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Mathematical Life
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev
On 15 July 2022 Academician of the Russian Academu of Sciences, prominent mathematician, and one of the leading world experts in probablity theory and mathematical statistics Ildar Abdullovich Ibragimov observed his 90th birthday.
He was born in Leningrad in 1932. At that time his father Abdulla Shakirovich worked in the Department of Mechanics of Materials of the Forest Technical Academy (which he had himself graduated from, having enrolled there just after the end of the Civil War). His mother Bella Gil’manovna, a graduate of Kazan’ University, worked as a doctor her whole life.
In 1937 the father was imprisoned after a false anonymous denunciation. He did not confess guilt and was freed half a year later for lack of corpus delicti. After I. V. Stalin’s death he was fully rehabilitated. However, Bella Gilmanovna and their son were exiled for three years to Muromtsevo village in Omsk Oblast, where Ildar went to the first grade of a primary school. Then they moved to Staraya Russa, where the father was at that time and where WW2 caught them. The father was mobilized to the army, while the mother and son did not manage to flee and spent a long period of time under Nazi occupation. After the war the father found an engineering position at a factory in Verkhnyaya Tavda in Sverdlovsk Oblast, and the family moved there.
After graduating from the secondary school Ibragimov wanted to continue education at the Faculty of Mathematics and Mechanics of Leningrad University, but he was not admitted there because of his father’s arrest record and his own life under occupation. Actually, Ibragimov believed at that time that he was just not good enough. However, neither was he admitted to Leningrad Electotechnical Institute, and there a young guy from the selection committee was frank enough to explain to him the actual reason. Still, Ildar managed to enroll in that year – to the Forest Engineering Academy.
In the academy Ibragimov’s extraordinary capabilities drew the attention of professor N. V. Lipin, and thanks to his help and the assistance of A. D. Alexandrov, the rector of Leningrad University, he was transferred to the Faculty of Mathematics and Mechanics of the university. There, as a second-grade student, Ibragimov won a student competition. After that Yu. V. Linnik, the chairman of the jury of this competition, invited the talented student to his home, where, after a long conversation, he proposed Ibragimov to work in conjunction. This is how Ibragimov became involved in probability theory with Linnik as his scientific advisor.
Ibragimov established his first serious research result during his fourth year at the university, by finding a simple necessary and sufficient condition for a unimodal distribution function which ensures that its convolutions with all other unimodal distributions are unimodal too [14].
In the early 1960s Ibragimov became involved in the topic of limit theorems for sums of weakly dependent random variables. In particular, he considered stationary random sequences satisfying the strong mixing condition proposed by M. Rosenblatt [91]. He also introduced a new notion of uniformly strong mixing, which is now called mixing in the sense of Ibragimov. He showed that, under certain conditions of weak dependence, normalized partial sums of random variables can converge only to stable laws, and he also proved a number of new limit theorems (see [16]). At about the same time Ibraginov [18] and P. Billingsley [3] proved independently a central limit theorem for stationary random sequences of variables with finite variance whose partial sums are a martingale. Subsequently, in [27] he established several versions of a central limit theorem for stationary sequences whose maximal correlation coefficient (introduced by A. N. Kolmogorov and Yu. A. Rozanov [83]) tends to zero.
The part of probability theory linked with limit theorems for sums of weakly dependent random variables was covered in the famous monograph [66] authored by Ibragimov and Linnik. Ibragimov also conjectured there (see [66], Chap. XX) that the central limit theorem holds for stationary sequences satisfying the uniformly strong mixing condition, provided that the partial sums have finite variances which tend to infinity with the number of terms. This beautiful conjecture is still open. For their investigations of limit theorems Ibragimov, Linnik, Yu. V. Prokhorov, and Rozanov were awarded the Lenin Prize in science (the highest prize in the USSR) in 1970.
The property of mixing is closely connected with various regularity conditions for stationary processes. Ibragimov made an enormous contribution to finding all types of regularity criteria for stationary Gaussian processes in terms of their spectral measures. In conjunction with Solev [76], [77], he found necessary and sufficient conditions for the regularity, in the sense of Kolmogorov, of a stationary Gaussian sequence in terms of its spectral density. He also obtained necessary [19] and sufficient [25] conditions in these terms for its strong mixing. In [24] he found the general properties of the spectral densities of completely regular multidimensional stationary processes with discrete time. Questions concerning the regularity of stationary processes were thoroughly treated in the remarkable book [74] by Ibragimov and Rozanov.
Using the methods developed in [19], in investigations of the strong mixing conditions Ibragimov managed to find necessary and sufficient conditions [23] in ‘Szegő’s strong limit theorem’, which put an end to a series of papers by a number of prominent mathematicians, such as M. Kac [82], G. Baxter [1], and others, who were gradually relaxing rather restrictive assumptions made by Szegő himself in [95].
Ibragimov made a great contribution to the analysis of estimates for the rate of convergence in the central limit theorem. For instance, it was shown in [71] that, apart from a Lindeberg-type expression, such estimates must include some moment characteristics, and in [21] he presented necessary and sufficient conditions for this rate of convergence to be power-like. Furthermore, in [22] he found an existence criterion for Chebyshev–Cramér (Chebyshev–Edgeworth) expansions, and in the quite recent join paper with E. L. Presman and Sh. K. Formanov [73] they presented conditions for the validity of the central limit theorem, which are equivalent to Lindeberg’s and Rotar’s ones and in which the moment functions can be replaced by more general functions.
From the early 1960s on, Ibragimov also became engaged in questions of statistical estimates and prediction. His first results in this area related to estimates for the spectral functions of stationary sequences. For instance, in [15] and [17] he showed that for Gaussian stationary sequences the empiric spectral distribution function is unbiased, consistent, and asymptotically normal (also see [20]). In [15] he presented necessary and sufficient conditions in order that the linear prognosis error decay exponentially or power-like. Jointly with V. N. Solev [75], he also considered a similar problem for sequences with spectral density of a certain special form. In the recent paper [46] with Z. A. Kabluchko and M. A. Lifshits they considered the linear prediction problem in the case of some or other constraints imposed on the predictor.
An important stage in Ibragimov’s research was his extremely fruitful collaboration with R. Z. Khas’minskii. In conjunction they developed a very powerful — now classical – machinery of asymptotic estimation. The works written during the first period of their collaboration, in the 1970s, and underlying the world-famous monograph [57], were mainly devoted to parametric problems of estimation. For instance, in [51] (also see [57], Chap. 1, § 5.2) they examined the consistency of Bayes estimators and maximum likelihood estimators so that the convergence rate of risk functions was expressed in terms of the Hellinger distance. An asymptotic lower bound for the risk functions was established in [13]. Moreover, in [57], Chap. 1, § 10, they proved limit theorems for such estimators. For regular families of experiments, in [47], [48], and [50] they showed that such estimates are asymptotically efficient. Ibragimov and Khas’minskii also examined cases without regularity, when singularities of densities improve the accuracy of estimation significantly. For instance, in [49] they considered densities with discontinuities of the first kind, and in [52] and [55] unbounded densities.
The asymptotic normality of maximum likelihood estimation from observations of a smooth signal in Gaussian white nose, which had been established by V. A. Kotel’nikov [84] on the physical level, was rigorously proved in [53] for a one-dimensional parameter, and in [57], Chap. 3, § 5, for a multidimensional one. The case of a discontinuous signal was treated in [54].
Since the late 1970s, Ibragimov and Khas’minskii were actively engaged in questions of non-parametric estimation, when the parameter to be estimated does not belong to a finite-dimensional set any longer. The central idea was to use Kolmogorov’s approximation theory to find an approximation to the parameter in question in a finite-dimensional (or even finite) set, and then to use the classical machinery of parametric estimation. In the framework of this approach (apparently initiated by N. N. Chentsov [7], [8]) Ibragimov and Khas’minskii [58]–[60] considered the problem of the minimax estimation of the density of an unknown distribution in $\mathbb R^n$. They found upper and lower estimates for the risk functions; they also showed that for a wide class of parameter sets the optimal estimators, from the standpoint of the convergence of the risk function, are kernel estimations with the de la Vallée Poussin kernel.
Ibragimov and Khas’minskii also made an invaluable contribution to the study of the problem, mentioned above, of estimating a signal in white noise and functionals of this signal, in the case when the signal belongs to an infinite-dimensional set. In this case the possibility of efficient asymptotic estimation depends on the relation between the smoothness of the functional and the possibility of a nice approximation of the parameter set by finite-dimensional linear spaces. The corresponding theory was developed in [56] and [70]. Subsequently, A. Nemirovski [89] showed that the estimators in [70] were asymptotically efficient. In should also be mentioned that in his recent paper [44] Ibragimov indicated classes of parameter sets that are poorly approximated by finite-dimensional linear spaces, but possess nice estimates of sufficiently smooth functionals.
At the end of the 1990s, during the late stage of their collaboration, Ibragimov and Khas’minskii [9], [61]–[63] (also see [36]) considered estimation problems for the functional coefficients of stochastic partial differential equations. They were the first to propose a setup in which the level of noise decays to zero.
At the same time Ibragimov became interested in statistical problems where the parameter estimated is an entire analytic function. For instance, in this setting he looked [34] at problems of estimation for the density of a probability distribution, for the regression function, and for a function observed in white noise, while in [38] he considered the problem of estimation for the spectral density of a Gaussian stationary process.
Also, in [35] and [37] Ibragimov stated and considered the problem of estimation of an analytic distribution density on the basis of censored data, when only elements occurring in a prescribed finite interval are observed. In this way he obtained a statistical analogue of the uniqueness theorem for analytic functions. He answered the question of how far away from a finite interval we can obtain some information about the behaviour of an analytic function in the case when we only partly measure it inside this interval. Subsequently, he also considered the multidimensional case [39] and also stated and solved a similar problem for the estimation of the analytic spectral density of a Gaussian stationary process [40] and the analytic intensity density of a one-dimensional [45] or a multidimensional [43] Poisson point process.
We can separately note another area in probability theory that attracted Ibragimov’s interest in the early 1970s: the behaviour of the zeros of polynomials with independent identically distributed random coefficients. Jointly with N. P. Maslova, they succeeded in putting a full stop, in a certain sense, to a series of outstanding papers by A. Bloch and G. Pólya [4], J. E. Littlewood and A. C. Offord [85]–[87], M. Kac [80], [81], P. Erdős and Offord [11], by showing that for a quite wide class of distributions the average number of real zeros of a random polynomial increases logarithmically with the degree of the polynomial [67]–[69]. Complex zeros were also considered: with D. N. Zaporozhets [78] they showed that, in order that the zeros concentrate asymptotically near the unit circle with probability one, it is necessary and sufficient that the distribution of the coefficients have a finite logarithmic moment. Jointly with O. Zeitouni [79] Ibragimov indicated explicitly the scaling limit for a given concentration in the case when the distribution of the coefficients lies in the attraction domain of a stable law. In addition, in [78] the authors showed that the arguments of zeros are always uniformly distributed. The multidimensional case was considered in [72] and [96].
Ibragimov was interested in regularity questions for trajectories of stochastic processes. Using various embedding theorems for classes of smooth functions and ideas from approximation theory and the theory of smooth extension of functions, in [26] and [28] he established several easily verifiable conditions for such properties of trajectories as continuity, smoothness, the Hölder property, the boundedness of variation, and some others; also see a theorem in [57] (Appendix 1, Theorem 19) on the properties of realizations of random fields, which generalizes a theorem of Kolmogorov. In [31] and [32] he considered such questions for multivariate random fields.
In the 1980s, apart from other problems, Ibragimov considered functionals of random walks. In [29] and [30] he investigated their limiting behaviour for quite a wide class of distributions of the increments and under very broad assumptions about the functionals themselves. These and other deep results became the basis of their joint monorgaph [5] with A. N. Borodin.
Ibragimov contributed to the development of almost sure limit theorems, which establish weak convergence with probability one of empirical measures. This type of convergence was originally considered independently by G. A. Brosamler [6] and P. Schatte [92], who established an almost sure version of the central limit theorem. In [33] Ibragimov generalized their result to the attraction domain of an arbitrary stable law. Together with M. A. Lifshits [65], he found a number of other generalizations: in particular, to multidimensional (or even arbitrary separable metric) spaces and to weakly dependent random variables, established the principle of almost sure invariance, and in [64] they proposed a stronger version of almost sure convergence by considering a class of unbounded test functions.
Ibragimov also showed interest to such an area as the characterization of a normal distribution by the independence of linear functionals of a random vector. This topic originated from S. N. Bernstein’s classical paper [2] on the characterization of the normal distribution in terms of the independence of the sum and difference of two independent copies of random variables, which was generalized to several dimensions by G. Darmois [10] and V. P. Skitovich [93], [94]. Subsequently, L. V. Mamai [88] and B. Ramachandran [90] treated the infinite-dimensional case. S. G. Ghurye and I. Olkin [12] and A. A. Zinger [97] considered a matrix analogue of this problem. Ibragimov managed to relax the assumptions imposed in known characterizations, both for the vector form [42] and the matrix one [41].
Ibragimov’s life path is a vivid example of selfless service to science. The scope of his research and the fundamentality of results are astounding. It is already 50 years that he is the head of the Leningrad/St Petersburg school in probability theory, mathematical statistics, and stochastic processes, which has always occubied one of the leader positions in the world. He supervises the St Petersburg seminar on probability theory and mathematical statistic, with its creative but demanding atmosphere, thanks to which younger researchers get used to high scientific standards from the very first days.
In 1990 Ibragimov was elected a corresponding member of the Academy of Sciences of the USSR, and in 1997 an acting member of the Russian Academy of Sciences. Since 2000 to 2006 he was the director of the St. Petersburg Department of the Steklov Mathematical Institute, and in 1997–2005 he was the head of the celebrated Department of Probability Theory of the Faculty of Mathematics and Mechanics at St. Petersburg State University, which had been founded by Linnik. Ibragimov is the father of a well-known scientific school. His former student include such well-known experts as T. Arak, A. N. Borodin, M. I. Gordin, Yu. A. Davydov, A. Yu. Zaitsev, Ya. Yu. Nikitin, V. N. Solev, A. N. Tikhomirov, B. S. Tsirelson, and others.
Ibragimov has enormous erudition not only in mathematics, but also in literature and history. He has alwas been a first-rate athlete, who participated in many extremal trips. With his wife Emiliya Leont’evna he raised a son and a daughter. His characeristic features are humility, cheerfulness, kindness, and high ethic standards.
From our hearts we congratulate Ildar Abdullovich Ibragimov on his birthday and wish him many happy years of scientific research and communication with his family, friends, and colleagues.
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Bibliography
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1. |
G. Baxter, “A convergence equivalence related to polynomials orthogonal on the unit circle”, Trans. Amer. Math. Soc., 99 (1961), 471–487 |
2. |
S. N. Bernstein, “One property characterizing Gauss's law”, Tr. Leningrad. Politekhn. Inst., 3 (1941), 21–22 (Russian) |
3. |
P. Billingsley, “The Lindeberg–Lévy theorem for martingales”, Proc. Amer. Math. Soc., 12:5 (1961), 788–792 |
4. |
A. Bloch and G. Pólya, “On the roots of certain algebraic equations”, Proc. London Math. Soc. (2), 33 (1931), 102–114 |
5. |
A. N. Borodin and I. A. Ibragimov, “Limit theorems for functionals of random walks”, Proc. Steklov Inst. Math., 195 (1995), 1–259 |
6. |
G. A. Brosamler, “An almost everywhere central limit theorem”, Math. Proc. Cambridge Philos. Soc., 104:3 (1988), 561–574 |
7. |
N. N. Čencov (Chentsov), “Estimation of an unknown distribution density from observations”, Soviet Math. Dokl., 3 (1963), 1559–1562 |
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N. N. Čencov (Chentsov), Statistical decision rules and optimal inference, Transl. Math. Monogr., 53, Amer. Math. Soc., Providence, RI, 1982, viii+499 pp. |
9. |
Pao-Liu Chow, I. A. Ibragimov, and R. Z. Khasminskii, “Statistical approach to some ill-posed problems for linear partial differential equations”, Probab. Theory Related Fields, 113:3 (1999), 421–441 |
10. |
G. Darmois, “Analyse générale des liaisons stochastiques. Étude particulière de l'analyse factorielle linéaire”, Rev. Inst. Internat. Statist., 21 (1953), 2–8 |
11. |
P. Erdős and A. C. Offord, “On the number of real roots of a random algebraic equation”, Proc. London Math. Soc. (3), 6 (1956), 139–160 |
12. |
S. G. Ghurye and I. Olkin, “A characterization of the multivariate normal distribution”, Ann. Math. Statist., 33:2 (1962), 533–541 |
13. |
R. Z. Hasminskii (Khas'minskii) and I. A. Ibragimov, “On a lower bound for moments of point estimators”, Ann. Statist., 3 (1975), 228–233 |
14. |
I. A. Ibragimov, “On the composition of unimodal distributions”, Theory Probab. Appl., 1:2 (1956), 255–260 |
15. |
I. A. Ibragimov, “On estimation of the spectrum of a stationary Gaussian process”, Soviet Math. Dokl., 2 (1962), 1441–1444 |
16. |
I. A. Ibragimov, “Some limit theorems for stationary processes”, Theory Probab. Appl., 7:4 (1962), 349–382 |
17. |
I. A. Ibragimov, “On estimation of the spectral function of a stationary Gaussian process”, Theory Probab. Appl., 8:4 (1963), 366–401 |
18. |
I. A. Ibragimov, “A central limit theorem for a class of dependent random variables”, Theory Probab. Appl., 8:1 (1963), 83–89 |
19. |
I. A. Ibragimov, “On the spectrum of stationary Gaussian sequences satisfying the strong mixing condition. I. Necessary conditions”, Theory Probab. Appl., 10:1 (1965), 85–106 |
20. |
I. A. Ibragimov, “A class of estimates for the spectral function of a stationary sequence”, Theory Probab. Appl., 10:1 (1965), 123–126 |
21. |
I. A. Ibragimov, “On the accuracy of Gaussian approximation to the distribution functions of sums of independent random variables”, Theory Probab. Appl., 11:4 (1966), 559–579 |
22. |
I. A. Ibragimov, “On the Chebyshev–Cramér asymptotic expansions”, Theory Probab. Appl., 12:3 (1967), 455–469 |
23. |
I. A. Ibragimov, “On a theorem of G. Szegö”, Math. Notes, 3:6 (1968), 442–448 |
24. |
I. A. Ibragimov, “Completely regular multidimensional stationary processes with discrete time”, Proc. Steklov Inst. Math., 111 (1970), 269–301 |
25. |
I. A. Ibragimov, “On the spectrum”, Theory Probab. Appl., 15:1 (1970), 23–36 |
26. |
I. A. Ibragimov, “Properties of sample functions for stochastic processes and embedding theorems”, Theory Probab. Appl., 18:3 (1974), 442–453 |
27. |
I. A. Ibragimov, “A note on the central limit theorems for dependent random variables”, Theory Probab. Appl., 20:1 (1975), 135–141 |
28. |
I. A. Ibragimov, “On smoothness conditions for trajectories of random functions”, Theory Probab. Appl., 28:2 (1984), 240–262 |
29. |
I. A. Ibragimov, “Some limit theorems for functions of a random walk”, Soviet Math. Dokl., 29:3 (1984), 627–630 |
30. |
I. A. Ibragimov, “Théorèmes limites pour les marches aléatoires”, École d'été de probabilités de Saint-Flour XIII – 1983, Lecture Notes in Math., 1117, Springer, Berlin, 1985, 199–297 |
31. |
I. A. Ibragimov, “Conditions for Gaussian homogeneous fields to belong to classes”, J. Math. Sci. (N. Y.), 68:4 (1994), 484–497 |
32. |
I. A. Ibragimov, “Remarks on variations of random fields”, J. Math. Sci. (N. Y.), 75:5 (1995), 1931–1934 |
33. |
I. A. Ibragimov, “On almost-everywhere variants of limit theorems”, Dokl. Math., 54:2 (1996), 703–705 |
34. |
I. Ibragimov, “On estimation of analytic functions”, Studia Sci. Math. Hungar., 34:1-3 (1998), 191–210 |
35. |
I. A. Ibragimov, “On the extrapolation of entire functions observed in a Gaussian white noise”, Ukrainian Math. J., 52:9 (2000), 1383–1395 |
36. |
I. A. Ibragimov, “An estimation problem for quasilinear stochastic partial differential equations”, Problems Inform. Transmission, 39:1 (2003), 51–77 |
37. |
I. A. Ibragimov, “Estimation of analytic densities based on censored data”, J. Math. Sci. (N. Y.), 133:3 (2006), 1290–1297 |
38. |
I. Ibragimov, “Estimation of analytic spectral density of Gaussian stationary processes”, Parametric and semiparametric models with applications to reliability, survival analysis, and quality of life, Stat. Ind. Technol., Birkhäuser Boston, Boston, MA, 2004, 419–443 |
39. |
I. A. Ibragimov, “On censored sample estimation of a multivariate analytic probability density”, Theory Probab. Appl., 51:1 (2007), 142–154 |
40. |
I. A. Ibragimov, “On the estimation of an analytic spectral density outside of the observation band”, Topics in stochastic analysis and nonparametric estimation, Papers presented at the conference “Asympototic analysis
in stochastic processes, nonparametric estimation, and related problems”,
dedicated to professor R. Z. Khasminskii on the occasion on the 75th birthday (Detroit, MI 2006), IMA Vol. Math. Appl., 145, Springer, New York, 2008, 85–103 |
41. |
I. A. Ibragimov, “On the Ghurye–Olkin–Zinger theorem”, J. Math. Sci. (N. Y.), 199:2 (2014), 174–183 |
42. |
I. A. Ibragimov, “On the Skitovich–Darmois–Ramachandran theorem”, Theory Probab. Appl., 57:3 (2013), 368–374 |
43. |
I. A. Ibragimov, “On estimation of the intensity density function of a Poisson random field outside the observation region”, J. Math. Sci. (N. Y.), 214:4 (2016), 484–492 |
44. |
I. A. Ibragimov, “On estimation of functions of a parameter observed in Gaussian noise”, J. Math. Sci. (N. Y.), 238:4 (2019), 463–470 |
45. |
I. A. Ibragimov, “An estimation problem for the intensity density of Poisson processes”, J. Math. Sci. (N. Y.), 251:1 (2020), 88–95 |
46. |
I. Ibragimov, Z. Kabluchko, and M. Lifshits, “Some extensions of linear approximation and prediction problems for stationary processes”, Stochastic Process. Appl., 129:8 (2019), 2758–2782 |
47. |
I. A. Ibragimov and R. Z. Khas'minskii, “Asymptotic behavior of generalized Bayes estimates”, Soviet Math. Dokl., 11 (1970), 1181–1185 |
48. |
I. A. Ibragimov and R. Z. Khas'minskii, “Asymptotic behavior of statistical estimators in the smooth case. I. Study of the likelihood ratio”, Theory Probab. Appl., 17:3 (1973), 445–462 |
49. |
I. A. Ibragimov and R. Z. Has'minskii (Khas'minskii), “Asymptotic behavior of statistical estimates for samples with a discontinuous density”, Math. USSR-Sb., 16:4 (1972), 573–606 |
50. |
I. A. Ibragimov and R. Z. Khas'minskii, “Asymptotic behavior of some statistical estimators. II. Limit theorems for the a posteriori density and Bayes' estimators”, Theory Probab. Appl., 18:1 (1973), 76–91 |
51. |
I. A. Ibragimov and R. Z. Khas'minskii, “On moments of generalized Bayessian estimators and maximum likelihood estimators”, Theory Probab. Appl., 18:3 (1974), 508–520 |
52. |
I. A. Ibragimov and R. Z. Khas'minskii, “Asymptotic behavior of statistical estimators of the location parameter for samples with continuous density with singularities”, J. Soviet Math., 9 (1978), 50–72 |
53. |
I. A. Ibragimov and R. Z. Has'minskii (Khas'minskii), “Estimation of a signal parameter in Gaussian white Noise”, Problems Inform. Transmission, 10:1 (1974), 31–46 |
54. |
I. A. Ibragimov and R. Z. Has'minskii (Khas'minskii), “Parameter estimation for a discontinuous signal in white Gaussian nsoise”, Problems Inform. Transmission, 11:3 (1975), 203–212 |
55. |
I. A. Ibragimov and R. Z. Khas'minskii, “Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density”, J. Soviet Math., 16:2 (1981), 1035–1041 |
56. |
I. A. Ibragimov and R. Z. Khas'minskii, “A problem of statistical estimation in Gaussian white noise”, Soviet Math. Dokl., 18 (1978), 1351–1354 |
57. |
I. A. Ibragimov and R. Z. Has'minskii (Khas'minskii), Statistical estimation. Asymptotic theory, Appl. Math., 16, Springer-Verlag, New York–Berlin, 1981, vii+403 pp. |
58. |
I. A. Ibragimov and R. Z. Khas'minskii, “Asymptotic bounds on the quality of the nonparametric regression estimation in $\mathscr L_p$”, J. Soviet Math., 24:5 (1984), 540–550 |
59. |
I. A. Ibragimov and R. Z. Khas'minskii, “Estimation of distribution density”, J. Soviet Math., 21:1 (1983), 40–57 |
60. |
I. A. Ibragimov and R. Z. Khas'minskii, “More on the estimation of distribution densities”, J. Soviet Math., 25:3 (1984), 1155–1165 |
61. |
I. A. Ibragimov and R. Z. Khas'minskii, “Estimation problems for coefficients of stochastic partial differential equations. Part I”, Theory Probab. Appl., 43:3 (1999), 370–387 |
62. |
I. A. Ibragimov and R. Z. Khas'minskii, “Estimation problems for coefficients of stochastic partial differential equations. Part II”, Theory Probab. Appl., 44:3 (2000), 469–494 |
63. |
I. A. Ibragimov and R. Z. Khas'minskii, “Estimation problems for coefficients of stochastic partial differential equations. Part III”, Theory Probab. Appl., 45:2 (2001), 210–232 |
64. |
I. Ibragimov and M. Lifshits, “On the convergence of generalized moments in almost sure central limit theorem”, Stat. Probab. Lett., 40:4 (1998), 343–351 |
65. |
I. A. Ibragimov and M. A. Lifshits, “On almost sure limit theorems”, Theory Probab. Appl., 44:2 (2000), 254–272 |
66. |
I. A. Ibragimov and Yu. V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, 1971, 443 pp. |
67. |
I. A. Ibragimov, “On the expected number of real zeros of random polynomials. I. Coefficients with zero means”, Theory Probab. Appl., 16:2 (1971), 228–248 |
68. |
I. A. Ibragimov and N. B. Maslova, “On the expected number of real zeros of random polynomials. II. Coefficients with non-zero means”, Theory Probab. Appl., 16:3 (1971), 485–493 |
69. |
I. A. Ibragimov and N. B. Maslova, “Average number of real roots of random polynomials”, Soviet Math. Dokl., 12 (1971), 1004–1008 |
70. |
I. A. Ibragimov, A. S. Nemirovskii, and R. Z. Has'minskii (Khas'minskii), “Some problems on nonparametric estimation in Gaussian white noise”, Theory Probab. Appl., 31:3 (1987), 391–406 |
71. |
I. A. Ibragimov and L. V. Osipov, “On an estimate of the remainder in Lindeberg's theorem”, Theory Probab. Appl., 11:1 (1966), 125–128 |
72. |
I. A. Ibragimov and S. S. Podkorytov, “Random real algebraic surfaces”, Dokl. Math., 52:1 (1995), 101–103 |
73. |
I. A. Ibragimov, E. L. Presman, and Sh. K. Formanov, “On modifications of the Lindeberg and Rotar' conditions in the central limit theorem”, Theory Probab. Appl., 65:4 (2021), 648–651 |
74. |
I. A. Ibragimov and Y. A. Rozanov, Gaussian random processes, Appl. Math. (N. Y.), 9, Springer-Verlag, New York–Berlin, 1978, x+275 pp. |
75. |
I. A. Ibragimov and V. N. Solev, “The asymptotic behavior of the prediction error of a stationary sequence with a spectral density of special type”, Theory Probab. Appl., 13:4 (1968), 703–707 |
76. |
I. A. Ibragimov and V. N. Solev, “A condition for regularity of a Gaussian stationary process”, Soviet Math. Dokl., 10 (1969), 371–375 |
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Citation:
A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583
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https://www.mathnet.ru/eng/rm10101https://doi.org/10.4213/rm10101e https://www.mathnet.ru/eng/rm/v78/i3/p183
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