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8 Gubkina St. Moscow,
119991, Russia
Tel.: +7(495) 984 81 41
Fax: +7(495) 984 81 39
Web site: www.mi.ras.ru
E-mail: steklov@mi.ras.ru

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Department of Probability Theory and Mathematical Statistics

| Seminars | History of the Department | Research Fields | Publications |
Staff
Holevo Alexander Semenovich

Doctor Phys.-Math. Sci., Professor, Corresponding Member of RAS, Head of Department
office: 407; tel.: +7 (499) 941 01 92, +7 (495) 984 81 41 * 36 32; e-mail: holevo@mi.ras.ru
Personal page: http://www.mi.ras.ru/~holevo
Principal fields of research: Noncommutative probabilty theory. Quantum information theory. Mathematical foundations of quantum theory. Communication and computing. Quantum and classical stochastic processes. Quantum Markov property and dynamical semigroups. Statistical structure of quantum theory. Quantum measurements.
Holevo Alexander Semenovich
Amosov Grigori Gennadievich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82, +7 (495) 984 81 41 * 36 57; e-mail: gramos@mi.ras.ru
Amosov Grigori Gennadievich
Chibisov Dmitrii Mikhailovich

Doctor Phys.-Math. Sci., Professor, Leading Scientific Researcher
office: 405; tel.: +7 (495) 984 81 41 * 37 73; e-mail: chibisov@mi.ras.ru
Chibisov Dmitrii Mikhailovich
Gushchin Aleksandr Aleksnadrovich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 405; tel.: +7 (495) 984 81 41 * 37 73; e-mail: gushchin@mi.ras.ru
Gushchin Aleksandr Aleksnadrovich
Hohlov Vladimir Ivanovich

Candidate Phys.-Math. Sci., Scientific Researcher
office: 416; tel.: +7 (499) 941 01 81, +7 (495) 984 81 41 * 37 48; e-mail: tvp@tvp.ru
Muravlev Alexey Anatol'evich

Candidate Phys.-Math. Sci., Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82; e-mail: almurav@mi.ras.ru
Principal fields of research: Stochastic analysis. Optimal stopping problems. Fractional Brownian motion.
Muravlev Alexey Anatol'evich
Shirokov Maksim Evgenievich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 407; tel.: +7 (499) 135 04 80, +7 (495) 984 81 41 * 36 32; e-mail: msh@mi.ras.ru
Personal page: http://www.mi.ras.ru/~msh
Principal fields of research: Quantum information theory.
Shirokov Maksim Evgenievich
Shiryaev Albert Nikolaevich

Doctor Phys.-Math. Sci., Professor, Academician of RAS, Chief Scientific Researcher
office: 413; tel.: +7 (495) 984 81 41 * 37 37; e-mail: albertsh@mi.ras.ru
Shiryaev Albert Nikolaevich
Viskov Oleg Viktorovich

Candidate Phys.-Math. Sci., Senior Scientific Researcher
office: 413; tel.: +7 (495) 984 81 41 * 37 37; e-mail: viskov@mi.ras.ru
Yakymiv Arsen Ljubomirovich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82, +7 (495) 984 81 41 * 36 57; e-mail: arsen@mi.ras.ru
Principal fields of research: Stochastic applications of Tauberian theorems.
Yakymiv Arsen Ljubomirovich
Yaskov Pavel Andreevich

Candidate Phys.-Math. Sci., Academic Secretary, Senior Scientific Researcher
office: 327; tel.: +7 (495) 984 81 38, +7 (495) 984 81 41 * 37 90; e-mail: yaskov@mi.ras.ru
Yaskov Pavel Andreevich
Zhitlukhin Mikhail Valentinovich

Candidate Phys.-Math. Sci., Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82 ; e-mail: mikhailzh@mi.ras.ru
Principal fields of research: Probability theory. Stochastic calculus. Stochastic control. Applications in financial mathematics.
Zhitlukhin Mikhail Valentinovich

Novikov Aleksandr Aleksandrovich

Doctor Phys.-Math. Sci., Out-Of-Staff Member
e-mail: alex.novikov@uts.edu.au
Novikov Aleksandr Aleksandrovich

Prokhorov Yurii Vasil'evich (15.12.1929 – 16.07.2013)

Doctor Phys.-Math. Sci., Academician of RAS
Top
Seminars
Principle Seminar of the Department of Probability Theory, Moscow State University
Seminar Chairman: A. N. Shiryaev; Seminar Coordinator: D. A. Shabanov; Scientific Secretary: D. A. Kravtsov
MSU, auditorium 12-24
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
Steklov Mathematical Institute of RAS, Room 415 (8 Gubkina)
Seminar on Quantum Probability, Statistics, Information
Seminar Chairman: A. S. Holevo
Steklov Mathematical Institute, Room 415 (8 Gubkina)
Top
History of the Department

From the time when the Department was organized in 1938 and until 1960, the Head of Department was A. N. Kolmogorov (excluding 1946–1948 when A. Ya. Khinchin occupied this position). From 1960 to 2013 the Department was headed by academician Yu. V. Prokhorov. During some period a part of the Department existed independently under the name Department of Mathematical Statistics successively headed by N. V. Smirnov, L. N. Bol'shev, D. M. Chibisov, and from 1983 to 1987 by A. N.  Kolmogorov.

In the 1940-s research in Probability Theory and in Statistics also was done outside the Department (S. N. Bernstein, O. V. Sarmanov). In the Department itself investigations in these fields were carried out by A. N. Kolmogorov, A. Ya. Khinchin, E. E. Slutsky, N. V. Smirnov. At the end of 40-s the Department was joined by B. A. Sevast'yanov and Yu. V. Prokhorov, and at the beginning of 50-s by L. N. Bol'shev. At that time a close assistant of A. N. Kolmogorov was A. A. Petrov. Special preparation to the degree of Doctor of Sciences had Yu. V. Prokhorov, V. S. Semenov, S. Kh. Sirazhdinov. Among graduate students at the Department were A. A. Borovkov, N. N. Chentsov, G. M. Maniya, and E. A. Nadaraya.

Along with theoretical research, great attention was paid to applications. Among them were

  • theory of shell scattering (A. N. Kolmogorov);
  • statistical quality control (A. N. Kolmogorov, S. A. Aivazyan, A. N.  Bol'shev, S. Kh. Sirazhdinov, I. A. Borodachev);
  • composition of statistical tables (E. E. Slutskii, N. V. Smirnov, L. N. Bol'shev and their assistants E. S. Kedrova, V. F. Kotelnikova, M. A. Rybinskaya);
  • queuing theory (A. Ya. Khinchin, Yu. V. Prokhorov, B. A. Sevast'yanov).

The main directions of theoretical research in the Department were:

  • foundations of the probability theory (measure theoretic approach — A. N. Kolmogorov, V. V. Sazonov, Yu. V. Prokhorov, algorithmic complexity approach — A. N. Kolmogorov);
  • asymptotic methods of probability and statistics (A. Ya. Khinchin, A. N. Kolmogorov, N. V. Smirnov, Yu. V. Prokhorov, V. M. Zolotarev, V. V. Sazonov, D. M. Chibisov);
  • theory of random processes and fields (A. Ya. Khinchin, A. N. Kolmogorov, Yu. A. Rozanov), purely jump and branching processes (A. Ya. Khinchin, B. A. Sevast'yanov, V. F. Kolchin); statistical sequential analysis, stochastic calculus, martingales (A. N. Shiryaev, A. A. Novikov);
  • foundations of statistical mechanics and quantum statistics, information theory (A. Ya. Khinchin, A. S. Holevo);
  • nonparametric methods of mathematical statistics, properties of order statistics, asymptotic theory of different tests (N. V. Smirnov, A. N. Kolmogorov, L. N. Bol'shev, N. N. Chentsov, D. M. Chibisov).

Besides the mentioned above, at different times at the Department worked: K. A. Borovkov, B. I. Devyatov, M. P. Ershov, A. V. Kolchin, V. F. Kolchin, D. O. Kramkov, B. N. Leonov, V. K. Malinovsky, A. C. Miller, M. L. Nechaev, B. S. Stechkin, Yu. O. Usenko.

Top
Research Fields

The goal of theory of probability and mathematical statistics is the study of the universal mathematical laws underlying the random phenomena, the development of methods for construction of mathematical models that reflect essential features of random data, application to the analysis of specific complex multicomponent systems in physics, engineering, computer science, economics, biology, social sciences. The modern trend in probability theory is also characterized by wide application of probabilistic methods in mathematical structures of diverse nature varying from geometry, algebra, representation theory and complex analysis to the theory of numbers, combinatorics and theory of algorithms. Currently the main directions of research in the Department of Probability Theory and Mathematical Statistics are:

  • stochastic optimization and its application, including financial mathematics (A. N. Shiryaev, A. A. Gushchin, P. A. Yaskov, M. V. Zhitlukhin, A. A. Muravlev);
  • non-commutative probability theory and its applications in quantum theory of information and statistical decisions (A. S. Holevo, M. E. Shirokov, G. G. Amosov);
  • asymptotic methods in probability theory and statistics (O. V. Viskov, V. I. Khokhlov, D. M. Chibisov, A. L. Yakymiv).
Research of leading members of the Department in these directions is at the world level and has earned international recognition in the form of awards, participation in the organizing committees and as invited speakers at major international conferences, in the editorial boards of leading world scientific magazines, as confirmed by the high citations of their work. In these areas it is planned the development of stochastic analysis and optimization; asymptotic methods, including methods of random matrices; construction and investigation of mathematical models of classical and quantum information-processing systems and methods of computing their entropy characteristics, the development of the mathematical theory of quantum correlations (entanglement) in the composite infinite dimensional quantum systems (the so-called continuous variables systems) with applications to the modeling of complex systems, development of effective algorithms of information processing and communication protocols.

Recent publications

| by years | scientific publications | by types |



   2017
1. M. E. Shirokov, A. S. Holevo, Izv. RAN. Ser. Mat., 81:5 (2017)  mathnet  crossref
2. A. S. Holevo, On quantum Gaussian optimizers conjecture in the case $q=p$, 2017 , arXiv: 1707.02117
3. A. S. Holevo, On singular perturbations of quantum dynamical semigroups, 2017 , arXiv: 1706.04866
4. I. Siemon, A. S. Holevo, R. F. Werner, Unbounded generators of dynamical semigroups, 2017 , arXiv: 1707.02266
5. A. S. Kholevo, Teor. Veroyatnost. i Primenen., 62:4 (2017) (to appear)  mathnet
6. Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorov’s equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 2017, 1–18 (Published online)  mathnet  crossref  scopus
7. M. E. Shirokov, A. V. Bulinski, “Lower estimates for distances from a given quantum channel to certain classes of quantum channels”, Quantum computing, Itogi Nauki i Tekhniki. Ser. Sovrem. Mat. Pril. Temat. Obz., 138, VINITI, Moscow, 2017, 125–131  mathnet
8. A. L. Yakymiv, Diskr. Mat., 29:1 (2017), 136–155  mathnet  crossref  elib
9. Grigori G. Amosov, Sergey N. Filippov, “Spectral properties of reduced fermionic density operators and parity superselection rule”, Quantum Inf. Process., 16:1 (2017), 2 , 16 pp.  mathnet  crossref  isi  scopus (cited: 1)
10. G. G. Amosov, “Algebraic methods of the study of quantum information transfer channels”, Quantum computing, Itogi Nauki i Tekhniki. Ser. Sovrem. Mat. Pril. Temat. Obz., 138, VINITI, Moscow, 2017, 3–10  mathnet
11. G. G. Amosov, “On tomographic representation on the plane of the space of Schwartz operators and its dual”, Lobachevskii J. Math., 38:4 (2017), 595–599  mathnet  crossref  scopus
12. G.G. Amosov, A.S. Mokeev, “O postroenii antiklik dlya nekommutativnykh operatornykh grafov”, Zapiski nauchnykh seminarov POMI, 456 (2017), 5–15  mathnet
13. A. A. Gushchin, “The joint law of terminal values of a nonnegative submartingale and its compensator”, Teor. Veroyatnost. i Primenen., 62:2 (2017), 267–291  mathnet  crossref  elib
14. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37  mathnet  crossref  mathscinet  isi (cited: 1)  isi (cited: 1)  elib  scopus
15. Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27 (2017), 1513 , 1523 pp.  mathnet  crossref  mathscinet  isi  elib  scopus
16. O. V. Vskov, V. I. Khokhlov, “Characterizing and Generalized Moment Identities and Their Applications”, Mathematics in the Modern World. International Conference Dedicated to the 60th Anniversary of the Sobolev Institute of Mathematics (Novosibirsk, August 14–19, 2017), eds. G. V. Demidenko et al, Sobolev Math. Inst. SB RAS, Novosibirsk, 2017, 356 (to appear)
17. V. I. Khokhlov, V. M. Maximov, O. V. Viskov, “Universal Approcah to Obtain Stein-Chen-like Identities, Characterizing and Generalized Moment Identities of Higher Orders and Their Applications”, Scientific Communication, XXXIV International Seminar on Stability Problems for Stochastic Models. Book of Abstracts (Debrecen, August 25–29, 2017), eds. I. Fazekas, V. Korolev, S. Baran, Didakt Kiadó, Debrecen, 2017, 48 (to appear)
18. O. V. Vskov, M. V. Maximov, V. I. Khokhlov, “Stein–Chen-like Characterizations for One-Dimensional Probability Distributions”, TPA, Prokhorov Ser., 1 (62):1 (2017) (to appear) , 16 pp.
19. Stanislav Anatolyev, Pavel Yaskov, “Asymptotics of diagonal elements of projection matrices under many instruments/regressors”, Econometric Theory, 33:3 (2017), 717–738  mathnet  crossref  mathscinet  isi (cited: 1)  elib  scopus (cited: 1)
20. Pavel Yaskov, “LLN for quadratic forms of long memory time series and its applications in random matrix theory”, J. Theor. Probability, 2017, 1–24 (Published online)  mathnet  crossref  scopus
21. P. A. Yaskov, “On a spectrum of sample covariation matrices for time series”, Teor. Veroyatnost. i Primenen., 62:3 (2017), 542–555  mathnet  crossref  elib
22. M. V. Zhitlukhin, “Maximization of the ratio of the expectation and the deviation of a random variable”, Uspekhi Mat. Nauk, 72:4(436) (2017), 191–192  mathnet  crossref  elib

   2016
23. A. S. Holevo, “On the constrained classical capacity of infinite-dimensional covariant quantum channels”, J. Math. Phys., 57:1 (2016), 15203 , 11 pp.  mathnet (cited: 1)  crossref  isi  elib  scopus
24. A. S. Holevo, “On the proof of the majorization theorem for quantum Gaussian channels”, Russian Math. Surveys, 71:3 (2016), 585–587  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
25. A. S. Holevo, “On a characterization of Gaussian transition operators”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 830–837  mathnet  crossref  elib
26. A. S. Holevo, “The classical capacity of quantum Gaussian gauge-covariant channels: beyond i.i.d.”, IEEE Information Theory Society Newsletter, 66:4 (2016), 3–6  mathnet
27. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 1, Fakty. Modeli, MTsNMO, M., 2016 , 440 pp.
28. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 2, Teoriya, MTsNMO, M., 2016 , 460 pp.
29. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “On confidence intervals for Brownian motion changepoint times”, Russian Math. Surveys, 71:1 (2016), 159–160  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus (cited: 1)
30. Yu. M. Kabanov, A. N. Shiryaev, “Sovremennye problemy finansovoi matematiki”, Teoriya veroyatn. i ee primen., 61:1 (2016), 3–4  mathnet  crossref  zmath  elib; Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 61:1 (2017), 1–2  crossref  zmath  isi  scopus
31. A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 837–844  mathnet  crossref  elib
32. A. N. Shiryaev, Stokhasticheskie zadachi o razladke, MTsNMO, M., 2016 , 392 pp.
33. M. E. Shirokov, “Measures of correlations in infinite-dimensional quantum systems”, Sb. Math., 207:5 (2016), 724–768  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
34. M. E. Shirokov, “Squashed entanglement in infinite dimensions”, J. Math. Phys., 57:3 (2016), 32203 , 22 pp.  mathnet  crossref  mathscinet (cited: 2)  zmath  isi (cited: 2)  elib  scopus (cited: 2)
35. M. E. Shirokov, “On characterization of positive maps preserving continuity of the von Neumann entropy”, Russian Math. Surveys, 71:5 (2016), 965–966  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus
36. M. E. Shirokov, “Estimates for discontinuity jumps of information characteristics of quantum systems and channels”, Problems of Information Transmission, 52:3 (2016), 239–264  mathnet  crossref  isi  elib  scopus
37. A. L. Yakymiv, “A Tauberian theorem for multiple power series”, Sb. Math., 207:2 (2016), 286–313  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus (cited: 1)
38. Yakymiv, A. L., “Distribution of the Order in Some Classes of Random Mappings”, XVII-th International Summer Conference on Probability and Statistics (ISCPS-2016) (Pomorie, Bulgaria, 25 June – 1 July 2016), 2016, 42–50 http://www.math.bas.bg/~statlab/ISCPS2016/ISCPS
39. A. L. Yakymiv, “O poryadke sluchainoi $A$-podstanovki”, Nauchnyi doklad, XVII Vserossiiskii simpozium po prikladnoi i promyshlennoi matematike (osennyaya otkrytaya sessiya) (Sochi-Dagomys, 1–8 oktyabrya 2016 g., red. I. A. Sokolov, A. R. Simonyan, V. I. Khokhlov), Obozrenie prikladnoi i promyshlennoi matematiki, 23, no. 4, 2016, 398–399 http://www.tvp.ru/conferen/vsppmXVII/kisvd116.pdf
40. G. G. Amosov, I. Yu. Zhdanovskii, “Structure of the Algebra Generated by a Noncommutative Operator Graph which Demonstrates the Superactivation Phenomenon for Zero-Error Capacity”, Math. Notes, 99:6 (2016), 924–927  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
41. A. A. Gushchin, “The minimum increment of $f$-divergences given total variation distances”, Math. Methods Statist., 25:4 (2016), 304–312  mathnet  crossref  mathscinet  zmath  scopus
42. A. A. Novikov, S. Aleksander, N. E. Kordzakhiya, T. Ling, “Otsenivanie optsionov aziatskogo i basketnogo tipov s pomoschyu verkhnikh i nizhnikh granits”, Teoriya veroyatn. i ee primen., 61:1 (2016), 53–68  mathnet  crossref  zmath  elib; A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Theory Probab. Appl., 61:1 (2017), 94–106  crossref  zmath  isi  scopus
43. O. V. Vskov, V. I. Khokhlov, “Generalized Moment Identity for Negative Binomial Distribution”, Scientific Communication., XVII All-Russian Simposium on Applied and Industrial Mathematics, Fall Open Session (Sochi–Dagomys, October 1–8, 2016), OP&PM Surveys on Applied and Industrial Mathematics, 23, Ed. by Yu. G. Evtushenko, no. 5, 2016, 393–395 (Ed. by I. A. Sokolov et al.)
44. O. V. Vskov, V. I. Khokhlov, “Generalized Moment Identity for Negative Binomial Distribution and Its Application to the Linearization Problem”, OP&PM Surveys on Applied and Industrial Mathematics, 23:5 (2016), 401–410 (to appear) (Ed. by Yu. G. Evtushenko)
45. Pavel Yaskov, “A short proof of the Marchenko–Pastur theorem [Une courte démonstration du théorème de Marchenko–Pastur]”, C. R. Math. Acad. Sci. Paris, 354:3 (2016), 319–322 , arXiv: 1506.04922  mathnet (cited: 1)  crossref  mathscinet (cited: 1)  isi (cited: 1)  elib  scopus (cited: 1)
46. Pavel Yaskov, “Controlling the least eigenvalue of a random Gram matrix”, Linear Algebra Appl., 504 (2016), 108–123  mathnet  crossref  mathscinet (cited: 1)  zmath  isi (cited: 2)  elib  scopus (cited: 2)
47. Pavel Yaskov, “Necessary and sufficient conditions for the Marchenko-Pastur theorem”, Electron. Commun. Probab., 21 (2016), 73 , 8 pp.  mathnet (cited: 1)  crossref  mathscinet  zmath  isi  elib  scopus
48. M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52  mathnet  crossref

   2015
49. V. Giovannetti, A. S. Holevo, R. García-Patrón, “A solution of Gaussian optimizer conjecture for quantum channels”, Comm. Math. Phys., 334:3 (2015), 1553–1571  mathnet (cited: 9)  crossref  mathscinet (cited: 4)  zmath  isi (cited: 16)  elib (cited: 8)  scopus
50. V. Giovannetti, A. S. Holevo, A. Mari, “Majorization and additivity for multimode bosonic Gaussian channels”, Theoret. and Math. Phys., 182:2 (2015), 284–293  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 8)  elib (cited: 5)  elib (cited: 5)  scopus (cited: 7)
51. A. S. Holevo, “Gaussian optimizers and the additivity problem in quantum information theory”, Russian Math. Surveys, 70:2 (2015), 331–367  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 10)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 6)
52. A. S. Holevo, M. E. Shirokov, “On the Gain of Entanglement Assistance in the Classical Capacity of Quantum Gaussian Channels”, Math. Notes, 97:6 (2015), 974–977  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
53. G. De Palma, A. Mari, V. Giovannetti, A. S. Holevo, “Normal form decomposition for Gaussian-to-Gaussian superoperators”, J. Math. Phys., 56:5 (2015), 052202 , 19 pp.  mathnet (cited: 3)  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 4)
54. A. S. Kholevo, M. E. Shirokov, “Kriterii slaboi kompaktnosti dlya semeistv obobschennykh kvantovykh ansamblei i ego sledstviya”, TVP, 60:2 (2015), 402–408  mathnet  crossref  mathscinet  zmath  elib; A. S. Holevo, M. E. Shirokov, “Criterion of weak compactness for families of generalized quantum ensembles and its corollaries”, Theory Probab. Appl., 60:2 (2016)  crossref  mathscinet  zmath  isi  elib  scopus
55. O. V. Viskov, V. M. Maksimov, V. I. Khokhlov, “Annulators, pre-annulators and characterizators of probabilistic measures”, International Conference “Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis — V” (Rostov-on-Don, 26 April – 1 May 2015), eds. A. N. Karapetyants et al, DSTU Publ. Center, Rostov-on-Don, 2015, 178–180 http://karapetyants.sfedu.ru/conf/tethis2015.pdf
56. Viskov O. V., Maksimov V. M., Khokhlov V. I., “Characterizing moment identities for equiprobable and uniform distributions”, XVI All-Russian Symposium on Applied and Industrial Mathematics (Summer Session) (Chelyabinsk, June 21 – 27, 2015), OP&PM Surveys Appl. Industr. Math., 22, no. 1, ed. Yu. G. Evtushenko, 2015, 64–65 http://www.tvp.ru/conferen/vsppm16/chelso028.pdf
57. O. V. Viskov, V. I. Khokhlov, “O chetyrekh napravleniyakh issledovanii Yu. V. Prokhorova i ikh perspektivakh”, TVP, 60:2 (2015), 383–390  mathnet  crossref  mathscinet (cited: 1)  zmath  elib; O. V. Viskov, V. I. Khokhlov, “Four directions of Yu. V. Prokhorov’s research and their perspectives”, Theory Probab. Appl., 60:2 (2016), 336–342  crossref  mathscinet  zmath  isi  elib  scopus
58. O. V. Viskov, M. V. Maksimov, V. I. Khokhlov, “Characterization Properties of Liu identity for multidimensional Gaussian distribution and Wey–Zhang–Li identity for Beta distribution”, 8 International Congress on Industrial and Applied Mathematics. Program and Abstracts (Beijing, August 10–14, 2015), eds. Z. Ma, L. Guo, Beijing Univ., Beijing, 2015, 257 http://www.iciam2015.cn/Program & Abstracts.pdf (minisimpozium MS-Th-E-12-3)
59. O. V. Viskov, V. M. Maksimov , V. I. Khokhlov, “Characterizing moment identities for equiprobable and uniform distributions”, XVI All-Russian Symposium on Applied and Industrial Mathematics (Fall Session) (Sochy-Dagomys, 2015), OP&PM Surveys Appl. Industr. Math., 22, no. 4, ed. Yu. G. Evtushenko, 2015, 447–449 (to appear) http://www.tvp.ru/conferen/vsppm16/org1507.pdf
60. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quant. Finance, 15:9 (2015), 1449–1469  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 1)  elib (cited: 2)  scopus
61. R. C. Dalang, A. N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25:3 (2015), 1475–1512  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
62. O. E. Barndorff-Nielsen, A. N. Shiryaev, Change of time and change of measure, Advanced Series on Statistical Science and Applied Probability, 21, 2nd ed., World Scientific, Hackensack, NJ, 2015 , 344 pp.  crossref  mathscinet  zmath
63. Yu. M. Kabanov, A. N. Shiryaev, “Sovremennye problemy finansovoi matematiki”, TVP, 60:4 (2015), 625–627  mathnet  crossref  elib; Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 60:4 (2016), 531–532  crossref  isi  scopus
64. A. N. Shiryaev, “Reshenie odnoi optimizatsionnoi zadachi skoreishego obnaruzheniya pri nalichii tseny za nablyudeniya”, Beskonechnomernyi analiz, stokhastika, matematicheskoe modelirovanie: novye zadachi i metody. Problemy matematicheskogo i estestvennonauchnogo obrazovaniya, Sbornik statei Mezhdunarodnoi konferentsii (Moskva, 15–18 dekabrya 2014 g.), eds. A. I. Kirillov, S. A. Rozanova, Rossiiskii universitet druzhby narodov, M., 2015, 77–85  elib
65. M. E. Shirokov, “On quantum zero-error capacity”, Russian Math. Surveys, 70:1 (2015), 176–178  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 2)  elib  elib  scopus (cited: 1)
66. M. E. Shirokov, T. Shulman, “On superactivation of zero-error capacities and reversibility of a quantum channels”, Comm. Math. Phys., 335:3 (2015), 1159–1179 , arXiv: 1309.2610  mathnet (cited: 2)  crossref  mathscinet (cited: 2)  zmath  adsnasa  isi (cited: 4)  elib (cited: 4)  scopus (cited: 6)
67. M. E. Shirokov, “On multipartite superactivation of quantum channel capacities”, Problems Inform. Transmission, 51:2 (2015), 87–102 , arXiv: 1411.5386  mathnet  crossref  mathscinet  isi  elib  scopus
68. M. E. Shirokov, “On channels with positive quantum zero-error capacity having vanishing $n$-shot capacity”, Quantum Inf. Process., 14:8 (2015), 3057–3074  mathnet (cited: 1)  crossref  mathscinet (cited: 3)  zmath  isi (cited: 2)  elib (cited: 3)  scopus
69. A. L. Yakymiv, “On the Number of Components of Fixed Size in a Random $A$-Mapping”, Math. Notes, 97:3 (2015), 468–475  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
70. A. L. Yakymiv, “Tauberova teorema dlya proizvodyaschikh funktsii kratnykh posledovatelnostei”, TVP, 60:2 (2015), 410–415  mathnet  crossref  mathscinet  zmath  elib; A. L. Yakymiv, “Tauberian theorem for the generation functions of multiple sequences”, Theory Probab. Appl., 60:2 (2016), 343–347  crossref  mathscinet  zmath  isi  elib  scopus
71. G. G. Amosov, “Estimating the output entropy of a tensor product of two quantum channels”, Theoret. and Math. Phys., 182:3 (2015), 397–406  mathnet  crossref  crossref  mathscinet  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)
72. G. G. Amosov, A. I. Dnestryan, “Towards a tomographic representation of quantum mechanics on the plane”, Phys. Scr., 90:7 (2015), 074025 , arXiv: 1503.04640  mathnet  crossref  isi  elib  scopus (cited: 1)
73. G. G. Amosov, V. Zh. Sakbaev, “Geometricheskie svoistva sistem vektornykh sostoyanii i razlozhenie sostoyanii v integraly Pettisa”, Algebra i analiz, 27:4 (2015), 1–14  mathnet  mathscinet  elib; G. G. Amosov, V. Zh. Sakbaev, “Geometrical properties of systems of vector states and representing of states in the form of Pettis integrals”, St. Petersburg Math. J., 27:4 (2016), 589–597  crossref  mathscinet  isi  elib  scopus
74. G. G. Amosov, I. Yu. Zhdanovskii, “O nekommutativnoi deformatsii operatornogo grafa, otvechayuschego gruppe Kleina”, Teoriya predstavlenii, dinamicheskie sistemy, kombinatornye metody. XXV, Zap. nauchn. sem. POMI, 436, 2015, 49–75  mathnet  mathscinet; J. Math. Sci. (N. Y.), 215:6 (2016), 659–676  crossref  mathscinet  elib  scopus
75. G. G. Amosov, A. S. Nadzharov, “Ob'ektno-orientirovannyi yazyk programmirovaniya OpenMusic i ego ispolzovanie dlya analiza kontseptsii sozdaniya muzykalnykh proizvedenii”, Neirokompyutery: razrabotka, primenenie, 2015, no. 9, 67–76  mathnet  elib
76. A. Gushchin, “A characterization of maximin tests for two composite hypotheses”, Math. Methods Statist., 24:2 (2015), 110–121  mathnet  crossref  mathscinet  zmath  elib  scopus
77. Alexander A. Gushchin, Stochastic calculus for quantitative finance, ISTE, London; Elsevier, Kidlington, 2015 , 208 pp. www.sciencedirect.com/science/book/9781785480348  mathscinet  zmath
78. A. A. Guschin, M. A. Urusov, “Protsessy, vkladyvayuschiesya v geometricheskoe brounovskoe dvizhenie”, TVP, 60:2 (2015), 248–271  mathnet  crossref  zmath  elib; A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Theory Probab. Appl., 60:2 (2016), 246–262  crossref  zmath  isi  elib  scopus
79. D. M. Chibisov, “Zakon bolshikh chisel Ya. Bernulli i usilennyi zakon bolshikh chisel”, TVP, 60:2 (2015), 408–410  mathnet  crossref  mathscinet  zmath  elib; D. M. Chibisov, “J. Bernoulli’s law of large numbers and the strong law of large numbers”, Theory Probab. Appl., 60:2 (2016), 318–319  crossref  mathscinet  zmath  isi  elib  scopus
80. Pavel Yaskov, “Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition”, Electron. Commun. Probab., 20 (2015), 044 , 9 pp.  mathnet  crossref  mathscinet (cited: 2)  zmath  isi (cited: 2)  elib (cited: 1)  scopus (cited: 1)
81. P. Yaskov, “Variance inequalities for quadratic forms with applications”, Math. Methods Statist., 24:4 (2015), 309–319  mathnet  crossref  mathscinet (cited: 1)  scopus (cited: 1)

   2014
82. Y. I. Bogdanov, B. I. Bantysh, V. F. Lukichev, A. A. Orlikovsky, A. S. Holevo, “Entanglement dynamics in quantum operations using superconducting phase qubits”, Bulletin of the Russian Academy of Sciences: Physics, 78:1 (2014), 1–5  mathnet  crossref  crossref  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
83. A. S. Holevo, “Gaussian classical-quantum channels: gain from entanglement-assistance”, Problems Inform. Transmission, 50:1 (2014), 1–14  mathnet  crossref  mathscinet  isi  elib (cited: 1)  scopus
84. A. A. Kuznetsova, A. S. Kholevo, “Teoremy kodirovaniya dlya gibridnykh kanalov. II”, TVP, 59:1 (2014), 168–178  mathnet  crossref  mathscinet  elib; A. A. Kuznetsova, A. S. Holevo, “Coding theorems for hybrid channels. II”, Theory Probab. Appl., 59:1 (2015), 145–154  crossref  mathscinet  isi  elib  scopus
85. A. Mari, V. Giovannetti, A. S. Holevo, “Quantum state majorization at the output of bosonic Gaussian channels”, Nature Communications, 5 (2014), 3826 , 5 pp.  mathnet  crossref  isi (cited: 29)  scopus (cited: 30)
86. V. Giovannetti, R. Garcia-Patron, N. J. Cerf, A. S. Holevo, “Ultimate classical communication rates of quantum optical channels”, Nature Photonics, 8:10 (2014), 216 , 6 pp.  mathnet  crossref  isi (cited: 39)  elib (cited: 23)  scopus
87. A. S. Kholevo, “Quantum Gaussian optimizer problem”, New Horizons in Statistical Decision Theory (Oberwolfach, 7–13 September 2014), Oberwolfach Reports, 41/2014, Mathematisches Forschungsinstitut Oberwolfach, 2014, 28–31  mathnet  crossref
88. O. V. Viskov, V. I. Khokhlov, “Characterization property of Liu identity for two-dimensional Gaussian distribution”, XV All-Russian Symposium on Applied and Industrial Mathematics (Spring Session) (Kislovodsk, May 1–8, 2014), OP&PM Surveys Appl. Industr. Math., 21, no. 1, ed. Yu. G. Evtushenko, 2014, 44–45 http://www.tvp.ru/conferen/vsppm15/org1412.pdf
89. O. V. Viskov, V. I. Khokhlov, “Characterization property of Liu identity for multidimensional Gaussian distribution”, XV All-Russian Symposium on Applied and Industrial Mathematics, Fall Open Session (Sochi–Dagomys, September 28 – October 5, 2014), OP&PM Surveys Appl. Industr. Math., 21, no. 4, ed. Yu. G. Evtushenko, 2014, 340–341 http://www.tvp.ru/conferen/vsppm15/org1414.pdf
90. O. V. Viskov, V. I. Khokhlov, Review of Applied and Industrial Mathematics, 21:4 (2014), 340–341  mathnet
91. O. V. Viskov, V. I. Khokhlov, Review of Applied and Industrial Mathematics, 21:1 (2014), 44–45  mathnet
92. E. A. Feinberg, M. Mandava, A. N. Shiryaev, “On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes”, Math. Anal. Appl., 411:1 (2014), 261–270  mathnet  crossref  mathscinet (cited: 6)  zmath  isi (cited: 7)  scopus (cited: 6)
93. M. Zhanblan-Pike, A. N. Shiryaev, “Pamyati Marka Iora”, TVP, 59:1 (2014), 205–206  mathnet  crossref  elib; M. Jeanblanc-Picqué, A. N. Shiryaev, “In memoriam of Marc Yor”, Theory Probab. Appl., 59:1 (2015), 180  crossref  isi  scopus
94. A. Shiryaev, E. Burnaev, M. Markov, A. Panchekha, “Portfolio choice and cross-sectional skewness of hedge funds returns”, Quant. Finance, 2014 (to appear)
95. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model”, Journal of Portfolio Management, 40:2 (2014), 54–63  mathnet  crossref  isi (cited: 1)  scopus (cited: 2)
96. A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Anal., 33:2 (2014), 182–185  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)
97. M. V. Zhitlukhin, A. N. Shiryaev, “On the existence of solutions of unbounded optimal stopping problems”, Proc. Steklov Inst. Math., 287:1 (2014), 299–307  mathnet  crossref  crossref  isi  elib  elib  scopus
98. A. A. Muravlev, A. N. Shiryaev, “Two-sided disorder problem for a Brownian motion in a Bayesian setting”, Proc. Steklov Inst. Math., 287:1 (2014), 202–224  mathnet  crossref  crossref  isi  elib  elib  scopus
99. Ya. A. Lyulko, A. N. Shiryaev, “Sharp maximal inequalities for stochastic processes”, Proc. Steklov Inst. Math., 287:1 (2014), 155–173  mathnet  crossref  crossref  isi (cited: 1)  elib  elib  scopus (cited: 1)
100. M. E. Shirokov, “Criteria for equality in two entropic inequalities”, Sb. Math., 205:7 (2014), 1045–1068 , arXiv: 1302.5336  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)
101. M. E. Shirokov, T. V. Shulman, “On superactivation of one-shot zero-error quantum capacity and the related property of quantum measurements”, Problems Inform. Transmission, 50:3 (2014), 232–246  mathnet  crossref  mathscinet  isi (cited: 4)  elib (cited: 3)  scopus (cited: 4)
102. A. L. Yakymiv, “O chisle komponent sluchainogo $A$-otobrazheniya”, TVP, 59:1 (2014), 81–96  mathnet (cited: 2)  crossref  elib (cited: 1); A. L. Yakymiv, “On a number of components in a random $A$-mapping”, Theory Probab. Appl., 59:1 (2015), 114–127  crossref  isi (cited: 2)  elib (cited: 2)  scopus (cited: 1)
103. A. L. Yakymiv, “On a Number of Components in a Random A-Mapping”, XVI-th International Summer Conference on Probability and Statistics (ISCPS-2014), Dedicated to the memory of B. A. Sevastyanov (Pomorie, Bulgaria, 21–28 June 2014), 2014, 41–42 http://stochastics.fmi.uni-sofia.bg/st/htm/abstracts-2014.pdf
104. G. G. Amosov, A. I. Dnestryan, “On the entropy gain under the action of the amplitude damping channel on qutrit”, J. Russian Laser Research, 35:3 (2014), 291–294  mathnet  crossref  isi  elib  scopus
105. A. A. Gushchin, R. V. Khasanov, I. S. Morozov, “Some functional analytic tools for utility maximization”, Modern stochastics and applications, Springer Optimization and Its Applications, 90, eds. V. Korolyuk, N. Limnios, Y. Mishura, L. Sakhno, G. Shevchenko, Springer, 2014, 267–285  mathnet  crossref  mathscinet  zmath
106. A. A. Gushchin, “On pathwise counterparts of Doob's maximal inequalities”, Proc. Steklov Inst. Math., 287:1 (2014), 118–121  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
107. Alexander Gushchin, Mikhail Urusov, Mihail Zervos, “On the submartingale/supermartingale property of diffusions in natural scale”, Proc. Steklov Inst. Math., 287:1 (2014), 122–132  mathnet  crossref  crossref  mathscinet (cited: 2)  zmath  isi (cited: 1)  elib (cited: 2)  elib (cited: 2)  scopus (cited: 3)
108. Stokhasticheskoe ischislenie, martingaly i ikh primeneniya, Sbornik statei. K 80-letiyu so dnya rozhdeniya akademika Alberta Nikolaevicha Shiryaeva, Tr. MIAN, 287, ed. A. A. Guschin, A. G. Sergeev, MAIK, M., 2014 , 319 pp.  mathnet
109. A. A. Novikov, N. E. Kordzahia, “Lower and upper bounds for prices of Asian-type options”, Proc. Steklov Inst. Math., 287:1 (2014), 225–231  mathnet  crossref  crossref  isi (cited: 5)  elib (cited: 4)  elib (cited: 4)  scopus (cited: 5)
110. P. A. Yaskov, “On asymptotic constancy of diagonal elements of a random orthogonal projection”, Russian Math. Surveys, 69:4 (2014), 755–756  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  scopus
111. P. Yaskov, “Lower bounds on the smallest eigenvalue of a sample covariance matrix”, Electron. Commun. Probab., 19 (2014), 83 , 10 pp.  mathnet  crossref  mathscinet (cited: 5)  zmath  isi (cited: 4)  elib (cited: 4)  scopus (cited: 6)
112. P. A. Yaskov, “On the law of large numbers for martingales”, Proc. Steklov Inst. Math., 287:1 (2014), 289–298  mathnet  crossref  crossref  isi  elib  elib  scopus

   2013
113. A. S. Holevo, Quantum systems, channels, information. A mathematical introduction, De Gruyter, Berlin–Boston, 2013 , 370 pp. (rasshirennoe i ispravlennoe izdanie angliiskogo perevoda monografii)  mathscinet (cited: 33)  zmath
114. A. S. Holevo, “Information capacities of quantum measurement channels”, 19e Tsentralno-evropeiskoe soveschanie po kvantovoi optike (Sinaia, Romania, 2–6.07.2012), Phys. Scr., T153, 2013, 014034 , 4 pp.  mathnet  crossref  isi (cited: 6)  elib (cited: 5)  scopus (cited: 5)
115. A. S. Holevo, “Extreme bosonic linear channels”, Theoret. and Math. Phys., 174:2 (2013), 288–297  mathnet  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 6)  elib (cited: 5)  elib (cited: 5)  scopus (cited: 5)
116. A. S. Holevo, M. E. Shirokov, “On classical capacities of infinite-dimensional quantum channels”, Problems Inform. Transmission, 49:1 (2013), 15–31  mathnet  crossref  isi (cited: 4)  elib (cited: 4)  scopus (cited: 3)
117. A. S. Holevo, “Capacities of Gaussian classical-quantum channels”, Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on (Istanbul, Turkey, July 7–12 2013), IEEE, 2013, 176–180  crossref  scopus
118. A. A. Kuznetsova, A. S. Kholevo, “Teoremy kodirovaniya dlya gibridnykh kanalov”, TVP, 58:2 (2013), 298–324  mathnet (cited: 1)  crossref  zmath  elib; A. A. Kuznetsova, A. S. Holevo, “Coding Theorems for Hybrid Channels”, Theory Probab. Appl., 58:2 (2014), 264–285  crossref  zmath  isi (cited: 1)  elib (cited: 1)  scopus (cited: 1)
119. V. Giovannetti, A. S. Holevo, R. Garcia-Patron, A solution of the Gaussian optimizer conjecture, 2013 , Newton Institute preprint NI13068-MQI, arXiv: 1312.2251  adsnasa
120. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, “Characterization identity for binomial distribution”, XX All-Russian School-Colloquium on Stochastic Methods and XIV All-Russian Symposium on Applied and Industrial Mathematics (Spring Session) (Ioshkar-Ola, May 12–18, 2013), OP&PM Surveys Appl. Industr. Math., 20, no. 2, 2013, 136–137 http://www.tvp.ru/conferen/20132301_1.htm  youtube  youtube
121. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, “Characterization identity for negative binomial distribution”, XIV All-Russian Symposium on Applied and Industrial Mathematics (Fall Open Session) (Novgorod the Great, September 29 – October 5, 2013), OP&PM Surveys Appl. Industr. Math., 20, no. 4, 2013, 532–533
122. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, Review of Applied and Industrial Mathematics, 20:4 (2013), 532–533  mathnet
123. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, Review of Applied and Industrial Mathematics, 20:2 (2013), 136–137  mathnet
124. A. N. Shiryaev, I. G. Erlikh, P. A. Yaskov, Veroyatnost v teoremakh i zadachakh (s dokazatelstvami i resheniyami), v. 1, MTsNMO, M., 2013 , 648 pp.
125. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “The optimal decision rule in the Kiefer–Weiss problem for a Brownian motion”, Russian Math. Surveys, 68:2 (2013), 389–391  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
126. M. V. Zhitlukhin, A. N. Shiryaev, “Zadachi ob optimalnoi ostanovke dlya brounovskogo dvizheniya s razladkoi na otrezke”, TVP, 58:1 (2013), 193–200  mathnet  crossref  zmath  elib; M. V. Zhitlukhin, A. N. Shiryaev, “Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment”, Theory Probab. Appl., 58:1 (2014), 164–171  crossref  zmath  isi  elib  scopus
127. A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
128. U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296  mathnet  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 3)  scopus (cited: 5)
129. Yu. V. Prokhorov, A. N. Shiryaev, A. D. Manita, “K stoletiyu so dnya rozhdeniya B. V. Gnedenko”, TVP, 58:1 (2013), 3–6  mathnet  crossref  zmath; Yu. V. Prokhorov, A. N. Shiryaev, A. D. Manita, “On the 100th Birthday of B. V. Gnedenko”, Theory Probab. Appl., 58:1 (2014), 1–3  crossref  zmath  isi
130. P. V. Gapeev, A. N. Shiryaev, “Bayesian quickest detection problems for some diffusion processes”, Adv. in Appl. Probab., 45:1 (2013), 164–185  mathnet  crossref  mathscinet (cited: 2)  zmath  isi (cited: 3)  scopus (cited: 5)
131. M. E. Shirokov, “Schmidt Number and Partially Entanglement-Breaking Channels in Infinite-Dimensional Quantum Systems”, Math. Notes, 93:5 (2013), 766–779 , arXiv: 1110.4363  mathnet  crossref  crossref  zmath  isi (cited: 2)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 2)
132. M. E. Shirokov, “Reversibility conditions for quantum channels and their applications”, Sb. Math., 204:8 (2013), 1215–1237 , arXiv: 1203.0262  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 3)  elib (cited: 3)  elib (cited: 3)  scopus (cited: 3)
133. M. E. Shirokov, “Reversibility of a quantum channel: General conditions and their applications to Bosonic linear channels”, J. Math. Phys., 54:11 (2013), 112201 , 19 pp., arXiv: 1212.2354  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 2)  scopus (cited: 2)
134. M. E. Shirokov, T. V. Shulman, On superactivation of one-shot zero-error quantum capacity and the related property of quantum measurements, 2013 , 16 pp., arXiv: 1312.3586
135. A. L. Yakymiv, “Random $A$-Permutations and Brownian Motion”, Proc. Steklov Inst. Math., 282:3 (2013), 298–318  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus
136. A. L. Yakymiv, “On the number of cyclic points of random $A$-mapping”, Discrete Math. Appl., 23:5-6 (2013), 503–515  mathnet  crossref  crossref  crossref  mathscinet  elib  elib  scopus
137. G. G. Amosov, V. Zh. Sakbaev, “On Analogs of Spectral Decomposition of a Quantum State”, Math. Notes, 93:3 (2013), 351–359  mathnet  crossref  crossref  isi (cited: 1)  elib  elib  scopus
138. G. G. Amosov, A. I. Dnestryan, “Reconstruction of a pure state from incomplete information on its optical tomogram”, Russian Math. (Iz. VUZ), 57:3 (2013), 51–55  mathnet  crossref  scopus (cited: 1)
139. G. G. Amosov, “On estimating the output entropy of the tensor product of a phase-damping channel and an arbitrary channel”, Problems Inform. Transmission, 49:3 (2013), 224–231  mathnet  crossref  isi (cited: 2)  elib (cited: 2)  scopus (cited: 2)
140. G. G. Amosov, “O postroenii vozmuschenii polugruppy sdvigov na polupryamoi”, Tr. matem. tsentra imeni N.I. Lobachevskogo, 46:11 (2013), 3–5  mathnet  elib
141. A. A. Gushchin, “On the upper hedging price of nonnegative contingent claims”, Modern problems of mathematics and mechanics. Volume VIII. Mathematics. Issue 3. To the 80th anniversary of Mechanics and Mathematics Department of MSU, eds. A. N. Shiryaev, A. V. Lebedev, MSU Press, Moscow, 2013, 60–72
142. A. A. Gushchin, “A characterization of a minimax test in the problem of testing two composite hypotheses”, Dokl. Math., 87:3 (2013), 345–347  mathnet  crossref  crossref  mathscinet  zmath  isi  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
143. A. A. Gushchin, “On a connection between superhedging prices and the dual problem in utility maximization”, Advanced finance and stochastics, Book of Abstracts (Moscow, 24–28 June 2013), eds. M. Zhitlukhin and A. Muravlev, Steklov Mathematical Institute, Moscow, 2013, 60–61
144. A. Gushchin, “Translation invariant statistical experiments with independent increments”, Russian-Chinese Seminar on Asymptotic Methods in Probability Theory and Mathematical Statistics. Programme and Abstracts (St.Petersburg, 10–14 June, 2013), The Euler International Mathematical Institute, 2013, 24 http://www.pdmi.ras.ru/EIMI/2013/RChS/prog.pdf
145. A. A. Novikov, N. E. Kordzakhiya, T. Ling, “O momentakh otsenok Pitmena: cluchai drobnogo brounovskogo dvizheniya”, TVP, 58:4 (2013), 695–710  mathnet (cited: 1)  crossref  elib; A. A. Novikov, N. E. Kordzahiya, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Theory Probab. Appl., 58:4 (2014), 601–614  crossref  isi (cited: 1)  elib
146. P. A. Yaskov, “On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix”, Russian Math. Surveys, 68:3 (2013), 569–570  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
147. A. A. Muravlev, “Methods of sequential hypothesis testing for the drift of a fractional Brownian motion”, Russian Math. Surveys, 68:3 (2013), 577–579  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
148. I. V. Evstigneev, M. V. Zhitlukhin, “Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk”, Stochastics, 85:4 (2013), 652–666  mathnet  crossref  mathscinet  zmath  isi  elib  scopus

   2012
149. A. S. Holevo, V. Giovannetti, “Quantum channels and their entropic characteristics”, Rep. Prog. Phys., 75 (2012), 046001 , 45 pp.  mathnet  crossref  mathscinet (cited: 6)  isi (cited: 52)  elib (cited: 35)  scopus (cited: 57)
150. A. S. Holevo, “Information capacity of a quantum observable”, Problems Inform. Transmission, 48:1 (2012), 1–10  mathnet  mathnet  crossref  isi (cited: 18)  elib (cited: 18)  scopus (cited: 21)
151. V. I. Khokhlov, Yu. V. Prokhorov, O. V. Viskov, “Application of the generalized Chen identity to the linearization problem for products of Poisson-Charlier polynomials”, VIII International Petrozavodsk Conference “‘Probabilistic Methods in Discrete Mathematics” and XIII All-Russian Symposium on Applied and Industrial Mathematics. Scientific Communications (Summer Session) (Petrozavodsk, June 2–9, 2012), OP&PM Surveys Appl. Industr. Math., 19, no. 3, 2012, 472–473
152. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, “Direct proof of the generalized Chen identity”, XIX All-Russian School-Colloquium on Stochastic Methods and XIII All-Russian Symposium on Applied and Industrial Mathematics (Fall Open Session) (Sochi–Vardane, October 1–8, 2012), OP& PM Surveys Appl. Industr. Math., 19, no. 5, 2012, 731–732
153. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, “Poisson–Charlier polynomials and generalization of Chen identity”, Review of Applied and Industrial Mathematics, 19:1 (2012), 3–8  mathnet
154. O. V. Viskov, “The ordered form of the quadratic exponential in the Heisenberg–Weyl algebra”, Proceedings of MIPT, 4:4 (2012), 23–30  mathnet
155. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, Review of Applied and Industrial Mathematics, 19:5 (2012), 731–732  mathnet
156. V. I. Khokhlov, Yu. V. Prokhorov, O. V. Viskov, Review of Applied and Industrial Mathematics, 19:3 (2012), 472–473  mathnet
157. A. N. Shiryaev, Problems in probability, Problem Books in Math., Springer, New York, 2012 , xii+427 pp.  crossref  mathscinet (cited: 4)  zmath
158. M. V. Zhitlukhin, A. N. Shiryaev, “Baiesovskie zadachi o razladke na filtrovannykh veroyatnostnykh prostranstvakh”, TVP, 57:3 (2012), 453–470  mathnet (cited: 5)  crossref  elib (cited: 1); M. V. Zhitlukhin, A. N. Shiryaev, “Baeyes disorder problems on filtered probability spaces”, Theory Probab. Appl., 57:3 (2013), 497–511  crossref  isi (cited: 4)  elib (cited: 4)  scopus (cited: 7)
159. R. Dalang, A. N. Shiryaev, A quickest detection problem with an observation cost, Preprint, EPFL, Lausanne, 2012 , 39 pp.
160. M. E. Shirokov, “Stability of convex sets and applications”, Izv. Math., 76:4 (2012), 840–856  mathnet  crossref  crossref  mathscinet  adsnasa  isi (cited: 1)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
161. M. E. Shirokov, “Conditions for coincidence of the classical capacity and entanglement-assisted capacity of a quantum channel”, Problems Inform. Transmission, 48:2 (2012), 85–101 , arXiv: 1105.1040  mathnet  crossref  isi (cited: 8)  elib (cited: 6)  scopus (cited: 8)
162. A. L. Yakymiv, “On the number of cyclic points of random $A$-mapping”, Review of Applied and Industrial Mathematics, 19:5 (2012), 768–769  mathnet
163. G. G. Amosov, A. D. Baranov, V. V. Kapustin, “O primenenii modelnykh prostranstv dlya postroeniya vozmuschenii polugruppy sdvigov na polupryamoi”, Ufimsk. matem. zhurn., 4:1 (2012), 17–28  mathnet (cited: 1)  mathscinet  elib (cited: 2)
164. G. G. Amosov, Ya. A. Korennoy, V. I. Man'ko, “Description and measurement of observables in the optical tomographic probability representation of quantum mechanics”, Phys. Rev. A, 85 (2012), 052119 , 9 pp.  mathnet  crossref  adsnasa  isi (cited: 9)  scopus (cited: 9)
165. G. G. Amosov, Ya. A. Korennoi, V. I. Man'ko, “Calculating means of quantum observables in the optical tomography representation”, Theoret. and Math. Phys., 171:3 (2012), 832–838  mathnet  crossref  crossref  adsnasa  isi (cited: 1)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 2)
166. G. G. Amosov, V. Zh. Sakbaev, O. G. Smolyanov, “Linear and nonlinear liftings of states of quantum systems”, Russ. J. Math. Phys., 19:4 (2012), 417–427  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)
167. A. A. Gushchin, “On a structure of a minimax test in testing composite hypotheses”, International conference “Stochastic Optimization and Optimal Stopping”. Book of abstracts (Moscow, 24–28 September 2012), eds. Mikhail Zhitlukhin and Alexey Muravlev, Steklov Mathematical Institute, Moscow, 2012, 79–80
168. A. A. Novikov, N. E. Kordzakhiya, “Otsenki Pitmana: novyi podkhod k vychisleniyu asimptoticheskoi dispersii”, TVP, 57:3 (2012), 603–611  mathnet (cited: 1)  crossref  elib; A. A. Novikov, N. E. Kordzakhia, “Pitman estimators: an asymptotic variance revisited”, Theory Probab. Appl., 57:3 (2013), 521–529  crossref  isi (cited: 1)  elib (cited: 1)  scopus (cited: 1)
169. A. Bulinski, O. Butkovsky, V. Sadovnichy, A. Shashkin, P. Yaskov, A. Balatskiy, L. Samokhodskaya, V. Tkachuk, “Statistical methods of SNP data analysis and applications”, Open Journal of Statistics, 2:1 (2012), 73–87  mathnet  crossref  mathscinet (cited: 2)
170. P. A. Yaskov, A. Aigner, A spatial additive model and its applications to flood insurance, Preprint, 2012
171. M. V. Zhitlukhin, A. A. Muravlëv, “O zadache Chernova proverki gipotez o znachenii snosa brounovskogo dvizheniya”, TVP, 57:4 (2012), 778–788  mathnet (cited: 3)  crossref  mathscinet (cited: 3)  zmath  elib (cited: 2); M. V. Zhitlukhin, A. A. Muravlev, “On Chernoff’s hypotheses testing problem for the drift of a Brownian motion”, Theory Probab. Appl., 57:4 (2013), 708–717  crossref  mathscinet  zmath  isi (cited: 1)  elib (cited: 1)  scopus (cited: 2)

   2011
172. A. S. Holevo, “Statistical inference for quantum systems”, International Encyclopedia of Statistical Science, eds. M. Lovric, Springer, 2011, 1420–1423  crossref
173. A. S. Holevo, “Entropy gain and the Choi–Jamiolkowski correspondence for infinite-dimensional quantum evolutions”, Theoret. and Math. Phys., 166:1 (2011), 123–138  mathnet  crossref  crossref  adsnasa  isi (cited: 13)  elib (cited: 11)  elib (cited: 11)  scopus (cited: 14)
174. A. S. Holevo, Probabilistic and statistical aspects of quantum theory, 2nd edition, Edizioni della Normale, Pisa, 2011  mathscinet (cited: 19)  zmath
175. F. Caruso, J. Eisert, V. Giovannetti, A. S. Holevo, “The optimal unitary dilation for bosonic Gaussian channels”, Phys. Rev. A, 84 (2011), 022306 , 10 pp.  crossref  adsnasa  isi (cited: 13)  elib (cited: 10)  scopus (cited: 14)
176. A. S. Holevo, “The Choi-Jamiolkowski forms of quantum Gaussian channels”, J. Math. Phys., 52 (2011), 042202 , 12 pp.  crossref  mathscinet (cited: 4)  adsnasa  isi (cited: 11)  elib (cited: 8)  scopus (cited: 11)
177. A. S. Kholevo, “Klassicheskaya i kvantovaya entropii kak mery informatsii”, Trudy Mezhdunarodnykh nauchnykh konferentsii «Situatsionnye tsentry i informatsionno-analiticheskie sistemy klassa 4i» (Moskva, 14–16 noyabrya 2011 g.), Izd-vo IFTI, Moskva–Protvino, 2011, 1–5
178. A. S. Holevo, “The entropy gain of quantum channels”, IEEE International Symposium on Information Theory (ISIT) (Jule 31 – August 05, 2011, St. Petersburg, Russia), 2011, 289–292  isi (cited: 1)
179. V. I. Khokhlov, Yu. I. Prokhorov, O. V. Viskov, “An Approach to the Linearization Problem for Hermite Polynomials”, ICIAM 2011: 7th International Congress on Industrial and Applied Mathematics (Vancouver, BC, Canada, July 18–22, 2011), eds. R. Jeltsch et al, CAIMS–SCMAI/SIAM, Winnipeg/Philadelphia, 2011, 29 http://meetings.siam.org/sess/dsp_programsess.cfm?SESSIONCODE=13316
180. O. V. Viskov, Yu. V. Prokhorov, V. I. Khokhlov, “Generalized Stein identity and its application to the linearization problem for Hermite polynomials”, OP&PM Surveys Appl. Industr. Math., 18:6 (2011), 833–838
181. I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “Pamyati A. V. Skorokhoda”, TVP, 56:1 (2011), 140–144  mathnet  crossref  mathscinet  zmath  elib; I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “To A. V. Skorokhod's memory”, Theory Probab. Appl., 56:1 (2012), 116–119  crossref  mathscinet  zmath  isi
182. R. V. Ivanov, A. N. Shiryaev, “O printsipe dualnosti dlya khedzhiruyuschikh strategii v diffuzionnykh modelyakh”, TVP, 56:3 (2011), 417–448  mathnet (cited: 1)  crossref  mathscinet  elib; R. V. Ivanov, A. N. Shiryaev, “On duality principle for hedging strategies in diffusion models”, Theory Probab. Appl., 56:3 (2012), 376–402  crossref  mathscinet  isi  elib  scopus
183. M. V. Zhitlukhin, A. N. Shiryaev, “A Bayesian sequential testing problem of three hypotheses for Brownian motion”, Statistics and Risk Modeling, 28:3 (2011), 227–249  crossref  mathscinet (cited: 3)  zmath
184. P. V. Gapeev, A. N. Shiryaev, “On the sequential testing problem for some diffusion processes”, Stochastics, 83:4-6 (2011), 519–535  mathscinet (cited: 5)  zmath  isi (cited: 9)  elib (cited: 10)  scopus (cited: 12)
185. I. Karatzas, A. N. Shiryaev, M. Shkolnikov, “On the one-sided Tanaka equation with drift”, Electronic Communications in Probability, 16 (2011), 664–677  crossref  mathscinet (cited: 5)  zmath  isi (cited: 5)  scopus (cited: 6)
186. M. E. Shirokov, “The continuity of the output entropy of positive maps”, Sb. Math., 202:10 (2011), 1537–1564 , arXiv: 1002.0230  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)
187. M. E. Shirokov, “Entropy reduction of quantum measurements”, J. Math. Phys., 52:5 (2011), 052202 , 18 pp., arXiv: 1011.3127  crossref  mathscinet (cited: 4)  adsnasa  isi (cited: 8)  elib (cited: 7)  scopus (cited: 8)
188. M. E. Shirokov, “O svoistvakh veroyatnostnykh mer na mnozhestve kvantovykh sostoyanii”, Trudy MFTI, 3:1 (2011), 162–167 , arXiv: math-ph/0607019  elib
189. A. L. Yakymiv, “A Generalization of the Curtiss Theorem for Moment Generating Functions”, Math. Notes, 90:6 (2011), 920–924  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus
190. G. G. Amosov, A. I. Dnestryan, “O spektre semeistva integralnykh operatorov, opredelyayuschikh simplekticheskuyu kvantovuyu tomogrammu”, Trudy MFTI, 3:1 (2011), 5–9 http://mipt.ru/science/trudy/trudy-9/Pages_from_5-9-arphcxl1tgs.pdf  elib (cited: 1)
191. A. A. Gushchin, U. Küchler, “On estimation of delay location”, Stat. Inference Stoch. Process., 14:3 (2011), 273–305  crossref  mathscinet (cited: 2)  zmath  elib (cited: 2)  scopus (cited: 2)
192. S. Christensen, A. Irle, A. Novikov, “An elementary approach to optimal stopping problems for $\mathrm{AR}(1)$ sequences”, Sequential Anal., 30:1 (2011), 79–93  crossref  mathscinet (cited: 4)  zmath  isi (cited: 10)  elib (cited: 7)  scopus (cited: 10)
193. V. I. Khokhlov, “From the Founder of Journal”, OP&PM Surveys Appl Industr. Math., 18:3 (2011), 353–354
194. V. I. Chochlovas (V. I. Khokhlov), “TEV kūrimo istorija pagal Vladimirą Ivanovičių. History of TEV creation according to Vladimir Ivanovich; Vladimiro Ivanovičiaus pateiktos relikvijos. Relics presented by Vladimir Ivanovich (na russkom yazyke)”, TEV: Pirmasis dvidešimtmetis. The First Two Decades, eds. E. Žalys, TEV, Vilnyus, 2011, 10–11; 84–85
195. P. A. Yaskov, “Asymptotic behaviour of densities of Bernoulli convolutions $\sum\pm n^{-\alpha}$ with $1/2<\alpha\le 1$”, Russian Math. Surveys, 66:6 (2011), 1207–1208  mathnet  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
196. P. A. Yaskov, “Necessary conditions in the law of large numbers for martingales and associated systems”, Russian Math. Surveys, 66:4 (2011), 822–824  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus
197. M. V. Zhitlukhin, A. A. Muravlev, “On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem”, Russian Math. Surveys, 66:5 (2011), 1012–1013  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
198. A. A. Muravlev, “Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein–Uhlenbeck process”, Russian Math. Surveys, 66:2 (2011), 439–441  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)
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