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Harlamov, Boris Pavlovich
(1937–2024)
Statistics Math-Net.Ru
Total publications: 61
Scientific articles: 61
Presentations: 5

Number of views:
This page:3445
Abstract pages:8815
Full texts:3312
References:833
Harlamov, Boris Pavlovich
Main Scientist Researcher
Doctor of physico-mathematical sciences (1984)
Speciality: 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.
   
Main publications:
  • Nepreryvnye polumarkovskie protsessy. SPb: Nauka, 2001.
  • Usloviya ergodichnosti i statsionarnye raspredeleniya nepreryvnogo polumarkovskogo protsessa // Zapiski nauchnykh seminarov POMI, t. 278, 2001, 285–309.
  • Plotnost raspredeleniya tochki pervogo vykhoda diffuzionnogo protsessa iz maloi okrestnosti ego nachalnoi tochki // Teoriya veroyatnostei i ee primeneniya, t. 45, 3, 2000, 536–554.
  • Obratnaya problema pervogo vykhoda dlya vinerovskogo protsessa // Zapiski nauchnykh seminarov POMI, t. 244, 1997, 302–314.
  • Sluchainye krivolineinye integraly i ikh primenenie // Teoriya veroyatnostei i ee primeneniya, t. 35, 1, 1990, 118–130.

https://www.mathnet.ru/eng/person18016
List of publications on Google Scholar
https://zbmath.org/authors/?q=ai:kharlamov.b-p
https://mathscinet.ams.org/mathscinet/MRAuthorID/197170
https://elibrary.ru/author_items.asp?authorid=2242

Publications in Math-Net.Ru Citations
2023
1. 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  mathnet
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  mathnet  mathscinet  zmath; Theory Probab. Appl., 67:2 (2022), 194–207  scopus
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  mathnet; 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  mathnet
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  mathnet 1
2019
6. 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  mathnet 1
2018
7. S. S. Rasova, B. P. Harlamov, “Efficiency of a two-channel system with restructuring and insurance”, Avtomat. i Telemekh., 2018, no. 4,  46–64  mathnet  elib; Autom. Remote Control, 79:4 (2018), 617–631  isi  scopus
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  mathnet
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  mathnet 3
2016
10. B. P. Harlamov, “On integral of a semi-Markov diffusion process”, Zap. Nauchn. Sem. POMI, 454 (2016),  276–291  mathnet  mathscinet; J. Math. Sci. (N. Y.), 229:6 (2018), 782–791  scopus
2015
11. B. P. Harlamov, “Final distribution of diffusion process: semi-Markov approach”, Teor. Veroyatnost. i Primenen., 60:3 (2015),  506–524  mathnet  mathscinet  elib; Theory Probab. Appl., 60:3 (2016), 444–459  isi  scopus 1
12. 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  mathnet  mathscinet; 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  mathnet  mathscinet; J. Math. Sci. (N. Y.), 214:4 (2016), 562–583  scopus 2
2013
14. B. P. Harlamov, “Preserving of Markovness whilst delayed reflection”, Zap. Nauchn. Sem. POMI, 420 (2013),  157–174  mathnet; J. Math. Sci. (N. Y.), 206:2 (2015), 217–229  scopus 1
15. S. S. Rasova, B. P. Harlamov, “Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry”, Zap. Nauchn. Sem. POMI, 412 (2013),  227–236  mathnet  mathscinet; J. Math. Sci. (N. Y.), 204:1 (2015), 148–154  scopus
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  mathnet  mathscinet; J. Math. Sci. (N. Y.), 188:6 (2013), 737–747  scopus 3
2010
17. B. P. Harlamov, “On delay and asymmetry points of one-dimensional semi-Markov diffusion processes”, Zap. Nauchn. Sem. POMI, 384 (2010),  291–309  mathnet; J. Math. Sci. (N. Y.), 176:2 (2011), 270–280  scopus 3
2009
18. B. P. Harlamov, “On Markov diffusion processes with delayed reflection from interval's boundary”, Zap. Nauchn. Sem. POMI, 368 (2009),  243–267  mathnet; J. Math. Sci. (N. Y.), 167:4 (2010), 574–587  scopus 6
2008
19. S. S. Rasova, B. P. Harlamov, “Optimal local first exit time”, Zap. Nauchn. Sem. POMI, 361 (2008),  83–108  mathnet  zmath; J. Math. Sci. (N. Y.), 159:3 (2009), 327–340  scopus
2007
20. B. P. Harlamov, “Diffusion processes with delay on ends of a segment”, Zap. Nauchn. Sem. POMI, 351 (2007),  284–297  mathnet; J. Math. Sci. (N. Y.), 152:6 (2008), 958–965  scopus 7
21. B. P. Harlamov, “Stochastic integral in case of infinite expectation of the first exit time”, Zap. Nauchn. Sem. POMI, 341 (2007),  197–219  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 147:4 (2007), 6962–6974  scopus
2005
22. B. P. Harlamov, “Optimal time substitution in a control process”, Avtomat. i Telemekh., 2005, no. 8,  64–83  mathnet  mathscinet  zmath; Autom. Remote Control, 66:8 (2005), 1249–1264  scopus
23. B. P. Harlamov, “Stochastic integral with respect to a semi-Markov process of diffusion type”, Zap. Nauchn. Sem. POMI, 328 (2005),  251–276  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 139:3 (2006), 6643–6656  scopus 2
2004
24. B. P. Harlamov, “Inverse process with independent positive increments: finite-dimensional distributions”, Zap. Nauchn. Sem. POMI, 311 (2004),  286–297  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 133:3 (2006), 1371–1377 3
2003
25. B. P. Harlamov, “Choosing the Instant of Insurance Commencement”, Avtomat. i Telemekh., 2003, no. 7,  134–142  mathnet  mathscinet  zmath; Autom. Remote Control, 64:7 (2003), 1138–1144  isi  scopus 1
26. B. P. Harlamov, “Characteristic operator of a diffusion process”, Zap. Nauchn. Sem. POMI, 298 (2003),  226–251  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 128:1 (2005), 2625–2639 2
2002
27. 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  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 127:1 (2005), 1797–1811 3
2001
28. B. P. Harlamov, “Ergodicity conditions and stationary distributions of a continuous semi-Markov process”, Zap. Nauchn. Sem. POMI, 278 (2001),  285–309  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; Autom. Remote Control, 61:9 (2000), 1501–1514 1
30. 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 45:3 (2001), 450–465  isi 2
1999
31. 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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; Autom. Remote Control, 59:4 (1998), 554–567 1
1997
33. B. P. Harlamov, “Inverse first exit problem for Wiener process”, Zap. Nauchn. Sem. POMI, 244 (1997),  302–314  mathnet  mathscinet  zmath; 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  mathnet  zmath; 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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 35:1 (1990), 54–65  isi 1
1989
37. B. P. Harlamov, “Characteristic operator and curve integral for semi-Markov process”, Zap. Nauchn. Sem. LOMI, 177 (1989),  170–180  mathnet  mathscinet  zmath; 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  mathnet  zmath
1986
39. B. P. Harlamov, “A weighted tessellation of Voronoi with Poisson fields of centroids”, Zap. Nauchn. Sem. LOMI, 153 (1986),  160–172  mathnet  zmath
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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 28:3 (1984), 688–702  isi 1
42. B. P. Harlamov, “Transition functions of a continuous semi-Markov process on the line”, Zap. Nauchn. Sem. LOMI, 130 (1983),  190–205  mathnet  mathscinet  zmath
1982
43. B. P. Harlamov, “Outleading sequences and continuous semi-Markov processes on the line.”, Zap. Nauchn. Sem. LOMI, 119 (1982),  230–236  mathnet  mathscinet
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  mathnet  mathscinet  zmath; Theory Probab. Appl., 25:3 (1980), 526–539  isi 3
45. 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  mathnet  mathscinet  zmath; J. Soviet Math., 24:5 (1984), 623–632 1
1979
46. 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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; J. Soviet Math., 23:3 (1983), 2352–2362 1
1976
48. 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 21:3 (1977), 482–498 8
49. 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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet
51. B. P. Harlamov, “On the set of the regeneration times of random processes”, Zap. Nauchn. Sem. LOMI, 41 (1974),  133–138  mathnet  mathscinet  zmath
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  mathnet  mathscinet  zmath
53. B. P. Harlamov, “Random change of time, and continuous semi-Markov processes”, Zap. Nauchn. Sem. LOMI, 29 (1972),  30–37  mathnet  mathscinet  zmath
1971
54. B. P. Harlamov, “Representation of a random process by first occurrence flows”, Dokl. Akad. Nauk SSSR, 196:2 (1971),  312–315  mathnet  mathscinet  zmath
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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 14:3 (1969), 432–449 6
57. B. P. Harlamov, “On numbers of particle generations for branching processes with overlapping generations”, Teor. Veroyatnost. i Primenen., 14:1 (1969),  44–50  mathnet  mathscinet  zmath; Theory Probab. Appl., 14:1 (1969), 44–50 7
58. B. P. Harlamov, “Characterization of random functions by random inverse images”, Zap. Nauchn. Sem. LOMI, 12 (1969),  165–196  mathnet  mathscinet  zmath
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  mathnet  mathscinet  zmath; Theory Probab. Appl., 13:1 (1968), 84–98 8
1965
60. B. P. Harlamov, “On an algorithm for stochastic search for a maximum in a deterministic field”, Trudy Mat. Inst. Steklov., 79 (1965),  71–75  mathnet  mathscinet  zmath
61. B. P. Harlamov, S. Rasova, “Efficiency of two-channel system with reorganizations and guarantees”, Avtomat. i Telemekh.,  0  mathnet

Presentations in Math-Net.Ru
1. Одномерное релятивистское броуновское движение: полумарковский подход
B. P. Harlamov
Seminar on Probability Theory and Mathematical Statistics
February 26, 2016 18:00
2. Финальное распределение диффузионного процесса с остановкой
B. P. Harlamov
Seminar on Probability Theory and Mathematical Statistics
October 17, 2014 18:00
3. Финальное распределение диффузионного процесса: полумарковский подход
B. P. Harlamov
Seminar on Probability Theory and Mathematical Statistics
March 7, 2014 18:00
4. Замена времени, связанная с замедленным отражением
B. P. Harlamov
Seminar on Probability Theory and Mathematical Statistics
May 17, 2013 18:00
5. Точки асимметрии и задержки диффузионного процесса
B. P. Harlamov
Seminar on Probability Theory and Mathematical Statistics
December 2, 2011 18:00

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