P. Harlamov, “A criterion of the Markov property for continuous semi-Markov processes”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 535–548; Theory Probab. Appl., 25:3 (1980), 526–539
B. P. Harlamov, “Additive functionals and a time change which preserves the semi-Markov property of a process”, Zap. Nauchn. Sem. LOMI, 97 (1980), 203–216; J. Soviet Math., 24:5 (1984), 623–632
B. P. Harlamov, V. E. Janimiagi, “Construction of a Markov, space homogeneous, non-death process from hitting distributions”, Zap. Nauchn. Sem. LOMI, 85 (1979), 207–224; J. Soviet Math., 20:3 (1982), 2243–2253
1977
47.
B. P. Harlamov, “Property of “correct exit” and one limit theorem for semi-Markov processes”, Zap. Nauchn. Sem. LOMI, 72 (1977), 186–201; J. Soviet Math., 23:3 (1983), 2352–2362
B. P. Harlamov, “On the convergence of semi-Markov walks to a continuous semi-Markov process”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 497–511; Theory Probab. Appl., 21:3 (1977), 482–498
B. P. Harlamov, “On connection between random curves, changes of time and regenerative times of random processes”, Zap. Nauchn. Sem. LOMI, 55 (1976), 128–164; J. Soviet Math., 16:2 (1981), 1005–1027
1974
50.
B. P. Harlamov, “The random processes with semi-Markov chains of hitting times”, Zap. Nauchn. Sem. LOMI, 41 (1974), 139–164
51.
B. P. Harlamov, “On the set of the regeneration times of random processes”, Zap. Nauchn. Sem. LOMI, 41 (1974), 133–138
1972
52.
B. P. Harlamov, “Point processes with a conditionally independent and uniform distribution of points on intervals”, Zap. Nauchn. Sem. LOMI, 29 (1972), 38–41
53.
B. P. Harlamov, “Random change of time, and continuous semi-Markov processes”, Zap. Nauchn. Sem. LOMI, 29 (1972), 30–37
1971
54.
B. P. Harlamov, “Representation of a random process by first occurrence flows”, Dokl. Akad. Nauk SSSR, 196:2 (1971), 312–315
55.
B. P. Harlamov, “Time of the first departure from an interval for a continuous homogeneous random walk on a line”, Mat. Zametki, 9:6 (1971), 713–721; Math. Notes, 9:6 (1971), 412–417
1969
56.
B. P. Harlamov, “О номерах поколений в ветвящемся процессе с произвольным множеством типов частиц”, Teor. Veroyatnost. i Primenen., 14:3 (1969), 452–467; Theory Probab. Appl., 14:3 (1969), 432–449
B. P. Harlamov, “On numbers of particle generations for branching processes with overlapping generations”, Teor. Veroyatnost. i Primenen., 14:1 (1969), 44–50; Theory Probab. Appl., 14:1 (1969), 44–50
B. P. Harlamov, “Characterization of random functions by random inverse images”, Zap. Nauchn. Sem. LOMI, 12 (1969), 165–196
1968
59.
B. P. Harlamov, “On properties of branching processes with an arbitrary set of types of particles”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 82–95; Theory Probab. Appl., 13:1 (1968), 84–98