Main subjects of researches
Probability theory and applications
- Asymptotic methods in theory of random processes and
fields
- High-level excursions of Gaussian random processes and fields
- Limit theorems for large excursions and extremes
- Horizons of random fields generated by point processes
- Asymptotic analysis of Gaussian
and other probability measures in Banach Spaces
- Approximation of trajectories of random functions
- Matching problem for random sequences, applications in Biology
- Probability methods in fatigue of materials
- Engineering design and precision
Technologies
Mathematical Statistics and applications
-
Goodness of fit tests, Kolmogorov-Smirnov statistics
- Time series analysis, testing nonstationary hypothesis
- Software development in regression analysis
- Statistics of counting processes, survival analysis, statistics in reliability
- Statistical methods in Reliability Theory and Safety Control
Mathematical Physics
Stabilisation of statistical solutions to wave and
Klein-Gordon equations
Statistical solutions to Navier-Stokes system
Large deviations of solutions to stochastic
non-linear parabolic partial differential equations
Long-time asymptotics and attractors of solutions to nonlinear
hyperbolic partial differential equations
Boundary value problems in the regions with corners
Diffraction of waves on a wedge
Mathematical problems of quantum physics and of statistical physics
Back to Laboratory of Probability
page