01.01.05 (Probability theory and mathematical statistics)
Birth date:
30.03.1952
Keywords:
theory of probability,
theory of random processes,
mathematical ststistics,
mathematical analysis.
Subject:
Some optimal inequalities for c.d.f.'s of quadratic forms of centered Gaussian random variables and for c.d.f.'s of some other nonlinear functions of random variables are obtained. Second terms in asymptotic expansions for c.d.f.'s of integral functionals and functionals of supremum type of random walk are obtained. Procedures for testing nonparametric hypotheses for multivariate data are suggested.
Biography
Graduated from Faculty of Mathematics and Mechanics of M. V. Lomonosov Moscow State University (MSU) in 1974 (department of theory of functions and functional analysis). Ph.D. thesis was defended in 1979. D.Sci. thesis was defended in 1995. A list of my works contains more than 50 titles.
Main publications:
N.K. Bakirov, “Teoremy sravneniya dlya funktsii raspredeleniya kvadratichnykh form ot gaussovskikh velichin”, Teoriya veroyatnostei i ee primeneniya, 40:2 (1995), 404–412
N.K. Bakirov, “Utochnenie asimptotiki v printsipe invariantnosti Donskera–Prokhorova dlya integralnykh funktsionalov”, Teoriya veroyatnostei i ee primeneniya, 40:4 (1995), 705–730
N.K. Bakirov, “Lokalnaya asimptoticheskaya normalnost dlya gaussovskikh statsionarnykh posledovatelnostei s vyrozhdayuscheisya spektralnoi plotnostyu”, Problemy peredachi informatsii, 32:2 (1996), 68–76
N.K. Bakirov, “An extremal property of the binomial distribution”, Mathematical Methods of Statistics, 2:2 (1993), 165–170
N.K. Bakirov, “Testing nonparametric hypothesis for random processes”, Probability theory and mathematical statistics, Proc. Sixth USSR-Japan Symp. (Kiev, Aug. 1991), World Sci. Publ., River Edge, NJ, 1992, 1–4
N. K. Bakirov, I. R. Gallyamov, “Comparison of numerical integration formulas”, Izv. Vyssh. Uchebn. Zaved. Mat., 2010, no. 12, 3–19; Russian Math. (Iz. VUZ), 54:12 (2010), 1–16
3.
N. K. Bakirov, G. J. Szekely, “Brownian covariance and central limit theorem for stationary sequences”, Teor. Veroyatnost. i Primenen., 55:3 (2010), 462–488; Theory Probab. Appl., 55:3 (2011), 371–394
N. K. Bakirov, M. V. Snachev, “The test: does the input flow intensity grow in queuing system?”, Ufimsk. Mat. Zh., 2:3 (2010), 17–30
5.
V. A. Baikov, N. K. Bakirov, A. A. Yakovlev, “Asymptotic behavior of the variogramm at zero”, Ufimsk. Mat. Zh., 2:3 (2010), 10–16
2009
6.
N. K. Bakirov, “Asymptotics for the probability of not exceeding a curvilinear level by a Gaussian random walk”, Izv. RAN. Ser. Mat., 73:1 (2009), 49–78; Izv. Math., 73:1 (2009), 47–77
7.
N. K. Bakirov, “Testing homogeneity and symmetry for multivariate data”, Ufimsk. Mat. Zh., 1:4 (2009), 3–23
2007
8.
N. K. Bakirov, “Optimal error of numerical integration with regard to function values at integration points”, Sib. Zh. Vychisl. Mat., 10:1 (2007), 29–42
2005
9.
N. K. Bakirov, “Correction of the formulas for calculating thick-walled cylinders and spherical shells”, Sib. Zh. Ind. Mat., 8:4 (2005), 3–6; J. Appl. Industr. Math., 1:2 (2007), 148–151
10.
N. K. Bakirov, G. J. Szekely, “Student's $t$-test for Gaussian scale mixtures”, Zap. Nauchn. Sem. POMI, 328 (2005), 5–19; J. Math. Sci. (N. Y.), 139:3 (2006), 6497–6505
N. K. Bakirov, “Local Asymptotical Normality for Stationary Gaussian Sequences with Degenerate Spectral Density”, Probl. Peredachi Inf., 32:2 (1996), 68–76; Problems Inform. Transmission, 32:2 (1996), 197–204
1995
13.
N. K. Bakirov, “A refinement of asymptotics in the Prokhorov–Donsker invariance principle for integral functionals”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 709–730; Theory Probab. Appl., 40:4 (1995), 613–634
14.
N. K. Bakirov, “The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 642–646; Theory Probab. Appl., 40:3 (1995), 542–546
15.
N. K. Bakirov, “Comparison theorems for distribution functions of quadratic forms of Gaussian vectors”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 404–412; Theory Probab. Appl., 40:2 (1995), 340–348
N. K. Bakirov, “A uniqueness property of the chi-square distribution”, Teor. Veroyatnost. i Primenen., 40:1 (1995), 159–165; Theory Probab. Appl., 40:1 (1995), 130–136
1993
17.
N. K. Bakirov, “An application of the Neyman–Oearson lemma to Gaussian processes”, Zap. Nauchn. Sem. POMI, 207 (1993), 5–12; J. Math. Sci., 81:1 (1996), 2357–2362
1990
18.
N. K. Bakirov, “Nonparametric hypothesis testing for stochastic processes”, Zap. Nauchn. Sem. LOMI, 184 (1990), 8–13; J. Math. Sci., 68:4 (1994), 400–404
1989
19.
N. K. Bakirov, “Extrema of Distributions of Quadratic Forms in Gaussian Variables”, Teor. Veroyatnost. i Primenen., 34:2 (1989), 241–250; Theory Probab. Appl., 34:2 (1989), 207–215
N. K. Bakirov, “Extrema of the Distribution of Statistics $S^2$”, Teor. Veroyatnost. i Primenen., 33:1 (1988), 184–188; Theory Probab. Appl., 33:1 (1988), 171–175
21.
N. K. Bakirov, “Observations of unequal accuracy in the Behrens-Fisher problem”, Zap. Nauchn. Sem. LOMI, 166 (1988), 6–8
1987
22.
N. K. Bakirov, “Central limit theorem for weakly dependent variables”, Mat. Zametki, 41:1 (1987), 104–109; Math. Notes, 41:1 (1987), 63–67
N. K. Bakirov, “Extrema of the distributions of quadratic forms of random
variables and related problems of statistics”, Dokl. Akad. Nauk SSSR, 291:3 (1986), 525–528
N. K. Bakirov, “Extreme property of Student's distribution”, Zap. Nauchn. Sem. LOMI, 153 (1986), 16–26
25.
N. K. Bakirov, “Asymptotic behaviour of the power of quantile criteria”, Zap. Nauchn. Sem. LOMI, 153 (1986), 5–15
1977
26.
N. K. Bakirov, “Likelihood ratio for densities with singularity”, Zap. Nauchn. Sem. LOMI, 74 (1977), 66–82; J. Soviet Math., 34:1 (1986), 1403–1413
27.
N. K. Bakirov, “Local asymptotic normality for stationary sequences of observations”, Zap. Nauchn. Sem. LOMI, 72 (1977), 6–25; J. Soviet Math., 23:3 (1983), 2229–2242
2003
28.
N. K. Bakirov, A. A.-V. Mustafaev, “Mean-Square Trend”, Avtomat. i Telemekh., 2003, no. 7, 143–152; Autom. Remote Control, 64:7 (2003), 1145–1153
1988
29.
N. K. Bakirov, “Letter to the Editors”, Teor. Veroyatnost. i Primenen., 33:4 (1988), 823; Theory Probab. Appl., 33:4 (1988), 765