Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Lotov, Vladimir Ivanovich

Total publications: 71 (69)
in MathSciNet: 65 (63)
in zbMATH: 30 (28)
in Web of Science: 42 (40)
in Scopus: 35 (35)
Cited articles: 41
Citations: 201
Presentations: 4

Number of views:
This page:3321
Abstract pages:14048
Full texts:4734
References:1324
Lotov, Vladimir Ivanovich
Professor
Doctor of physico-mathematical sciences (1990)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 28.06.1949
E-mail:
Website: https://www.math.nsc.ru/LBRT/v1/lotov/lotov.html
Keywords: random walks with two barriers; asymptotic analysis in boundary crossing problems for random walks; sequential analysis; change point problem.
   
Main publications:
  • Lotov V. I. Asymptotic expansions for the CUSUM procedure in a change point problem // Siberian Advances in Mathematics, v. 2 (1992), no. 3, p. 158–172.
  • Lotov V. I. On some boundary crossing problems for Gaussian random walks // The Annals of Probability, 1996, v. 24, no. 4, p. 2154–2171.

https://www.mathnet.ru/eng/person11317
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/213038
https://orcid.org/0000-0002-3556-2033
https://www.scopus.com/authid/detail.url?authorId=6701750434

Full list of publications:
| scientific publications | by years | by types | by times cited | common list |


Citations (Crossref Cited-By Service + Math-Net.Ru)

Articles

1. V. I. Lotov, “Exact formulas in some boundary crossing problems for integer-valued random walks”, Izv. Math., 87:1 (2023), 45–60  mathnet  crossref  crossref  mathscinet  adsnasa  isi  scopus
2. V. I. Lotov, “Properties of boundary functionals for a random walk with stable jump distributions”, Sib. Èlektron. Mat. Izv., 20:1 (2023), 455–464  mathnet  crossref
3. V. I. Lotov, V. R. Khodjibaev, “On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 1013–1025  mathnet  crossref
4. V. I. Lotov, A. S. Tarasenko, “Study of characteristics of the CUSUM procedure in a change point problem”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 987–1000  mathnet  crossref
5. V. I. Lotov, “On the time of the first level achievement for the ascending-descending process”, J. Appl. Industr. Math., 17:3 (2023), 592–599  mathnet  crossref  crossref
6. V. I. Lotov, V. R. Khodjibayev, “Inequalities for the average first exit time from the strip for the Levy process”, Siberian Electronic Mathematical Reports, 19:2 (2022), 852-860 (to appear)  mathnet  crossref  mathscinet
7. V. I. Lotov, “Inequalities for the average exit time of a random walk from an interval”, Izv. Math., 85:4 (2021), 745–754  mathnet  crossref  crossref  adsnasa  isi  elib  scopus
8. V. I. Lotov, V. R. Khodzhibaev, “Inequalities in a two-sided boundary crossing problem for stochastic processes”, Siberian Math. J., 62:3 (2021), 455–461  mathnet  crossref  crossref  isi  elib  scopus
9. V. I. Lotov, “On some inequalities in boundary crossing problems for random walks”, Siberian Electronic Mathematical Reports, 17 (2020), 661–671  mathnet  crossref  isi  scopus
10. V. I. Lotov, V. R. Xodjibayev, “On the distribution of the trajectory maximum of a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 17 (2020), 807–813  mathnet  crossref  isi  scopus
11. V. I. Lotov, “Properties of factorization operators in boundary crossing problems for random walks”, Izv. Math., 83:5 (2019), 1050–1065  mathnet  crossref  crossref  mathscinet  mathscinet  adsnasa  isi  scopus
12. V. I. Lotov, V. R. Xodjibayev, “On a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 1531–1546  mathnet  crossref  mathscinet  isi  scopus
13. V. I. Lotov, “On the distribution of the trajectory maximum of a random walk with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 998–1004  mathnet  crossref  mathscinet  isi  scopus
14. V. I. Lotov, “Factorization method in boundary crossing problems for random walks”, Markov Processes And Related Fields, 25:4 (2019), 709-722  mathscinet  isi
15. V. I. Lotov, “Bounds for the probability to leave the interval”, Statistics and Probability Letters, 145 (2019), 141–146  crossref  mathscinet  scopus 3
16. V. I. Lotov, “On a random walk with switchings”, Siberian Electronic Mathematical Reports, 15 (2018), 1320–1331  mathnet  crossref  mathscinet  isi  scopus
17. V. I. Lotov, “On the moment characteristics of ladder variables”, J. Math. Sci., 246:6 (2020), 793–799  mathnet  crossref  crossref
18. V. I. Lotov, E. M. Okhapkina, “On the stationary distribution of a stochastic process”, J. Math. Sci., 231:2 (2018), 218–226  mathnet  crossref  crossref  mathscinet  mathscinet  elib  scopus
19. V. I. Lotov, “Approximation of the expectation of the first exit time from an interval for a random walk”, Siberian Math. J., 57:1 (2016), 86–92  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus
20. V. I. Lotov, A. P. Lvov, “Bounds for the number of crossings of a strip by random walk paths”, J. Math. Sci., 230:1 (2018), 112–117  mathnet  crossref  crossref  mathscinet  elib  scopus
21. V. I. Lotov, A. S. Tarasenko, “On the asymptotics of the mean sojourn time of a random walk on a semi-axis”, Izv. Math., 79:3 (2015), 449–466  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
22. V. I. Lotov, “On the asymptotics of the distribution of excess”, Sib. Èlektron. Mat. Izv., 12 (2015), 292–299  mathnet  crossref  mathscinet  isi
23. V. I. Lotov, “On the asymptotics of the ruin probability”, Theory Probab. Appl., 59:1 (2015), 154–163  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus
24. V. I. Lotov, “On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk”, Siberian Math. J., 54:2 (2013), 265–270  mathnet  crossref  mathscinet  isi  elib  scopus
25. V. I. Lotov, “Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis”, Proc. Steklov Inst. Math., 282 (2013), 146–156  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus
26. V. I. Lotov, A. S. Tarasenko, “On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem”, Siberian Adv. Math., 23:2 (2013), 91–98  mathnet  crossref  mathscinet  elib  elib  scopus
27. V. I. Lotov, “Convergence of Distribution of the Sojourn Time of a Random Walk on a Half-Axis”, J. Math. Sci., 198:5 (2014), 575–579  mathnet  crossref
28. V. I. Lotov, “On the Asymptotics of Weighted Renewal Function”, J. Math. Sci., 188:4 (2013), 435–440  mathnet  crossref  mathscinet  elib  scopus
29. V. I. Lotov, “On the sojourn time of a random walk in a strip”, Siberian Math. J., 51:4 (2010), 621–638  mathnet  crossref  mathscinet  isi  elib  scopus
30. V. I. Lotov, “Factorization identities for the sojourn time of a random walk in a strip”, Siberian Math. J., 51:1 (2010), 119–127  mathnet  crossref  mathscinet  isi  elib  scopus
31. A. Irle, V. Lotov, “On the properties of a multiple sequential test”, Metrika, 72:2 (2010), 189-198  crossref  mathscinet  elib
32. V. I. Lotov, “On the asymptotics of moments for the supremum of a trajectory for random walks with small drift”, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 8:1 (2008), 51–58  mathnet
33. V. I. Lotov, “On the mean value of the ladder epoch for random walks with a small drift”, Izv. Math., 70:6 (2006), 1225–1232  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
34. V. I. Lotov, N. G. Orlova, “Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk”, Siberian Math. J., 47:6 (2006), 1066–1083  mathnet  crossref  mathscinet  zmath  isi  elib  elib  scopus
35. V. I. Lotov, N. G. Orlova, “Factorization representations in the boundary crossing problems for random walks on a Markov chain”, Siberian Math. J., 46:4 (2005), 661–667  mathnet  crossref  mathscinet  zmath  isi  scopus
36. D. K. Kim, V. I. Lotov, “Asymptotics of the stationary distribution of an oscillating random walk”, Siberian Math. J., 45:5 (2004), 915–930  mathnet  crossref  mathscinet  zmath  isi  scopus
37. V. I. Lotov, N. G. Orlova, “Asymptotic expansions for the distribution of the crossing number of a strip by sample paths of a random walk”, Siberian Math. J., 45:4 (2004), 680–698  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
38. D. K. Kim, V. I. Lotov, “Oscillating Random Walks with Two Levels of Switching”, Siberian Adv. Math., 14:1 (2004), 7–46  mathnet  mathscinet  zmath
39. V. I. Lotov, N. G. Orlova, “On the number of crossings of a strip by sample paths of a random walk”, Sb. Math., 194:6 (2003), 927–939  mathnet  crossref  crossref  mathscinet  zmath  isi  scopus
40. V. I. Lotov, “Inequalities for the moments and distribution of the ladder height of a random walk”, Siberian Math. J., 43:4 (2002), 655–660  mathnet  crossref  mathscinet  zmath  isi  scopus
41. V. I. Lotov, V. R. Khodzhibaev, “On Limit Theorems for the First Exit Time from a Strip for Stochastic Processes. II”, Siberian Adv. Math., 8:4 (1998), 41–59  mathnet  mathscinet  zmath
42. V. I. Lotov, “On reaching a high level by a random walk with delay at the origin”, Siberian Math. J., 40:6 (1999), 1079–1090  mathnet  crossref  mathscinet  zmath  isi  scopus
43. V. I. Lotov, “Limit theorems in a boundary problem for random walks”, Siberian Math. J., 40:5 (1999), 925–937  mathnet  crossref  mathscinet  zmath  isi  scopus
44. V. I. Lotov, V. R. Khodzhibaev, “On Limit Theorems for the First Exit Time from a Strip for Stochastic Processes. I”, Siberian Adv. Math., 8:3 (1998), 90–113  mathnet  mathscinet  zmath
45. V. I. Lotov, “On oscillating random walks”, Siberian Math. J., 37:4 (1996), 764–774  mathnet  crossref  mathscinet  zmath  isi  scopus
46. V. I. Lotov, “On some boundary crossing problems for Gaussian random walks”, The Annals of Probability, 24:4 (1996), 2154-2171  crossref  mathscinet  scopus 33
47. O. J. Boxma, V. I. Lotov., “On a class of one-dimensional random walks”, Markov Processes And Related Fields, 2:2 (1996), 349-362  mathscinet
48. V. I. Lotov, “On the Wiener–Hopf factorization for a class of random walks”, Dokl. Akad. Nauk, 348:2 (1996), 162–164  mathnet  mathscinet  zmath
49. V. I. Lotov, “On the Wiener-Hopf factorization for one class of random walk”, Doklady Mathematics, 53:3 (1996), 355-357  mathscinet
50. V. I. Lotov, V. R. Khodzhibaev, “On the number of crossings of a strip for stochastic processes with independent increments”, Siberian Advances in Mathematics, 3:2 (1993), 145-152  mathscinet  mathscinet
51. V. I. Lotov, V. R. Khodzhibaev, “On the number of crossings of a strip for random processes with independent increments”, Trudy Inst. Mat. SO RAN, 20 (1993), 162–169  mathnet  mathscinet  zmath
52. V. I. Lotov, “Asymptotic expansions for the CUSUM procedure in a change point problem”, Siberian Advances in Mathematics, 2:3 (1992), 158-172  mathscinet
53. V. I. Lotov, “Random walks in a strip”, Theory Probab. Appl., 36:1 (1991), 165–170  mathnet  crossref  mathscinet  zmath  isi
54. V. I. Lotov, “On the approximation of the ruin probability with exponential accuracy”, Siberian Mathematical Journal, 32:4 (1991), 588-591  mathnet  crossref  mathscinet  mathscinet  zmath  isi
55. V. I. Lotov, “On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain”, Siberian Advances in Mathematics, 1:3 (1991), 26-51  mathscinet
56. V. I. Lotov, “An approach to problems with two boundaries”, Statistics and control of random processes (Russian), Preila, 1987, eds. A.N.Shiryaev, Nauka, Moscow, 1989, 117-121 MR1079348  mathscinet
57. V. I. Lotov, “On the asymptotics of distributions in problems with two boundaries for random walks defined on a Markov chain”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989), 116–136  mathnet  mathscinet
58. V. I. Lotov, “On the Accuracy of Approximation in Sequential Wald Test”, Theory Probab. Appl., 33:2 (1988), 276–285  mathnet  crossref  mathscinet  zmath  isi
59. V. I. Lotov, “Asymptotical Expansions for a Sequential Likelihood Ratio Test”, Theory Probab. Appl., 32:1 (1987), 57–67  mathnet  crossref  mathscinet  zmath  isi
60. V. I. Lotov, “Asymptotic of distribution of the supremum of sequential sums”, Math. Notes, 38:5 (1985), 876–882  mathnet  crossref  mathscinet  zmath  isi  scopus
61. V. I. Lotov, “On the asymptotic behaviour of the characteristics of the SPRT”, Theory Probab. Appl., 30:1 (1986), 181–187  mathnet  crossref  mathscinet  zmath  isi
62. A. A. Borovkov, V. I. Lotov, A. I. Sakhanenko, “Asymptotic of the coefficients of factorized Eulerian polynomials”, Siberian Mathematical Journal, 26:1 (1985), 16-22  mathnet  crossref  mathscinet  mathscinet  zmath  isi  isi  scopus
63. V. I. Lotov, V. R. Khodzhibaev, “Asymptotic expansions in a boundary problem”, Siberian Mathematical Journal, 25:5 (1984), 758-764  mathnet  crossref  mathscinet  mathscinet  zmath  isi  isi  scopus
64. V. I. Lotov, “The asymptotic behavior of distributions connected with the exit of a nondiscrete random walk from an interval”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982), 18–25  mathnet  mathscinet  zmath
65. V. I. Lotov, V. R. Khodzhibaev, “O veroyatnosti razoreniya”, Izvestiya AN UzSSR, seriya fiz.-mat. nauk, 1980, no. 3, 28-34  mathscinet
66. V. I. Lotov, “Asymptotic analysis of distributions in the problems with two boundaries. II”, Theory Probab. Appl., 24:4 (1979), 869–876  mathnet  crossref  mathscinet  zmath  isi
67. V. I. Lotov, “Asymptotic, analysis of the distributions in problems with two boundaries. I”, Theory Probab. Appl., 24:3 (1980), 480–491  mathnet  crossref  mathscinet  zmath  isi
68. V. I. Lotov, “Complete asymptotic expansions in two-boundary problems for random walks”, Soviet Math. Dokl., 18:1 (1977), 63–66  mathnet  mathnet  crossref  crossref  mathscinet  mathscinet  zmath  adsnasa  isi  elib  scopus
69. V. I. Lotov, “Limit properties of concentration functions”, Teor. Verojatnost. i Mat. Statist. (Russian), 1974, no. 10, 109-115  mathscinet

Personalia

70. N. N. Vakhania, I. A. Ibragimov, V. P. Maslov, Yu. V. Prokhorov, B. A. Sevast'yanov, Ya. G. Sinai, D. M. Chibisov, A. N. Shiryaev, I. S. Borisov, V. I. Lotov, A. A. Mogul'skii, S. G. Foss, “To the 75th birthday of A. A. Borovkov”, Theory Probab. Appl., 51:2 (2007), 225–226  mathnet  crossref  crossref  mathscinet  zmath  isi
71. I. S. Borisov, I. A. Ibragimov, V. I. Lotov, A. A. Mogul'skii, Yu. V. Prokhorov, S. G. Foss, “Aleksandr Alekseevich Borovkov (on his 70th birthday)”, Russian Math. Surveys, 56:5 (2001), 1009–1012  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi

Presentations in Math-Net.Ru
1. Inequalities for the Characteristics of The Cusum Procedure in a Change Point Problem
Anton Tarasenko, Vladimir Lotov
Borovkov Meeting
August 24, 2022 12:45
2. Inequalities for the mean time to reach the level by a random walk with delay at zero
V. Lotov
International Conference "Branching Processes, Random Walks and Probability on Discrete Structures"
June 23, 2022 11:50   
3. Random walks with two levels of control
Vladimir I. Lotov
International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
December 16, 2019 17:45   
4. Асимптотические исследования в теории вероятностей
V. I. Lotov
Internet video conference "Day of Mathematics and Mechanics"
September 12, 2016 10:25

Organisations
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024