## History

The laboratory was founded in 1960 by late Academician Andrej N.
Kolmogorov under the name "Interfaculty Laboratory of statistical
methods". Yuri Belyaev, Yakov Sinai, Vladimir Tikhomirov, Tamara
Toporishcheva and Aleksandra Artemeva were the first research staff
members. Later on Vasili Nalimov, Nikolaj Krylov, Igor Girsanov, Lev
Meshalkin, Yuri Tuyrin and other famous scientists joined in. The
laboratory has been successfully growing ever since, and by 1975 it
consisted of four research divisions, Queuing Theory and Reliability
Theory (Yu. Belyaev), Mathematical Statistics (I. Zhurbenko), Mathematical
Biology (V. Nalimov) and Mathematical Geology (A. Shurygin).

The
Faculty of Mechanics and Mathematics absorbed the "most mathematical part"
of the laboratory in 1976, and three separate laboratories inside the
Faculty were formed on its basis, Laboratory of Mathematical Statistics,
Laboratory of Probability and Laboratory of Computer Tools in
Statistics.Yuri Belyaev served as the first Head of Laboratory of
Probability during 1975 -- 1997.
Two research seminars have been running for a long time,

- Probability methods in industry(B.V. Gnedenko, Yu. Belyaev,
A. D. Solovyev),
- Random processes and fields and related topics (Yu. Belyaev,
V. Piterbarg, V. Nosko), which is still running.

The seminars were well known outside the University, as mathematicians
from all over Moscow and other cities converged to the seminars to
discuss the research. The seminars were also used as a "proving ground"
for young aspiring mathematicians who frequently presented their
dissertations to the participants.
The Laboratory of Probability Theory was (and still is!) active in
promoting other forms of communications between mathematicians. It
helped organize a number of national conferences on topics like Queuing
Theory, Gaussian Processes and such (in Pushino, Petrodvorets, Baku,
Erevan).

The laboratory participates in the educational process at the
Department. A number of mandatory and extra-credit courses in
Mathematical Statistics, Gaussian Processes, Survival Analysis are
annually taught by the members of the staff. The laboratory members
serve as supervisors for students doing their master theses. Senior
members (Yu. Belyaev, V. Piterbarg, A. Komech) supervise Ph.D. students
specializing in Probability Theory.

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