Personal:
· Born: March 1, 1952
· Citizenship: Russian
· E-mail: yskhokhlov@yandex.ru
Affiliations:
· 1974-1976 – Assistant Professor at the Nizhnii Novgorod State University
· 1976-2014 – Assistant Professor, Associate Professor and Full Professor at the Tver State University
· 1998-2007. – Head of the Department of Mathematical Statistics and Econometrics at the Tver State University
· 2007-2014 – Head of the Department of Probability Theory and Mathematical Statistics at Peoples’ Friendship University of Russia
· 1996-p.t. – Professor at the Lomonosov Moscow State University
Languages:
Russian (native language), fair in English.
Higher Education:
· -- Nizhnii Novgorod State University, Diploma adviser – Prof. Yu. N. Blagoveschensky, Diploma Thesis: “Goodness of fit tests of Kolmogorov’s type”.
· 1978-1981 – PhD student in Tver State University (Tver)
· 1991-1994 – Post Graduate School of the Steklov Mathematical Institute (Moscow).
Academic Degrees:
· 1984 – Candidate of Science in Physics and Mathematics (PhD) from Vilnus State University. C. Sc. adviser – Prof. V.M. Maximov, C. Sc. Thesis: “ Limit Theorems for Random Variables Related to Euclidean Motion Group”.
· 1987 – Dozent (tenured Associate Professor) from Tver State University, Chair of Theoretical Cybernetics.
· 1996 – Doctor of Science in Physics and Mathematics from Steklov Mathematical Institute of the Russian Academy of Science. D.Sc. thesis: “Stable Distributions and Their Generalizations: Structure and Limit Theorems”.
· 1997 – Professor from Tver State University, Chair of Operational Research.
Professional/Scientific Societies Affiliations:
Member, Moscow Mathematical Society (since 1989)
Grants Received:
· 1999-2001 – Russian Federation for Basic Research long-term grant No 99-01-00846, researcher.
· 2001-2003 -- Russian Federation for Basic Research long-term grant No 01-01-00644, researcher.
· 2003 (Febrary-April) – grant from DFG, Germany.
· 2002-2004 -- Russian Federation for Basic Research long-term grant No 02-01-01080, researcher.
· 2002-2004 -- Russian Federation for Basic Research long-term grant No 02-01-00949, researcher.
· 2004-2006 -- Russian Federation for Basic Research long-term grant No 04-01-00671-а, researcher.
· 2004 (Febrary and June) – NATO Science Fellowship Programme – Department of Statistics and Actuarial Science - University of the Aegean, Samos, Greece.
· 2005-2007 -- Russian Federation for Basic Research long-term grant No 05-01-00535-а, researcher.
· 2005-2007 -- Russian Federation for Basic Research long-term grant No 05-01-00583-а, researcher
· 2006-2008 -- Russian Federation for Basic Research long-term grant No 06-01-00626-а, Leader
· 2008-2010 -- Russian Federation for Basic Research long-term grant No 08-01-00563-а, researcher
· 2014-2016 – Russian Scientific Fund long-term grant No 14-11-00364, researcher
· 2015-2017 – Russian Federation for Basic Research long-term grant No 15-07-02360-а, Leader
· 2018-2020 – Russian Federation for Basic Research long-term grant No 18-07-00678-а, Leader
· 2018-2020 – Russian Scientific Fund long-term grant No 18-11-00155, researcher
Teaching experience in Russia:
· 1974-1976 – Assistant, Nizhnii Novgorod State University (courses on Probability Theory and Mathematical Statistics)
· 1976-1980 – Assistant, Tver State University (courses on Probability Theory, Mathematical Statistics and Stochastic Processes)
· 1980-1991 – Associate Professor, Tver State University (courses on Probability Theory, Mathematical Statistics and Stochastic Processes)
· 1994 – 2014 – Professor, Tver State University (courses on Probability Theory, Mathematical Statistics and Stochastic Processes, Financial and Actuarial Mathematics, Econometrics, Teletraffic Modelling)
· 1996-p.t. – Professor, Moscow State University (courses on Probability Theory, Mathematical Statistics and Stochastic Processes, Econometrics)
· 2007-2014 – Professor, Peoples’ Friendship University of Russia (courses on Probability Theory, Mathematical Statistics and Stochastic Processes, Financial and Actuarial Mathematics, Econometrics, Teletraffic Modelling)
Visiting Research Fellow and Visiting Professor:
· 1988, December – Mathematical Institute of Wroclaw University, Poland
· 1989, March – Banach Center of Poland Academy of Sciences, Warsaw, Poland
· 1989, October – Mathematical Institute of Bulgarian Academy of Sciences, Sofia, Bulgaria
· 1990, April – Banach Center of Poland Academy of Sciences, Warsaw, Poland
· 1993, February-April – Mathematical Institute of Dortmund University, Germany
· 1994, February-March – Mathematical Institute of Dortmund University, Germany
· 1994, July -- Mathematical Institute of Debrecen University, Hungary
· 1995, July -- Mathematical Institute of Debrecen University, Hungary
· 2001, January – Institute of Actuarial Sciences of Bern University, Switzerland
· 2004, 2005, 2006, 2007, 2009 – Kazakhstan Branch of Moscow State University, Astana, Kazakhstan.
· 2003, 2004, 2005, 2006 – Information Engineering and Applied Mathematics, University of Salerno, Italy.
· 2004 (Febrary and June) – University of the Aegean, Samos, Greece.
· 2005, May – Institute of Mathematics and Informatics of Bulgarian Academy of Sciences, Sofia, Bulgary
· 2009, 2010, 2011, November – University of Pisa, Italy.
· 2011, March – l’Université Victor Segalen Bordeaux 2, Bordo, France.
· 2014, 2015, 2016, 2017 – Baku Branch of Moscow State University, Baku, Azerbaijan.
Areas of Research Interest:
· Limit Theorems of Probability Theory
· Characterizations Problems in Probability Theory and Mathematical Statistics
· Stable Distributions and Their Generalizations (stable and semistable distributions on linear spaces and locally compact groups, random sums and convolutions, Gnedenko problem): structure, characterization and limit theorems.
· Self-similar processes, their generalizations and applications.
· Multivariate Natural Exponential Families of Distributions and Their Applications in Actuarial Science, Finance and Econometrics.
· Actuarial and Financial Mathematics.
· Econometrics.
· Teletraffic modelling.
· Multivariate discrete distributions and their applications.
· Multivariate distributions with heavy tails and their applications.
Editorship:
· Member of the Scientific Board of the Encyclopedia “Probability and Mathematical Statistics” (in Russian)
· Member of the Editorial Board of the Journal “Statistical Methods of Estimation and Inference”
· Member of the Editorial Board of the Journal “Vestnik of Tver State University”
Recent Research Meetings, Conferences:
· XIX International Seminar on Stability Problems for Stochastic Models, Vologda, Russia, September 6-12, 1998.
· XX International Seminar on Stability Problems for Stochastic Models, Lublin-Nalenczow, Poland, September 5-11, 1999.
· XXI International Seminar on Stability Problems for Stochastic Models, Eger, Hungary, 28 January - 3 February, 2001.
· XXII International Seminar on Stability Problems for Stochastic Models, Varna, Bulgaria, May 25-31, 2002.
· International Gnedenko Conference, Kyiv, Ukraine, June 3-7, 2002.
· Applied Stochastic Models and Information Processes, Petrozavodsk, Russia, September 8-13, 2002.
· 2-nd Conference in Actuarial Science and Finance, Samos, Greece, September 20-22, 2002.
· XXIII International Seminar on Stability Problems for Stochastic Models, Pamplona, Spain, 17 - 21 May, 2003.
· International Conference “Kolmogorov and Contemporary Mathematics” Moscow, June 16-21, 2003.
· XXIV International Seminar on Stability Problems for Stochastic Models, Jurmala, Latvia, September 10-17, 2004.
· VI International Congress on Mathematical Modelling, Nizhny Novgorod, Russia, September 20-26, 2004.
· 5th St. Petersburg, St. Peterburg, Russia, June 26 - July 2, 2005.
· XXV International Seminar on Stability Problems for Stochastic Models, Salerno, Italy, September 20-24, 2005.
· 9th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, June 25-30, 2006.
· 31st Conference on Stochastic Processes and their Applications, Paris, France, 17-21 July, 2006.
· XXVI Seminar on Stability Problems for Stochastic Models, Sovata-Bai, Romania, August 27 - September 2, 2006.
· International Conference \ "Skorokhod Space. 50 Years On", 17-23 June, 2007, Kyiv, Ukraine.
· VIII Tartu Conference on Multivariate Statistics $\&$ The VI Conference on Multivariate Distributions with Fixed Marginals, June 26th - 29th 2007, Tartu, Estonia.
· 5th International Conference on Levy Processes: Theory and Applications, August 13-17, 2007, Copenhagen, Denmark.
· XXVI International Seminar on Stability Problems for Stochastic Models, October 22-26, 2007, Karmiel, Israel. 5th Conference in
· Actuarial Science \& Finance on Samos, September 4-7, 2008.
· XIII-th International Summer Conference on Probability and Statistics (ISCPS), Sozopol, Bulgaria, 22-27 June, 2008.
· XXVIII International Seminar on Stability Problems for Stochastic Models, May 31 -- June 5, 2009, Zakopane, Poland.
· Mathematical Methods in Reliability. Theory. Methods. Applications. – 22-27 June, 2009, Moscow, Russia.
· International Conference on Ultra Modern Telecommunications. – 2009, 12-14 Oktober, St.-Peterburg, Russia.
· International Conference "Modern Stochastics: Theory and Applications II, September 7-11, 2010, Kyiv, Ukraine.
· 2-d International Conference on Ultra Modern Telecommunications, 18-20 October, 2010, Moscow, Russia.
· XXIX International Seminar on Stability Problems for Stochastic Models and V International Workshop "Applied Problems in Theory of Probabilities and Mathematical Statistics related to modeling of Information Systems" , 10-16 October 2011, Svetlogorsk, Russia.
· In: International Conference\\ "PROBABILITY THEORY and its APPLICATIONS". -- Moscow, June 26-30, 2012.
· XXX International Seminar on Stability Problems for Stochastic Models, 23-30 September 2012, Svetlogorsk, Russia.
· XXXI International Seminar on Stability Problems for Stochastic Models, 23-27 April 2013, Moscow, Russia.
· XXXII International Seminar on Stability Problems for Stochastic Models, 16-21 June 2014, Thornheim, Norway.
· 16-th ASMDA International Conference with Demographics Workshop, 30 June - 4 July 2015, University of Piraeus, Greece.
· 4th Stochastic Modeling Techniques and Data Analysis International Conference with 5th Demographics Workshop, Valletta, Malta: 1-4 June, 2016.
· XXXIII International Seminar on Stability Problems for Stochastic Models, 12-18 June 2016, Svetlogorsk, Russia.
· 17-th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop (ASMDA2017), 6-9 June 2017, London, UK.
· The 39-th Conference on Stochastic Processes and Their Applications (SPA2017), Moscow, Russia, 24-28 July 2017.
· XXXIV International Seminar on Stability Problems for Stochastic Models, 25-29 August 2017, Debrecen, Hungary.
· Beijing International Symposium on Probability Theory, 18-23 September, 2017, Beijing, China.
· The 2nd Chinese-Russian Seminar on Asymptotic Methods in Probability Theory and Mathematical Statistics & The 10th Probability Limit Theory and Statistic Large Sample Theory Seminar, September 23-27, 2017, Changchun, China.
· Analytical and Computational Methods in Probability Theory and its Applications, 23-27 October, 2017. Moscow, Russia.
· 5th Stochastic Modeling Techniques and Data Analysis International Conference, 12-15 June 2018, Chania, Crete, Greece.
· XXXV International Seminar on Stability Problems for Stochastic Models. 24-28 September 2018, Perm, Russia.
· 18th Applied Stochastic Models and Data Analysis ASMDA \& DEMOGRAPHICS, 11-14 June 2019, Florance, Italy.
· Applied Stochastic Models and Data Analysis International Conference, Athens, Greece, 1 – 4 June, 2021
· XXXVI International Seminar on Stability Problems for Stochastic Models. 21-25 June 2021, Petrozavodsk, Russia
Selected Recent and Forthcoming Research Publications:
· Khokhlov Yu. S. (1995), Stable distributions and their generalizations: Structure and limit theorems.- In: Probability Measures on Groups and related structures XI.- Proceedings, Oberwolfach, 1994, ed. H.Heyer, World Scientific Pub. Co., 1995, p. 210-224.
· Khokhlov Yu. S. (1996), The Domains of Attraction of Semistable Laws On $R^d$ and Symply Connected Nilpotent Lie Groups.- J. Math. Sciences, v. 78, N 1, p. 54-59.
· Hazod W. and Khokhlov Yu.S., On Szasz's compactness theorem and applications to geometric stability on groups. - Probability and Mathematical Statistics, 1996, v. 16, N 1, p. 143-156.
· Khokhlov Yu. S. (1996), Pseudostable distributions and their domains of attraction. – Fundamental’naya i Prikladnaya Matematika, v. 2, N 4, p. 1143-1154. (in Russian)
· Khokhlov Yu.S. (1996) Multiparameter Shimizu equation. -- J. Math. Sciences, v. 80, N 2, p. 1024-1031.
· Khokhlov Yu. S. (1999) Multivariate Gnedenko problem under operator normalization. – Theory Probab. Appl., v. 44, N 1, p. 200-201.
· Khokhlov Yu.S. and Ivanova N.L. (2001) Reconstruction of multivariate distribution by its marginals. – Vestnik of Moscow University, Ser. 15, N 1, p. 32-37.
· Khokhlov Yu.S. (2001) Integrated Cauchy equations and characterization problems. – Theory Probab. Appl., v. 46, N 1, p. 192-193.
· Khokhlov Yu.S. and Ivanova N.L. (2002) Collective risk model based on the multivariate generalized Poisson distribution. – In: 2-nd Conference in Actuarial Mathematics and Finance, Samos, Greece, September 20—22. – Proceedings.
· Khokhlov Yu.S. The Chover-type law of iterated logarithm for weighted sums. – Vestnik of Tver University, Ser. Applied Mathematics, 2003, p.p. 34-38. (In Russian) D'Apice, Ciro; Khokhlov, Yury S.; Manzo Rossana and Sidorova Oksana I., Approximation of network traffic by pseudostable Levy motion. -- In: Transactions ofThe XXIV International Seminar on Stability Problems for Stochastic Models, Jurmala, Latvia, September 10-17, 2004, pp. 178-184.
· Ivanova, Natalya L; Khokhlov, Yury S. and Konstantinidis, Dimitrios G., Ruin probability in presence of claims with different distributions. -- In: Transactions of The XXIV International Seminar on Stability Problems for Stochastic Models, Jurmala, Latvia, September 10-17, 2004, pp. 201-205.
· D'Apice C., Khokhlov Yu.S.; Sidorova O.I., Bounds to buffer-overflow probability in the case of different distributions of system active periods. -- In: Proceedings of the 5th St. Petersburg, St. Peterburg, Russia, June 26 - July 2, 2005, pp. 223-226.
· Khokhlov Yu.S., Ivanova N.l. On multivariate collective risk models. (Russian, English) Vestn. Mosk. Univ., Ser. XV, No. 3, 35-44 (2005); translation in Mosc. Univ. Comput. Math. Cybern. 2005, No. 3, 22-30 (2005).
· D'Apice, Ciro; Khokhlov, Yury; and Sidorova Oksana, On an extension of class of self-similar processes -- In: Transactions of The XXV International Seminar on Stability Problems for Stochastic Models, Salerno, Italy, September 20-24, 2005, pp. 35-38.
· Ivanova, Natalya; Khokhlov, Yury, Multidimensional convolution-based risk model. -- In: Transactions of The XXV International Seminar on Stability Problems for Stochastic Models, Salerno, Italy, September 20-24, 2005, pp. 172-177.
· C. D'Apice, R. Manzo, O. Sidorova, Yu. Khokhlov, Convergence of Superpositions of Scaled Renewal Processes with a Finite Number of Different Distributions, Journal of Mathematical Sciences, Volume 132, Issue 5, Feb 2006, Pages 602 – 609.
· Smirnov M.V., Khokhlov Yu.S. The estimation of ruin probability in multivariate collective risk model. – Vestnik of Tver University, ser. Applied Mathematics, N 5, 2007, p.p. 45-53. (In Russian)
· Yury Khokhlov and Olga Galaktionova, Convergence to pseudo-selfsimilar process. -- In: International Conference \ "Skorokhod Space. 50 Years On", 17-23 June, 2007, Kyiv, Ukraine. -- Abstracts, Part II, p. 121.
· Khokhlov Yu.S. Econometrics. – Textbook for students. – Moscow, Faculty of Comput. Math. Cybern of Moscow University. – 2007. – 120 p.
· N.L. Ivanova and Yu.S. Khokhlov, Multidimensional collective risk model, Journal of Mathematical Sciences, Volume 146, Number 4, October 2007, p. 6000-6007.
· D'Apice C., Khokhlov Yu.S., Sidorova O.I., Galaktionova O.V. Gnedenko problem and an extension of class of self-similar processes. - In: Transactions of the XXVI International Seminar on Stability Problems for Stochastic Models, October 22-26, 2007, Karmiel, Israel, p. 64-71.
· Ivanova N.L., Khokhlov Yu.S., Dyachkov R.A., Rumyantseva O.I. Multivariate probability models with dependent components. – Vestnik of Tver University, ser. Applied Mathematics, N 9, 2008. p.p. 62-76. (In Russian)
· Ciro D'Apice, Olga Galaktionova, Yury Khokhlov, Oksana Sidorova O.I. New model of nonhomogeneous traffic. -- In: International Conference on Ultra Modern Telecommunications, 12-14 Oktober, St.-Peterburg, Russia. -- 3 p.
· Ivanova N.L., Khokhlov Yu.S. Models and Methods in Actuarial Mathematics. – Textbook for students. – Tver State University, 2009. – 102 p. (in Russian)
· C. De Nicola, Yu.S. Khokhlov, M.Pagano, O.I. Sidorova. Fractional Levy motion with dependent increments and its application to network traffic modeling. – Informatics and its Applications, 2012, Vol.6, No. 3, p. 58-62.
· Rumyantseva O.I., Khokhlov Yu.S. Estimation of contribution of component in general risk of portfolio. // Vestnik of Tver State University, Ser. Applied mathematics. 2013. № 3(30). p. 65-71. (in Russian)
· Yu. S. Khokhlov and O.I. Rumyantseva. Limit Distribution for the Multivariate Generalized Cox Process. -- Moscow University Computatianal Mathematics and Cybernetics, 2014, Vol. 38, No. 1, p.p. 8-12.
· Yu.S. Khokhlov. Multivariate fractional Levy motion and its applications. – Informatics and its Applications. 2016. Vol. 10, No. 2, С. 99-107. (in Russian)
· Yu. S. Khokhlov, O. I. Sidirova, I. V. Zakharova. New multivariate discrete choice model. – Survey of Applied and Industrial Mathematics, 2016, Vol. 23, No. 2, p. 143-144.
· Yury S. Khokhlov, Ekaterina N. Smirnova, and Maxim A. Filippov. Multivariate Birnbaum-Saunders Distribution and its Applications. -- In: Stochastic and Data Analysis Methods in Statistics and Demography (James R. Rozeman, Tereza Oliveira and Christos H. Skiadas (Eds)), 2016. -- p.p. 157-164.
· Yu.S. Khokhlov, I.V. Zakharova, O.I. Sidorova. Probability Theory and Mathematical Statistics. – Textbook for students. – Tver State University, 2016. – 216 p. (in Russian).
· Yury S. Khokhlov. Multivariate analogs of classical univariate discrete distributions and their properties. -- Journal of Math. Sci., Vol. 234, No. 6, November, 2018. -- 802-809.
· Yu.S. Khokhlov, M. Pagano, V.V. Rykov. Teletraffic models. – Textbook for students. – INFRA-M, 2018. – 178 p. (in Russian)
· Goncharov B.A., Sidorova O.I., Khokhlov Yu.S. Quality of service estimation in nonhomogeneous teletrafic models. – Vestnik of Tver State University. Series: Applied Mathematics. – 2018, No. 4. P. 50-63. (in Russian)
· Yu.S. Khokhlov, O.V. Lukashenko and E.V. Morozov. On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input. -- Journal of Math. Sci. , Vol. 237, No. 5, March, 2019. -- 667-672.
· Sidorova O.I., Khokhlov Yu.S. Hurst parameter estimation for mixed traffic. – Vestnik of Tver State University. Series: Applied Mathematics. – 2019, No. 3. P. 20-39. (in Russian)
· Sidorova O.I., Suslov L.V., Khokhlov Yu.S. Inference for mixed traffic. – Vestnik of Tver State University. Series: Applied Mathematics. – 2019, No. 4. P. 27-38. (in Russian)
· Yury Khokhlov, Victor Korolev and Alexander Zeifman. Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems. -- Mathematics 2020, 8, 749. -- 29 p.
· Yury Khokhlov, Victor Korolev. On a multivariate analog of the Zolotarev problem. – Mathematics 2021. – 23 p.
