The times of Yuri Vasilyevich Prokhorov

Yuri Vasilyevich Prokhorov is the eminence grise of Russian probability theory. Every one of us interested in probability or asymptotic statistics has come across his celebrated weak compactness theorem at one time or another. He was interviewed earlier by Larry Shepp (Statistical Science, v. 7, №1, p. 123–130). That interview dealt largely with his impressive career and scientific work, his international contacts and the issue of discrimination in the Soviet Union.
The world has changed considerably in the intervening years and our knowledge and perspective of the past has developed accordingly. It seemed natural to us to talk once more to the man who lived through these turbulent times as the intellectual heir of Kolmogorov, and as one who was in a position to observe the inner workings of the powerful Soviet (later Russian) Academy of Sciences, the Steklov Mathematical Institute in Moscow, and the activities of his many colleagues throughout the country and elsewhere. This interview took place between November 13 and 28, 2006, at Bielefeld University. As it was more like a friendly three-way conversation than a formal interview, we did not identify the two interviewers, but merely indicated the person who asked a question as “interviewer”.