UNITED SEMINAR OF THE DEPARTMENT OF PROBABILITY THEORY OF LOMONOSOV MOSCOW STATE UNIVERSITY
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This is the page of the United Seminar of the Department of Probability Theory of the Faculty of Mechanics and Mathematics of Moscow State University. The permanent website of the seminar is here. The seminar is a continuation of the research seminar of the Department of Probability Theory under the leadership of A.N. Kolmogorov and B.V. Gnedenko.
The seminar is held online every Wednesday from 16:45 to 17:45 Moscow time.
Permanent link to the Zoom room: http://bit.ly/3HY8K6d
Room ID: 844 6792 3144 Access code: 697663
Head of the seminar: academician of the RAS, professor Albert N. Shiryaev
Coordinator of the seminar in spring 2026: professor Elena B. Yarovaya
Secretary of the seminar in spring 2026: Oleg E. Ivlev
To subscribe to the seminar newsletter or submit a talk, click "Subscribe or submit" at the top of the page.
We recommend you to study the network of seminars at this link, which were brought together by our colleagues from the Mathematical Center of the Southern Federal University.
The list of reports from 2020 and previous years can be viewed at this link.
The list of reports from 2021-2025 can be in the corresponding sections of this page.
We recommend you to study the network of seminars at this link, which were brought together by our colleagues from the Mathematical Center of the Southern Federal University.
The list of reports from 2020 and previous years can be viewed at this link.
The list of reports from 2021-2025 can be in the corresponding sections of this page.
Upcoming reports
Upcoming reports
March 4, 16:45 msk
Oleg Vinogradov, Lomonosov MSU, Russia
Examples of "bridges" between some sections of probability theory
The report will indicate the connections between the various, at first glance, tasks of the theory of branching processes, the theory of ruin, the theory of queuing, and balloting for random flows, allowing new results to be obtained.
Past reports
Past reports
February 25, 16:45 msk
Dmitry Gnedenko, Lomonosov MSU, Russia
Boris Vladimirovich Gnedenko and the Department of Probability Theory of the Faculty of Mechanics and Mathematics, Moscow State University
This talk is devoted to an overview of the scientific work of Boris Vladimirovich Gnedenko, whose life for many years was closely connected with the Department of Probability Theory. The overwhelming majority of this presentation is recorded from the words of Boris Vladimirovich himself, which I will take the liberty of voicing during the talk. This became possible after Boris Vladimirovich’s memoirs, edited by me, were finally prepared for publication in 2012 and 2014. The preparation of these editions took ten years. Boris Vladimirovich began writing his memoirs in the last years of his life and, after losing his sight, continued dictating them. In this connection, extensive editorial work was required. I had to meet with Boris Vladimirovich’s Russian, Ukrainian, and foreign colleagues, as well as his students and friends. I used letters from the family archive and compiled an extensive year-by-year bibliography (more than 1,300 publications, including reprints), which to this day continues to be expanded.
The recording: YouTube
February 18, 16:45 msk
Valentin Konakov, Lomonosov MSU, Russia
Local limit theorems and strong approximations for Robbins-Monro procedures
The parametrix method is a powerful analytical approach for constructing and analyzing fundamental solutions to parabolic equations and transition probability densities of solutions to stochastic differential equations. The "continuous" version of the method has a long history and dates back to the work of the Italian mathematician Eugenio Ella Levi (1907). However, the continuous version, which made it possible to develop a discrete analogue of the method, belongs to H. McKean, I. Singer (1967). A discrete version of the method was proposed in the article by K. and S. Molchanov (TV and MS, 1984), and a more detailed and general version in the work by K. and E. Mammen (PTRF, 2000). The method is effective for non-smooth (Hölder) coefficients of drift and diffusion. Modern research adapts the method to Kolmogorov degenerate diffusions and Markov chains. The work in question is motivated by the desire to find a concrete problem in which these methods work. The object of the study was the well-known stochastic approximation procedure proposed by Robbins and Monroe in 1951 and named after them. Markov chains related to this procedure were found and, apparently, for the first time, local limit theorems on convergence to the Gaussian diffusion process were obtained, Based on these results, strong invariance principles were obtained. The talk is based on joint works with Enno Mammen (Heidelberg university, Germany).
The recording: YouTube
February 11, 16:45 msk
Igor Pavlov, Lomonosov MSU, Russia
Haar Filtrations, Martingale Spaces, and Interpolation of Financial Markets
The brief introduction examines a problem in stochastic analysis identified by A.N. Shiryaev, which led the author of this paper to two research directions. The first direction is the study of the properties of martingale spaces close to L_1 or to L_∞. For martingale spaces L_p̄ with mixed norms (where the components of an infinite-dimensional vector p̄ tend to 1), a generalization of Pelczynski's well-known theorem on the absence of an unconditional basis in this space will be given. A partial solution to Professor E.M. Semenov's problem on the coincidence of L_p̄ with L_∞ will also be presented. The second direction will present results on the interpolation of arbitrage financial markets. It will be shown how this technique is related to Haar interpolation of signed martingale measures. The talk will present the author's results from his two years at MSU.
The recording: YouTube
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