Personal Information

Education:	1992-1998 – Department of Mathematics,  Novosibirsk State University;
	1998-2001 – Graduate student, Novosibirsk State University.

Degrees:	PhD, Probability inequalities and limit theorems for generalized L-statistics, 17/04/2002, scientific supervisor – Professor Igor S. Borisov (Sobolev Institute of Mathematics, Novosibirsk)
	Master's degree, Probability inequalities for generalized L-statistics, 1998
	Bachelor's degree, Moment inequalities for generalized L-statistics, 1996




Contacts:

Scientific Interests:

• Order statistics • Linear combinations of order statistics (L-statistics) • Spacings statistics

• Probability inequalities and limit theorems for additive functionals of order statistics

• Empirical processes • Quantile processes • Lorenz curves

• Functional limit theorems for stochastic processes based on dependent random variables

• Rate of convergence in strong law of large numbers for L-statistics with mixing data

• Probability inequalities for dependent random variables

Professional Experience

since 2004 Associate Professor at Novosibirsk State University

1998-2004 Assistant Professor at Novosibirsk State University

Teaching Experience

since 2020 Lectures in Stochastic Processes, Department of Mathematics

since 2013 Lectures in Financial Mathematics for graduate students, Probability and Statistics Chair

since 2007 Lectures in Martingale Theory and Stochastic Calculus for graduate students, Probability and Statistics Chair

since 2002 Lectures in Advanced Probability for graduate students, Probability and Statistics Chair

2004-2006 Lectures in Probability Theory and in Mathematical Statistics, Department of Natural Sciences

1998-2018 Classes in Probability Theory and in Mathematical Statistics, Novosibirsk State University

Administrative Duties

2002-2017 Associate Dean of Department of Mathematics, Novosibirsk State University

Honors

• Grant of the President of the Russian Federation for Junior Scientists, 2005-2006
• Lavrentiev Youth Contest laureate, 2003
• Novosibirsk Administration Award (Novosibirsk Scientific Center, Siberian Department of Russian Academy of Sciences,
  Junior Scientists' Projects Contest winner), 2002

Publications

1. The strong law of large numbers for L-statistics with dependent data. 2006. Siberian Mathematical Journal, V. 47 No. 6, 975-979.
   see also ArXiv
   
   

   The strong law of large numbers for linear combinations of functions of order statistics (L-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko-Cantelli theorem for uniform mixing (φ-mixing) sequences of identically distributed (not necessarily stationary) random variables.

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2. Probability inequalities and limit theorems for generalized L-statistics (with Borisov I. S.). 2003. Lithuanian Mathematical Journal, V. 43 No. 2, 125-140.
   
   
   

   In the paper we obtain exponential upper bounds for tails of distributions of generalized L-statistics based on a sample from an exponential distribution. We prove the asymptotic normality of generalized L-statistics based on a sample from the uniform distribution on [0, 1] and of L-statistics with decomposed kernels (without any restrictions on the sample distribution type).

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3. Probability inequalities for generalized L-statistics (with Borisov I. S.). 2001. Siberian Mathematical Journal, V. 42 No. 2, 217-231.
   
   
   

   Exponential bounds for the tail probabilities of the generalized L-statistics based on a sample from the uniform distribution are obtained. We also establish probability and moment inequalities for classical L-statistics.

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4. Moment inequalities for generalized L-statistics (with Borisov I. S.). 1998. Siberian Mathematical Journal, V. 39 No. 3, 415-421.
   
   
   

   Moment inequalities for generalized L-statistics (additive functionals of order statistics) are obtained.

Conferences

1. IV International Conference "Limit Theorems in Probability Theory and Their Applications", Novosibirsk, Russia, August 21-25, 2006.

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2. 31st Conference on Stochastic Processes and Their Applications, Paris, France, July 17-21, 2006.

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3. 9th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, June 26-30, 2006.

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4. International Conference "Kolmogorov and Contemporary Mathematics", Moscow State University, Moscow, June 16 - 21, 2003.

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5. XXIII Seminar on Stability Problems for Stochastic Models, Public University of Navarre, Pamplona, Spain, May 12-17, 2003.

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6. 8th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, June 23-29, 2002.

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7. Stochastic Inequalities and Their Applications, Centre de Recerca Matematica, Bellaterra (Barcelona), Spain, June 17-21, 2002.