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8 Gubkina St. Moscow,
119991, Russia
Tel.: +7(495) 984 81 41
Fax: +7(495) 984 81 39
Web site: www.mi-ras.ru
E-mail: steklov@mi-ras.ru

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Department of Probability Theory and Mathematical Statistics

| Seminars | History of the Department | Research Fields | Publications |
Staff
Holevo Alexander Semenovich

Doctor Phys.-Math. Sci., Professor, Academician of RAS, Head of Department, Chief Scientific Researcher
office: 407; tel.: +7 (499) 941 01 92, +7 (495) 984 81 41 * 36 32; e-mail: holevo@mi-ras.ru
Personal page: https://homepage.mi-ras.ru/~holevo
Principal fields of research: Noncommutative probabilty theory. Quantum information theory. Mathematical foundations of quantum theory. Communication and computing. Quantum and classical stochastic processes. Quantum Markov property and dynamical semigroups. Statistical structure of quantum theory. Quantum measurements.
Holevo Alexander Semenovich
Amosov Grigori Gennadievich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 417; tel.: +7 (495) 984 81 41 * 37 82, +7 (495) 984 81 41 * 36 57; e-mail: gramos@mi-ras.ru
Amosov Grigori Gennadievich
Gushchin Aleksandr Aleksnadrovich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 405; tel.: +7 (495) 984 81 41 * 37 73; e-mail: gushchin@mi-ras.ru
Gushchin Aleksandr Aleksnadrovich
Hohlov Vladimir Ivanovich

Candidate Phys.-Math. Sci., Scientific Researcher
office: 416; tel.: +7 (499) 941 01 81, +7 (495) 984 81 41 * 37 48; e-mail: tvp@tvp.ru
Muravlev Alexey Anatol'evich

Candidate Phys.-Math. Sci., Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82; e-mail: almurav@mi-ras.ru
Principal fields of research: Stochastic analysis. Optimal stopping problems. Fractional Brownian motion.
Muravlev Alexey Anatol'evich
Shirokov Maksim Evgenievich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 407; tel.: +7 (499) 135 04 80, +7 (495) 984 81 41 * 36 32; e-mail: msh@mi-ras.ru
Personal page: https://homepage.mi-ras.ru/~msh
Principal fields of research: Quantum information theory.
Shirokov Maksim Evgenievich
Shiryaev Albert Nikolaevich

Doctor Phys.-Math. Sci., Professor, Academician of RAS, Chief Scientific Researcher
office: 413; tel.: +7 (495) 984 81 41 * 37 37; e-mail: albertsh@mi-ras.ru
Shiryaev Albert Nikolaevich
Yakymiv Arsen Ljubomirovich

Doctor Phys.-Math. Sci., Leading Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82, +7 (495) 984 81 41 * 36 57; e-mail: arsen@mi-ras.ru
Principal fields of research: Stochastic applications of Tauberian theorems.
Yakymiv Arsen Ljubomirovich
Yaskov Pavel Andreevich

Candidate Phys.-Math. Sci., Senior Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82; e-mail: yaskov@mi-ras.ru
Yaskov Pavel Andreevich
Zhitlukhin Mikhail Valentinovich

Candidate Phys.-Math. Sci., Senior Scientific Researcher
office: 415; tel.: +7 (495) 984 81 41 * 37 82 ; e-mail: mikhailzh@mi-ras.ru
Principal fields of research: Probability theory. Stochastic calculus. Stochastic control. Applications in financial mathematics.
Zhitlukhin Mikhail Valentinovich

Novikov Aleksandr Aleksandrovich

Doctor Phys.-Math. Sci., Out-Of-Staff Member
e-mail: alex.novikov@uts.edu.au
Novikov Aleksandr Aleksandrovich

Chibisov Dmitrii Mikhailovich (25.12.1936 – 20.11.2019)

Doctor Phys.-Math. Sci., Professor, Leading Scientific Researcher
Chibisov Dmitrii Mikhailovich (25.12.1936 – 20.11.2019)
Prokhorov Yurii Vasil'evich (15.12.1929 – 16.07.2013)

Doctor Phys.-Math. Sci., Academician of RAS
Viskov Oleg Viktorovich (02.02.1937 – 21.06.2018)

Candidate Phys.-Math. Sci., Senior Scientific Researcher
Top
Seminars
Principle Seminar of the Department of Probability Theory, Moscow State University
Seminar organizer: A. N. Shiryaev; Seminar Coordinator: A. D. Manita; Scientific Secretary: K. S. Morozov
MSU, auditorium 12-24
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
Steklov Mathematical Institute of RAS, Room 415 (8 Gubkina)
Seminar on Quantum Probability, Statistics, Information
Seminar organizer: A. S. Holevo
Steklov Mathematical Institute, Room 415 (8 Gubkina)
Top
History of the Department

From the time when the Department was organized in 1938 and until 1960, the Head of Department was A. N. Kolmogorov (excluding 1946–1948 when A. Ya. Khinchin occupied this position). From 1960 to 2013 the Department was headed by academician Yu. V. Prokhorov. During some period a part of the Department existed independently under the name Department of Mathematical Statistics successively headed by N. V. Smirnov, L. N. Bol'shev, D. M. Chibisov, and from 1983 to 1987 by A. N.  Kolmogorov.

In the 1940-s research in Probability Theory and in Statistics also was done outside the Department (S. N. Bernstein, O. V. Sarmanov). In the Department itself investigations in these fields were carried out by A. N. Kolmogorov, A. Ya. Khinchin, E. E. Slutsky, N. V. Smirnov. At the end of 40-s the Department was joined by B. A. Sevast'yanov and Yu. V. Prokhorov, and at the beginning of 50-s by L. N. Bol'shev. At that time a close assistant of A. N. Kolmogorov was A. A. Petrov. Special preparation to the degree of Doctor of Sciences had Yu. V. Prokhorov, V. S. Semenov, S. Kh. Sirazhdinov. Among graduate students at the Department were A. A. Borovkov, N. N. Chentsov, G. M. Maniya, and E. A. Nadaraya.

Along with theoretical research, great attention was paid to applications. Among them were

  • theory of shell scattering (A. N. Kolmogorov);
  • statistical quality control (A. N. Kolmogorov, S. A. Aivazyan, A. N.  Bol'shev, S. Kh. Sirazhdinov, I. A. Borodachev);
  • composition of statistical tables (E. E. Slutskii, N. V. Smirnov, L. N. Bol'shev and their assistants E. S. Kedrova, V. F. Kotelnikova, M. A. Rybinskaya);
  • queuing theory (A. Ya. Khinchin, Yu. V. Prokhorov, B. A. Sevast'yanov).

The main directions of theoretical research in the Department were:

  • foundations of the probability theory (measure theoretic approach — A. N. Kolmogorov, V. V. Sazonov, Yu. V. Prokhorov, algorithmic complexity approach — A. N. Kolmogorov);
  • asymptotic methods of probability and statistics (A. Ya. Khinchin, A. N. Kolmogorov, N. V. Smirnov, Yu. V. Prokhorov, V. M. Zolotarev, V. V. Sazonov, D. M. Chibisov);
  • theory of random processes and fields (A. Ya. Khinchin, A. N. Kolmogorov, Yu. A. Rozanov), purely jump and branching processes (A. Ya. Khinchin, B. A. Sevast'yanov, V. F. Kolchin); statistical sequential analysis, stochastic calculus, martingales (A. N. Shiryaev, A. A. Novikov);
  • foundations of statistical mechanics and quantum statistics, information theory (A. Ya. Khinchin, A. S. Holevo);
  • nonparametric methods of mathematical statistics, properties of order statistics, asymptotic theory of different tests (N. V. Smirnov, A. N. Kolmogorov, L. N. Bol'shev, N. N. Chentsov, D. M. Chibisov).

Besides the mentioned above, at different times at the Department worked: K. A. Borovkov, B. I. Devyatov, M. P. Ershov, A. V. Kolchin, V. F. Kolchin, D. O. Kramkov, B. N. Leonov, V. K. Malinovsky, A. C. Miller, M. L. Nechaev, B. S. Stechkin, Yu. O. Usenko.

Top
Research Fields

The goal of theory of probability and mathematical statistics is the study of the universal mathematical laws underlying the random phenomena, the development of methods for construction of mathematical models that reflect essential features of random data, application to the analysis of specific complex multicomponent systems in physics, engineering, computer science, economics, biology, social sciences. The modern trend in probability theory is also characterized by wide application of probabilistic methods in mathematical structures of diverse nature varying from geometry, algebra, representation theory and complex analysis to the theory of numbers, combinatorics and theory of algorithms. Currently the main directions of research in the Department of Probability Theory and Mathematical Statistics are:

  • stochastic optimization and its application, including financial mathematics (A. N. Shiryaev, A. A. Gushchin, P. A. Yaskov, M. V. Zhitlukhin, A. A. Muravlev);
  • non-commutative probability theory and its applications in quantum theory of information and statistical decisions (A. S. Holevo, M. E. Shirokov, G. G. Amosov);
  • asymptotic methods in probability theory and statistics (O. V. Viskov, V. I. Khokhlov, D. M. Chibisov, A. L. Yakymiv).
Research of leading members of the Department in these directions is at the world level and has earned international recognition in the form of awards, participation in the organizing committees and as invited speakers at major international conferences, in the editorial boards of leading world scientific magazines, as confirmed by the high citations of their work. In these areas it is planned the development of stochastic analysis and optimization; asymptotic methods, including methods of random matrices; construction and investigation of mathematical models of classical and quantum information-processing systems and methods of computing their entropy characteristics, the development of the mathematical theory of quantum correlations (entanglement) in the composite infinite dimensional quantum systems (the so-called continuous variables systems) with applications to the modeling of complex systems, development of effective algorithms of information processing and communication protocols.

Recent publications

Steklov Mathematical Institute staff Steklov Mathematical Institute staff and out-of-staff employees
| by years | scientific publications | by types |


1. A. N. Shiryaev, Teor. Veroyatnost. i Primenen. (to appear)  mathnet
2. P. A. Yaskov, “Limiting spectral distribution for large sample covariance matrices with graph-dependent elements”, Teoriya veroyatn. i ee primen. (to appear)  mathnet

   2022
3. A. L. Yakymiv, Branching Processes and Related Issues, Collected papers. On the occasion of the 75th birthday of Andrei Mikhailovich Zubkov and 70th birthday of Vladimir Alekseevich Vatutin, Trudy Mat. Inst. Steklova, 316, Steklov Math. Inst., Moscow, 2022 (to appear)  mathnet

   2021
4. A. S. Holevo, “Structure of a General Quantum Gaussian Observable”, Proc. Steklov Inst. Math., 313 (2021), 70–77  mathnet  crossref  crossref  isi  scopus
5. A. S. Holevo, V. I. Yashin, “Maximum information gain of approximate quantum position measurement”, Quantum Inf. Process., 20 (2021), 97 , 17 pp.  mathnet  crossref  isi (cited: 3)  scopus (cited: 3)
6. Alexander Holevo, “On the Classical Capacity of General Quantum Gaussian Measurement”, Entropy, 23:3 (2021), 377 , 14 pp.  mathnet  crossref  isi  scopus (cited: 1);
7. A.S. Kholevo, “Intervyu”, Matematicheskoe prosveschenie, 27, MTsNMO, 2021, 5–8
8. A. S. Holevo, “Accessible information of a general quantum Gaussian ensemble”, J. Math. Phys., 62:9 (2021), 092201 , 13 pp.  mathnet  crossref  scopus;
9. A. Shiryaev, Kvant, 2021, no. 5, 26  mathnet
10. A. N. Shiryaev, Teor. Veroyatnost. i Primenen., 66:4 (2021) (to appear)  mathnet
11. E. A. Feinberg, A. N. Shiryaev, “Kolmogorov’s equations for jump Markov processes and their applications to continuous-time jump Markov decision processes”, Teor. Veroyatnost. i Primenen., 66:4 (2021) (to appear)  mathnet
12. S. W. Weis, M. E. Shirokov, “Extreme points of the set of quantum states with bounded energy”, Russian Math. Surveys, 76:1 (2021), 190–192  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
13. M. E. Shirokov, “On Lower Semicontinuity of the Quantum Conditional Mutual Information and Its Corollaries”, Proc. Steklov Inst. Math., 313 (2021), 203–227  mathnet  crossref  crossref  isi  scopus
14. M. E. Shirokov, “On Quantum States with a Finite-Dimensional Approximation Property”, Lobachevskii Journal of Mathematics, 42:10 (2021), 2437–2454 , arXiv: 2103.09626  crossref
15. Stephan Weis, Maksim Shirokov, “The face generated by a point, generalized affine constraints, and quantum theory”, J. Convex Anal., 28:3 (2021), 847–870 , arXiv: 2003.14302  mathnet;
16. M. E. Shirokov, “Uniform continuity bounds for characteristics of multipartite quantum systems”, J. Math. Phys., 62:9 (2021), 92206 , 31 pp., arXiv: 2007.00417  mathnet  crossref  scopus;
17. M. E. Shirokov, “Strong* convergence of quantum channels”, Quantum Inf. Process., 20 (2021), 145 , 16 pp., arXiv: 1802.05632  mathnet  crossref  isi  scopus;
18. A. L. Yakymiv, “Some properties of regularly varying functions and series in the orthant”, Operator Theory and Harmonic Analysis. OTHA 2020, International Scientific Conference (on) Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, Springer Proc. Math. Statist., 358, Springer, Cham, 2021, 373–385  mathnet  crossref  scopus;
19. Matematika kvantovykh tekhnologii, Sbornik statei, Trudy MIAN, 313, ed. A. N. Pechen, I. V. Volovich, G. G. Amosov, A. E. Teretenkov, MIAN, M., 2021 , 296 pp.  mathnet
20. G. G. Amosov, A. S. Mokeev, “On Noncommutative Operator Graphs Generated by Resolutions of Identity”, Proc. Steklov Inst. Math., 313 (2021), 8–16  mathnet  crossref  crossref  isi  scopus
21. G. G. Amosov, “On perturbations of dynamical semigroups defined by covariant completely positive measures on the semi-axis”, Anal. Math. Phys., 11 (2021), 27 , 13 pp.  mathnet  crossref  isi (cited: 1)  scopus (cited: 1);
22. G. G. Amosov, E. L. Baitenov, “On rank one perturbations of semigroup of shifts on half-axis”, Ufa Math. J., 13:1 (2021), 3–16  mathnet  crossref  isi  scopus
23. G. G. Amosov, A. S. Mokeev, A. N. Pechen, “Noncommutative graphs based on finite-infinite system couplings: Quantum error correction for a qubit coupled to a coherent field”, Phys. Rev. A, 103:4 (2021), 042407 , 17 pp.  mathnet  crossref  isi  scopus;
24. G. G. Amosov, A. S. Mokeev, “On non-commutative operator graphs generated by reducible unitary representation of the Heisenberg–Weyl group”, Internat. J. Theoret. Phys., 60 (2021), 457–463  mathnet  crossref  isi (cited: 8)  scopus (cited: 8);
25. Grigori Amosov, “Remark on negative solution to the Tsirelson conjecture about quantum correlations”, AIP Conf. Proc., 2362, 2021, 060001 , 4 pp.  mathnet  crossref  scopus;
26. G.G. Amosov, A.S. Mokeev, A.N. Pechen, “On the Construction of a Quantum Channel Corresponding to Non-commutative Graph for a Qubit Interacting with Quantum Oscillator”, Lobachevskii J. Math, 42:10 (2021), 2280–2284  crossref
27. G.G. Amosov, S.A. Grigoryan, A.Yu. Kuznetsova, “O C*-algebrakh, porozhdennykh mnozhestvom raspredelenii veroyatnostei”, Izvestiya VUZOV. Matematika, 2021, no. 8, 66–71  mathnet  crossref
28. Alexander A. Gushchin, Assylliya K. Zhunussova, “Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale”, Operator Theory and Harmonic Analysis, OTHA 2020, Springer Proc. Math. Statist., 358, Springer, Cham, 2021, 219–231  mathnet  crossref  scopus;
29. E. Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93:2 (2021), 279–310  mathnet  crossref  isi  scopus;

   2020
30. A. S. Holevo, “On conditions for an operator to be in the class $\mathscr{S}_{p}$”, Russian Math. Surveys, 75:1 (2020), 193–195  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
31. A. S. Holevo, “Schatten Class Operators in a Representation Space of Canonical Commutation Relations”, Proc. Steklov Inst. Math., 309 (2020), 150–158  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
32. A. S. Holevo, A. A. Kuznetsova, “Information capacity of continuous variable measurement channel”, J. Phys. A: Math. Theor., 53:17 (2020), 175304 , 13 pp.  mathnet  crossref  isi (cited: 5)  scopus (cited: 6)
33. A. S. Holevo, “Quantum channel capacities”, Quantum Electron., 50:5 (2020), 440–446  mathnet  crossref  isi  elib  scopus
34. A. S. Kholevo, Veroyatnostnye i statisticheskie aspekty kvantovoi teorii, Novoe izd., MTsNMO, 2020 , 363 pp.
35. A. S. Holevo, “Gaussian Maximizers for Quantum Gaussian Observables and Ensembles”, IEEE Transactions on Information Theory, 66:9 (2020), 5634-5641  mathnet  crossref  mathscinet  isi (cited: 4)  scopus (cited: 5)
36. Ludovico Lami, Martin B. Plenio, Vittorio Giovannetti, Alexander S. Holevo, “Bosonic Quantum Communication Across Arbitrarily High Loss Channels”, Phys. Rev. Lett., 125:11 (2020), 110504 , 26 pp.  mathnet  crossref  mathscinet  isi (cited: 1)  scopus (cited: 2)
37. Alexander S. Holevo, Anna A. Kuznetsova, “The information capacity of entanglement-assisted continuous variable quantum measurement”, J. Phys. A, 53:37 (2020), 375307 , 17 pp.  mathnet  crossref  mathscinet  isi (cited: 1)  scopus (cited: 2)
38. A. S. Holevo, A. A. Kuznetsova, “Corrigendum: Information capacity of continuous variable measurement channel”, J. Phys. A: Math. Theor., 53 (2020), 459501 , 1 pp.  crossref  isi  scopus
39. A. S. Holevo, “Information Capacities of Noisy Homodyning”, Nanoindustry, 13:4s(99) (2020), 676–677  mathnet  crossref  elib
40. M. E. Shirokov, “Advanced Alicki–Fannes–Winter method for energy-constrained quantum systems and its use”, Quantum Inf. Process., 19 (2020), 164 , 33 pp., arXiv: 1907.02458  mathnet  crossref  mathscinet  isi  scopus (cited: 2);
41. M. E. Shirokov, “Operator $E$-norms and their use”, Sb. Math., 211:9 (2020), 1323–1353  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
42. M. E. Shirokov, “Strong convergence of quantum channels: Continuity of the Stinespring dilation and discontinuity of the unitary dilation”, J. Math. Phys., 61 (2020), 82204 , 15 pp., arXiv: 1712.03219  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2);
43. M. E. Shirokov, “On extension of quantum channels and operations to the space of relatively bounded operators”, Lobachevskii J. Math., 41:4 (2020), 714–727 , arXiv: 1903.06086  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 1)  scopus (cited: 2);
44. M. E. Shirokov, A. V. Bulinski, “On Quantum Channels and Operations Preserving Finiteness of the von Neumann Entropy”, Lobachevskii J. Math., 41:12 (2020), 2383–2396 , arXiv: 2004.03582  mathnet  crossref  isi  elib  scopus;
45. A. L. Yakymiv, “Moment asymptotics of a cycle number in a random A-permutation”, 4rd International Conference on Stochastic Methods (ICSM-4) (June 2–9, 2019 Divnomorskoe, Russia), Theory Probab. Appl., 65, no. 1, 2020, 168–169  mathnet  crossref  crossref  isi
46. A. L. Yakymiv, “Variance of the Cycle Number in Random $A$-permutation”, Diskr. Mat.  mathnet  crossref  mathscinet

   2020
47. A. L. Yakymiv, “Multivariate regular variation in probability theory”, J. Math. Sci. (N.Y.), 246:4 (2020), 580–586  mathnet  crossref  mathscinet  mathscinet  scopus (cited: 2);
48. Arsen L. Yakymiv, “Local Limit Theorem for the Multiple Power Series Distributions”, Mathematics, 8:11 (2020), 2067 , 8 pp.  mathnet (cited: 1)  crossref  isi  scopus;
49. G. G. Amosov, A. S. Mokeev, A. N. Pechen, “Non-commutative graphs and quantum error correction for a two-mode quantum oscillator”, Quantum Inf. Process., 19:3 (2020), 95 , 12 pp.  mathnet  crossref  mathscinet  isi (cited: 6)  scopus (cited: 6);
50. G. G. Amosov, A. S. Mokeev, “Non-commutative graphs in the Fock space over one-particle Hilbert space”, Lobachevskii J. Math., 41:4 (2020), 592–596 , arXiv: 1912.12099  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2);
51. G. G. Amosov, “On inner geometry of noncommutative operator graphs”, Eur. Phys. J. Plus, 135 (2020), 865 , 6 pp.  mathnet  crossref  isi (cited: 1)  scopus (cited: 1);
52. Grigori Amosov, “On classical capacity of Weyl channels”, Quantum Inf. Process., 19 (2020), 401 , 11 pp.  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2);
53. G. G. Amosov, A. Mokeev, “On errors generated by unitary dynamics of bipartite quantum systems”, Lobachevskii J. Math., 41:12 (2020), 2310–2315 , arXiv: 2008.00290  mathnet  crossref  isi  elib  scopus;
54. G. G. Amosov, E. L. Baitenov, “On perturbations of the semigroup of shifts on the half-axis changing the domain of its generator”, Lobachevskii J. Math., 41:12 (2020), 2303–2309  mathnet (cited: 1)  crossref  isi (cited: 1)  elib  scopus (cited: 1);
55. Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch, “Drift estimation for a L\evy–driven Ornstein–Uhlenbeck process with heavy tails”, Stat. Inference Stoch. Process., 23:3 (2020), 553–570  mathnet  crossref  isi  scopus
56. Alexander A. Gushchin, “Single jump filtrations and local martingales”, Mod. Stoch., Theory Appl., 7:2 (2020), 135–156  mathnet  crossref  mathscinet  isi (cited: 1)  scopus (cited: 1)

   2021
57. A. A. Gushchin, “The joint law of a max-continuous local submartingale and its maximum”, Theory Probab. Appl., 65:4 (2021), 545–557  mathnet  crossref  crossref  mathscinet  isi (cited: 1)

   2020
58. A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
59. Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. in Appl. Probab., 52:4 (2020), 1308–1324  mathnet  crossref  isi  scopus;
60. A. Muravlev, M. Urusov, M. Zhitlukhin, “Sequential tracking of an unobservable two-state Markov process under Brownian noise”, Sequential Analysis, 2020 (to appear) , arXiv: 1908.01162
61. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale dynamics and capital growth in financial markets with frictions”, Math. Financ. Econ., 14:2 (2020), 283–305  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2);
62. Yaroslav Drokin, Mikhail Zhitlukhin, “Relative growth optimal strategies in an asset market game”, Ann. Finance, 16 (2020), 529–546  mathnet  crossref  mathscinet  isi (cited: 1)  scopus (cited: 1)

   2019
63. A. S. Holevo, “Quantum dynamical semigroups: Nonstandard generators, stochastic representations”, Abstracts of talks given at the 3rd International conference on stochastica methods (Novorossijsk, June 3–9, 2018), Theory Probab. Appl., 64 (2019), 140–141  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 2)  elib
64. A. S. Kholevo, “Generators of quantum one-dimensional diffusions”, Theory Probab. Appl., 64:2 (2019), 249–263  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus
65. A. S. Holevo, Quantum systems, channels, information. A mathematical introduction., 2nd ed., extended and complemented, De Gruyter, Berlin–Boston, 2019 , xv+350 pp.  zmath
66. A. S. Kholevo, “Kvantovaya informatika”, Matematicheskaya sostavlyayuschaya, 2-e izd., rassh. i dop., eds. N. N. Andreev, S. P. Konovalov, N. M. Panyunin, Matematicheskie etyudy, M., 2019, 38 https://book.etudes.ru/toc/quantum/
67. M. E. Shirokov, A. S. Holevo, “Energy-constrained diamond norms and quantum dynamical semigroups”, Lobachevskii J. Math., 40:10 (2019), 1569–1586  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2)
68. A. N. Shiryaev, “Obnaruzhenie razladki”, Matematicheskaya sostavlyayuschaya, 2-e izd., rassh. i dop., eds. N. N. Andreev, S. P. Konovalov, N. M. Panyunin, Matematicheskie etyudy, M., 2019, 22 https://book.etudes.ru/toc/disruption/
69. M. E. Shirokov, “Uniform continuity bounds for information characteristics of quantum channels depending on input dimension and on input energy”, J. Phys. A, 52:1 (2019), 014001  mathnet  crossref  mathscinet  zmath  isi (cited: 8)  scopus (cited: 10)
70. M. E. Shirokov, “Upper bounds for the Holevo quantity and their use”, Problems Inform. Transmission, 55:3 (2019), 201–217  mathnet  crossref  crossref  crossref  mathscinet  isi  elib  elib  scopus
71. M. E. Shirokov, “On completion of the cone of completely positive linear maps with respect to the energy-constrained diamond norm”, Lobachevskii J. Math., 40:10 (2019), 1549–1568 , arXiv: 1810.10922  mathnet  crossref  mathscinet  zmath  isi  scopus (cited: 2)
72. V. Yu. Protasov, M. E. Shirokov, “On Mutually Inverse Transforms of Functions on a Half-Line”, Dokl. Math., 100:3 (2019), 560–563  mathnet  crossref  crossref  isi  elib  scopus (cited: 1)  scopus (cited: 1)
73. A. L. Yakymiv, “Abelian theorem for the regularly varying measure and its density in orthant”, Theory Probab. Appl., 64:3 (2019), 385–400  mathnet  crossref  crossref  mathscinet  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 3)

   2021
74. A. L. Yakymiv, “Asymptotics with remainder term for moments of the total cycle number of random $A$-permutation”, Discrete Math. Appl., 31:1 (2021), 51–60  mathnet  crossref  crossref  mathscinet  isi  scopus
75. A. L. Yakymiv, “Size distribution of the largest component of a random $A$-mapping”, Discrete Math. Appl., 31:2 (2021), 145–153  mathnet  crossref  crossref  mathscinet  isi  elib  scopus

   2019
76. G.G. Amosov, E.O. Kholmogorov, “On singular perturbations of the semigroup of shifts on the algebra of canonical anticommutation relations”, Russian Mathematics, 63:11 (2019), 67–70  mathnet  crossref  crossref  crossref  mathscinet  isi (cited: 1)  scopus (cited: 1)
77. G. G. Amosov, A. S. Mokeev, “On linear structure of non-commutative operator graphs”, Lobachevskii J. Math., 40:10 (2019), 1440–1443  mathnet (cited: 1)  crossref  mathscinet  zmath  isi (cited: 5)  scopus (cited: 5)
78. G. G. Amosov, Ya. A. Korennoy, “On definition of quantum tomography via the Sobolev embedding theorem”, Lobachevskii J. Math., 40:10 (2019), 1433–1439  mathnet  crossref  mathscinet  zmath  isi  scopus
79. Grigori Amosov, “On operator systems generated by reducible projective unitary representations of compact groups”, Turk. J. Math., 43:5 (2019), 2366–2370  mathnet  crossref  mathscinet  zmath  isi (cited: 3)  scopus (cited: 3)
80. G. G. Amosov, “Muzykalnoe ischislenie”, Matematicheskaya sostavlyayuschaya, 2-e izd., rassh. i dop., eds. N. N. Andreev, S. P. Konovalov, N. M. Panyunin, Matematicheskie etyudy, M., 2019, 202 https://book.etudes.ru/toc/music/
81. A. A. Gushchin, M. A. Urusov, “Minimal embeddings of integrable processes in a Brownian motion”, Russian Math. Surveys, 74:5 (2019), 953–955  mathnet  crossref  crossref  mathscinet  adsnasa  isi (cited: 1)  elib  scopus

   2020
82. A. A. Gushchin, S. S. Leshchenko, “Testing hypotheses for measures with different masses: Four optimization problems”, Theory Probab. Math. Stat., 101 (2020), 109–117  mathnet  crossref  isi  scopus

   2019
83. V. I. Khokhlov, “Chetyre nauchnykh puteshestviya Yuriya Vasilevicha v devyanostykh i nemnogo pro ego zhurnal «TVP»”, Vospominaniya o Yu. V. Prokhorove eds pod red. A. V. Prokhorova, Izd-vo «Soglasie», Moskva, 2019, 181–197
84. D. M. Chibisov, Kvant, 2019, no. 5, 10–16  mathnet  crossref
85. Pavel Yaskov, “A maximal inequality for fractional Brownian motions”, J. Math. Anal. Appl., 472:1 (2019), 11–21  mathnet  crossref  mathscinet  zmath  isi  scopus
86. Pavel Yaskov, “On pathwise Riemann–Stieltjes integrals”, Statist. Probab. Lett., 150 (2019), 101–107  mathnet  crossref  mathscinet  zmath  isi  scopus
87. M. V. Zhitlukhin, “Supporting prices in a stochastic von Neumann–Gale model of a financial market”, Theory Probab. Appl., 64:4 (2019), 553–563  mathnet  crossref  crossref  mathscinet  isi (cited: 1)  elib  scopus (cited: 1)
88. Mikhail Zhitlukhin, “Monotone Sharpe ratios and related measures of investment performance”, 2017 MATRIX Annals, MATRIX Book Ser., 2, Springer, Cham, 2019, 637–665  mathnet  crossref  mathscinet;

   2018
89. Math. Notes, 103:1 (2018), 133–144  mathnet  crossref  mathscinet  isi (cited: 5)  elib  scopus (cited: 5)
90. A. S. Holevo, “Mathematical foundations of quantum informatics”, Lekts. Kursy NOC, 30, 2018, 3–118  mathnet  mathnet  crossref  mathscinet  elib
91. A. N. Shiryaev, “On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem”, Russian Math. Surveys, 73:1 (2018), 169–171  mathnet  crossref  crossref  mathscinet  adsnasa  isi (cited: 1)  elib  scopus (cited: 1)

   2019
92. D. I. Lisovskii, A. N. Shiryaev, “Sequential testing of two hypotheses for a stationary Ornstein–Uhlenbeck process”, Theory Probab. Appl., 63:4 (2019), 580–593  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)

   2018
93. A. I. Aptekarev, V. M. Buchstaber, V. A. Vassiliev, M. L. Gromov, Yu. S. Ilyashenko, B. S. Kashin, V. M. Keselman, V. V. Kozlov, M. L. Kontsevich, I. M. Krichever, N. G. Kruzhilin, S. K. Lando, Yu. I. Manin, G. A. Margulis, S. Yu. Nemirovski, S. P. Novikov, Yu. G. Reshetnyak, Ya. G. Sinai, S. P. Suetin, D. V. Treschev, D. B. Fuchs, A. G. Khovanskii, E. M. Chirka, A. S. Schwarz, A. N. Shiryaev, “Vladimir Antonovich Zorich (on his 80th birthday)”, Russian Math. Surveys, 73:5 (2018), 935–939  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib
94. G. G. Amosov, Al. V. Bulinski, An. V. Bulinski, V. M. Buchstaber, I. A. Ibragimov, V. P. Maslov, A. Ya. Helemskii, A. M. Chebotarev, M. E. Shirokov, A. N. Shiryaev, “Alexander Semenovich Holevo (on his 75th birthday)”, Russian Math. Surveys, 73:6 (2018), 1131–1136  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib
95. M. E. Shirokov, “On the Energy-Constrained Diamond Norm and Its Application in Quantum Information Theory”, Problems Inform. Transmission, 54:1 (2018), 20–33 , arXiv: 1706.00361  mathnet  crossref  mathscinet  isi (cited: 27)  elib  scopus (cited: 26)
96. Noah Davis, Maksim E. Shirokov, Mark M. Wilde, “Energy-constrained two-way assisted private and quantum capacities of quantum channels”, Phys. Rev. A, 97:6 (2018), 62310 , 31 pp., arXiv: 1801.08102  mathnet  crossref  mathscinet  isi (cited: 7)  scopus (cited: 8)
97. M. E. Shirokov, “Uniform finite-dimensional approximation of basic capacities of energy-constrained channels”, Quantum Inf. Process., 17 (2018), 322 , 29 pp., arXiv: 1707.05641  mathnet  crossref  mathscinet  zmath  isi (cited: 3)  scopus (cited: 6)
98. M. E. Shirokov, “Adaptation of the Alicki–Fannes–Winter method for the set of states with bounded energy and its use”, Rep. Math. Phys., 81:1 (2018), 81–104  mathnet  crossref  mathscinet  zmath  isi (cited: 7)  scopus (cited: 9)
99. A. L. Yakymiv, “On the order of random permutation with cycle weights”, Theory Probab. Appl., 63:2 (2018), 209–226  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 3)

   2019
100. A. L. Yakymiv, “On the distribution of multiple power series regularly varying at the boundary point”, Discrete Math. Appl., 29:6 (2019), 409–421  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 2)  elib  scopus (cited: 2)

   2018
101. A. L. Yakymiv, “Multivariate Regular Variation in Probability Theory”, XXXV-th International Seminar on Stability Problems for Stochastic Models (ISSPSM-2018) (24 - 28 September 2018 Perm, Russia), 2018, 88–92
102. G. G. Amosov, “On general properties of non-commutative operator graphs”, Lobachevskii J. Math., 39:3 (2018), 304–308  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 8)  scopus (cited: 8)
103. G. G. Amosov, S. Mancini, V. I. Man'ko, “Tomographic portrait of quantum channels”, Rep. Math. Phys., 81:2 (2018), 165–176  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 3)
104. G. G. Amosov, A. S. Mokeev, “On non-commutative operator graphs generated by covariant resolutions of identity”, Quantum Inf. Process., 17 (2018), 325 , 11 pp.  mathnet  crossref  mathscinet  zmath  isi (cited: 11)  scopus (cited: 12)
105. G.G. Amosov, “O tomograficheskom predstavlenii na ploskosti prostranstva operatorov Shvartsa i dualnogo k nemu”, Kvantovaya dinamika i funktsionalnye integraly: materialy nauchnoi konferentsii, IPM im. M.V. Keldysha RAN, 2018, 63–70 http://keldysh.ru/quant/2018/
106. G. G. Amosov, M. Kpekpassi, N.N. Shamarov, E.Yu. Shamarova, “Antisimmetrichnoe prostranstvo Foka i algebry Grassmana s unitarnym (super-)preobrazovaniem Fure”, Kvantovaya dinamika i funktsionalnye integraly: materialy nauchnoi konferentsii, IPM im. M.V. Keldysha RAN, 2018, 131–138 http://keldysh.ru/quant/2018/

   2021
107. G. G. Amosov, “On Various Functional Representations of the Space of Schwarz Operators”, J. Math. Sci. (N. Y.), 252:1 (2021), 1–7  mathnet  crossref  mathscinet  zmath  scopus

   2018
108. Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383  mathnet  crossref  mathscinet  scopus (cited: 1)
109. A. A. Gushchin, “On possible relations between an increasing process and its compensator in the non-integrable case”, Russian Math. Surveys, 73:5 (2018), 928–930  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  scopus (cited: 1)
110. Pavel Yaskov, “LLN for quadratic forms of long memory time series and its applications in random matrix theory”, J. Theor. Probability, 31:4 (2018), 2032–2055  mathnet  crossref  mathscinet  isi (cited: 1)  scopus (cited: 1)
111. Pavel Yaskov, “Extensions of the sewing lemma with applications”, Stoch. Proc. Appl., 128:11 (2018), 3940–3965  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2)
112. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Statistics & Probability Letters, 137 (2018), 142–147  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 1)
113. Konstantin Borovkov, Mikhail Zhitlukhin, “On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter”, Electron. Commun. Probab., 23 (2018), 65 , 8 pp.  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)

   2017
114. M. E. Shirokov, A. S. Holevo, “On lower semicontinuity of the entropic disturbance and its applications in quantum information theory”, Izv. Math., 81:5 (2017), 1044–1060  mathnet  crossref  crossref  mathscinet  adsnasa  isi (cited: 3)  elib  scopus (cited: 2)

   2018
115. A. S. Holevo, “ON THE CLASSICAL CAPACITY OF A CHANNEL WITH STATIONARY QUANTUM GAUSSIAN NOISE”, THEORY PROBAB. APPL., 62:4 (2018), 534–551  mathnet  crossref  crossref  mathscinet  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 2)

   2017
116. I. Siemon, A. S. Holevo, R. F. Werner, “Unbounded generators of dynamical semigroups”, Open Syst. Inf. Dyn., 24:4 (2017), 1740015 , 24 pp.  mathnet  crossref  mathscinet  isi (cited: 9)  scopus (cited: 10)
117. A. S. Holevo, “On the quantum Gaussian optimizers conjecture in the case $q=p$”, Russian Math. Surveys, 72:6 (2017), 1177–1179  mathnet  crossref  crossref  mathscinet  mathscinet  adsnasa  isi (cited: 5)  elib  scopus (cited: 5)
118. O. V. Viskov, V. I. Khokhlov, “Kharakterizatsionnye i obobschennye momentnye tozhdestva i ikh prilozheniya”, Matematika v sovremennom mire. Mezhdunarodnaya konferentsiya, posvyaschennaya 60-letiyu Instituta im. S. L. Soboleva (Novosibirsk, 14–19 avgusta 2017), eds. G. V. Demidenko i dr., In-t matem. im. S. L. Soboleva SO RAN, Novosibirsk, 2017, 356
119. V. I. Khokhlov, V. M. Maximov, O. V. Viskov, “Universal Approcah to Obtain Stein-Chen-like Identities, Characterizing and Generalized Moment Identities of Higher Orders and Their Applications”, XXXIV International Seminar on Stability Problems for Stochastic Models. Book of Abstracts (Debrecen, August 25–29, 2017), eds. I. Fazekas, V. Korolev, S. Baran, Didakt Kiadó, Debrecen, 2017, 48
120. Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorov’s equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 2017, 1–18 (Published online)  mathnet  crossref  scopus (cited: 2)
121. M. E. Shirokov, “Tight uniform continuity bounds for the quantum conditional mutual information, for the Holevo quantity, and for capacities of quantum channels”, J. Math. Phys., 58:10 (2017), 102202 , 29 pp., arXiv: 1512.09047  mathnet  crossref  mathscinet  isi (cited: 22)  scopus (cited: 22)

   2019
122. M. E. Shirokov, A. V. Bulinski, “Lower estimates for distances from a given quantum channel to certain classes of quantum channels”, Journal of Mathematical Sciences, 241:2 (2019), 237–244  mathnet  crossref  mathscinet  zmath  scopus (cited: 1)

   2017
123. A. L. Yakymiv, “Limit theorems for the logarithm of the order of a random $A$-mapping”, Discrete Math. Appl., 27:5 (2017), 325–338  mathnet  crossref  crossref  mathscinet  isi (cited: 2)  elib  elib  scopus (cited: 2)
124. A. L. Yakymiv, “O logarifme poryadka sluchainoi A-podstanovki”, 2-ya Mezhdunarodnaya Konferentsiya po Stokhasticheskim Metodam (25–30 maya 2017 g., pos. Abrau-Dyurso, Novorossiisk), Teoriya veroyatnostei i eë primeneniya, 62, no. 4, 2017, 838–839  mathnet (cited: 1)
125. A. L. Yakymiv, “On the Erdős-Turán Law for random permutations with cycle weights”, XXXIV International Seminar on Stability Problems for Stochastic Models (25–29 August 2017 Debrecen, Hungary), 2017, 104–105 https://arato.inf.unideb.hu/…/abstbookb5_2017.pdf
126. A. L. Yakymiv, “Predelnaya teorema dlya raspredeleniya tipa kratnogo stepennogo ryada”, XVIII Vserossiiskii simpozium po prikladnoi i promyshlennoi matematike (osennyaya otkrytaya sessiya) (Sochi, 1–8 oktyabrya 2017 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 24, no. 4, 2017, 379–380
127. A. L. Yakymiv, “Nekotorye zadachi vychislitelnogo kharaktera dlya sluchainykh $A$-podstanovok”, Sovremennye problemy matematicheskogo modelirovaniya, obrabotki izobrazhenii i parallelnykh vychislenii 2017 (pos. Divnomorskoe, g. Gelendzhik, Krasnodarskii krai, 4–11 sentyabrya 2017 g.), v. 2, DGTU, Rostov-na-Donu, 2017, 328–330
128. A. L. Yakymiv, “O nekotorykh nedavnikh issledovaniyakh v tauberovoi teorii i ikh primeneniyakh v teorii veroyatnostei”, Analiticheskie i vychislitelnye metody v teorii veroyatnostei i eë prilozheniyakh (Konferentsiya, posvyaschennaya 90-letiyu so dnya rozhdeniya A. D. Solovëva. 23–27 oktyabrya 2017 g.), MGU, RUDN, Moskva, 2017, 522–527 http://acmpt.ru/…/ACMPT_2017_paper_49.pdf
129. Grigori G. Amosov, Sergey N. Filippov, “Spectral properties of reduced fermionic density operators and parity superselection rule”, Quantum Inf. Process., 16:1 (2017), 2 , 16 pp.  mathnet  crossref  mathscinet  isi (cited: 15)  scopus (cited: 20)
130. G. G. Amosov, “On tomographic representation on the plane of the space of Schwartz operators and its dual”, Lobachevskii J. Math., 38:4 (2017), 595–599  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 1)  elib  scopus (cited: 2)

   2018
131. G.G. Amosov, A.S. Mokeev, “On construction of anticliques for noncommutative operator graphs”, J. Math. Sci., 234:3 (2018), 269–275  mathnet  crossref  mathscinet  zmath  scopus (cited: 5)

   2019
132. G. G. Amosov, “Algebraic methods of the study of quantum information transfer channels”, Journal of Mathematical Sciences, 241:2 (2019), 109–116  mathnet  crossref  mathscinet  zmath  scopus

   2018
133. A. A. Gushchin, “The joint law of terminal values of a nonnegative submartingale and its compensator”, Theory Probab. Appl., 62:2 (2018), 216–235  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 3)

   2017
134. Alexander Gushchin and Esko Valkeila, “Quadratic Approximation for Log-Likelihood Ratio Processes”, Modern Problems of Stochastic Analysis and Statistics, Selected Contributions in Honor of Valentin Konakov, Springer Proceedings in Mathematics & Statistics, 208, eds. Vladimir Panov, Springer International Publishing AG, Cham, 2017, 179–215  mathnet  crossref  mathscinet  zmath  scopus (cited: 1)
135. A. A. Gushchin, D. A. Borzykh, “Integrated quantile functions: properties and applications”, Mod. Stoch., Theory Appl., 4:4 (2017), 285–314  mathnet  crossref  mathscinet  isi (cited: 4)
136. Stanislav Anatolyev, Pavel Yaskov, “Asymptotics of diagonal elements of projection matrices under many instruments/regressors”, Econometric Theory, 33:3 (2017), 717–738  mathnet  crossref  mathscinet  isi (cited: 8)  elib  scopus (cited: 9)

   2018
137. P. A. Yaskov, “On a spectrum of sample covariation matrices for time series”, Theory Probab. Appl., 62:3 (2018), 432–443  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)

   2017
138. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37  mathnet  crossref  mathscinet  isi (cited: 10)  elib  scopus (cited: 11)
139. M. V. Zhitlukhin, “On maximization of the expectation-to-deviation ratio of a random variable”, Russian Math. Surveys, 72:4 (2017), 765–766  mathnet  crossref  crossref  mathscinet  adsnasa  isi (cited: 1)  elib  scopus (cited: 1)
140. S. Lleo, M.V. Zhitlukhin, W.T. Ziemba, Stock Market Crashes, World Scientific Series in Finance, 13, World Scientific, Singapore, 2017 , 308 pp. http://www.worldscientific.com/worldscibooks/10.1142/10506  mathscinet

   2016
141. A. S. Holevo, “On the constrained classical capacity of infinite-dimensional covariant quantum channels”, J. Math. Phys., 57:1 (2016), 15203 , 11 pp.  mathnet (cited: 1)  crossref  mathscinet  adsnasa  isi (cited: 9)  elib  scopus (cited: 9)
142. A. S. Holevo, “On the proof of the majorization theorem for quantum Gaussian channels”, Russian Math. Surveys, 71:3 (2016), 585–587  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 4)  elib  elib  scopus (cited: 4)

   2017
143. A. S. Holevo, “On a characterization of Gaussian transition operators”, Theory Probab. Appl., 61:4 (2017), 715–718  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus

   2016
144. A. S. Holevo, “The classical capacity of quantum Gaussian gauge-covariant channels: beyond i.i.d.”, IEEE Information Theory Society Newsletter, 66:4 (2016), 3–6  mathnet  mathscinet
145. Kvantovyi predel informatsii, intervyu A.S. Kholevo internet-zhurnalu “Stimul”, 2016
146. V. I. Khokhlov, O. V. Viskov, “Generalized Moment Identity for Negative Binomial Distribution and Its Application to the Linearization Problem”, Review of Applied and Industrial Mathematics, 23:5 (2016), 401–410  mathnet
147. O. V. Viskov, V. I. Khokhlov, “Generalized Moment Identity for Negative Binomial Distribution”, Review of Applied and Industrial Mathematics, 23:4 (2016), 393–395  mathnet
148. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 1, Fakty. Modeli, MTsNMO, M., 2016 , 440 pp.
149. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 2, Teoriya, MTsNMO, M., 2016 , 460 pp.
150. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “On confidence intervals for Brownian motion changepoint times”, Russian Math. Surveys, 71:1 (2016), 159–160  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)

   2017
151. Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 61:1 (2017), 1–2  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus
152. A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Theory Probab. Appl., 61:4 (2017), 719–726  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus

   2016
153. A. N. Shiryaev, Stokhasticheskie zadachi o razladke, MTsNMO, M., 2016 , 392 pp.
154. M. E. Shirokov, “Measures of correlations in infinite-dimensional quantum systems”, Sb. Math., 207:5 (2016), 724–768 , arXiv: 1506.06377  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 16)  elib  elib  scopus (cited: 16)
155. M. E. Shirokov, “Squashed entanglement in infinite dimensions”, J. Math. Phys., 57:3 (2016), 32203 , 22 pp., arXiv: 1507.08964  mathnet  crossref  mathscinet  zmath  isi (cited: 9)  elib  scopus (cited: 10)
156. M. E. Shirokov, “On characterization of positive maps preserving continuity of the von Neumann entropy”, Russian Math. Surveys, 71:5 (2016), 965–966 , arXiv: 1704.01905  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)
157. M. E. Shirokov, “Estimates for discontinuity jumps of information characteristics of quantum systems and channels”, Problems of Information Transmission, 52:3 (2016), 239–264 , arXiv: 1602.05930  mathnet  crossref  mathscinet  isi (cited: 1)  elib  scopus (cited: 1)
158. A. L. Yakymiv, “A Tauberian theorem for multiple power series”, Sb. Math., 207:2 (2016), 286–313  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 6)  elib  elib  scopus (cited: 7)
159. Yakymiv, A. L., “Distribution of the Order in Some Classes of Random Mappings”, XVII-th International Summer Conference on Probability and Statistics (ISCPS-2016) (Pomorie, Bulgaria, 25 June – 1 July 2016), 2016, 42–50 http://www.math.bas.bg/~statlab/ISCPS2016/ISCPS
160. A. L. Yakymiv, “O poryadke sluchainoi $A$-podstanovki”, Nauchnyi doklad, XVII Vserossiiskii simpozium po prikladnoi i promyshlennoi matematike (osennyaya otkrytaya sessiya) (Sochi-Dagomys, 1–8 oktyabrya 2016 g., red. I. A. Sokolov, A. R. Simonyan, V. I. Khokhlov), Obozrenie prikladnoi i promyshlennoi matematiki, 23, no. 4, 2016, 398–399 http://www.tvp.ru/conferen/vsppmXVII/kisvd116.pdf
161. G. G. Amosov, I. Yu. Zhdanovskii, “Structure of the Algebra Generated by a Noncommutative Operator Graph which Demonstrates the Superactivation Phenomenon for Zero-Error Capacity”, Math. Notes, 99:6 (2016), 924–927  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 2)  elib  elib  scopus (cited: 2)
162. A. A. Gushchin, “The minimum increment of $f$-divergences given total variation distances”, Math. Methods Statist., 25:4 (2016), 304–312  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)
163. Pavel Yaskov, “A short proof of the Marchenko–Pastur theorem [Une courte démonstration du théorème de Marchenko–Pastur]”, C. R. Math. Acad. Sci. Paris, 354:3 (2016), 319–322 , arXiv: 1506.04922  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 6)  elib  scopus (cited: 7)
164. Pavel Yaskov, “Controlling the least eigenvalue of a random Gram matrix”, Linear Algebra Appl., 504 (2016), 108–123  mathnet  crossref  mathscinet  zmath  isi (cited: 2)  elib  scopus (cited: 3)
165. Pavel Yaskov, “Necessary and sufficient conditions for the Marchenko-Pastur theorem”, Electron. Commun. Probab., 21 (2016), 73 , 8 pp.  mathnet (cited: 1)  crossref  mathscinet  zmath  isi (cited: 4)  elib  scopus (cited: 6)
166. M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52  mathnet  crossref

   2015
167. V. Giovannetti, A. S. Holevo, R. García-Patrón, “A solution of Gaussian optimizer conjecture for quantum channels”, Comm. Math. Phys., 334:3 (2015), 1553–1571  mathnet (cited: 10)  crossref  mathscinet  zmath  adsnasa  isi (cited: 49)  elib (cited: 8)  scopus
168. V. Giovannetti, A. S. Holevo, A. Mari, “Majorization and additivity for multimode bosonic Gaussian channels”, Theoret. and Math. Phys., 182:2 (2015), 284–293  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 22)  elib (cited: 5)  elib (cited: 5)  scopus (cited: 22)
169. A. S. Holevo, “Gaussian optimizers and the additivity problem in quantum information theory”, Russian Math. Surveys, 70:2 (2015), 331–367  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 31)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 21)
170. A. S. Holevo, M. E. Shirokov, “On the Gain of Entanglement Assistance in the Classical Capacity of Quantum Gaussian Channels”, Math. Notes, 97:6 (2015), 974–977  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus (cited: 1)
171. G. De Palma, A. Mari, V. Giovannetti, A. S. Holevo, “Normal form decomposition for Gaussian-to-Gaussian superoperators”, J. Math. Phys., 56:5 (2015), 052202 , 19 pp.  mathnet (cited: 3)  crossref  mathscinet  zmath  adsnasa  isi (cited: 14)  elib  scopus (cited: 17)

   2016
172. A. S. Holevo, M. E. Shirokov, “Criterion of weak compactness for families of generalized quantum ensembles and its corollaries”, Theory Probab. Appl., 60:2 (2016)  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus

   2015
173. O. V. Viskov, V. M. Maksimov, V. I. Khokhlov, “Annulators, pre-annulators and characterizators of probabilistic measures”, International Conference “Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis — V” (Rostov-on-Don, 26 April – 1 May 2015), eds. A. N. Karapetyants et al, DSTU Publ. Center, Rostov-on-Don, 2015, 178–180 http://karapetyants.sfedu.ru/conf/tethis2015.pdf
174. Viskov O. V., Maksimov V. M., Khokhlov V. I., “Characterizing moment identities for equiprobable and uniform distributions”, XVI All-Russian Symposium on Applied and Industrial Mathematics (Summer Session) (Chelyabinsk, June 21 – 27, 2015), OP&PM Surveys Appl. Industr. Math., 22, no. 1, ed. Yu. G. Evtushenko, 2015, 64–65 http://www.tvp.ru/conferen/vsppm16/chelso028.pdf  mathscinet

   2016
175. O. V. Viskov, V. I. Khokhlov, “Four directions of Yu. V. Prokhorov’s research and their perspectives”, Theory Probab. Appl., 60:2 (2016), 336–342  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus

   2015
176. O. V. Viskov, M. V. Maksimov, V. I. Khokhlov, “Characterization Properties of Liu identity for multidimensional Gaussian distribution and Wey–Zhang–Li identity for Beta distribution”, 8 International Congress on Industrial and Applied Mathematics. Program and Abstracts (Beijing, August 10–14, 2015), eds. Z. Ma, L. Guo, Beijing Univ., Beijing, 2015, 257 http://www.iciam2015.cn/Program & Abstracts.pdf (minisimpozium MS-Th-E-12-3)  mathscinet
177. O. V. Viskov, V. M. Maksimov , V. I. Khokhlov, “Characterizing moment identities for equiprobable and uniform distributions”, XVI All-Russian Symposium on Applied and Industrial Mathematics (Fall Session) (Sochy-Dagomys, 2015), OP&PM Surveys Appl. Industr. Math., 22, no. 4, ed. Yu. G. Evtushenko, 2015, 447–449 (to appear) http://www.tvp.ru/conferen/vsppm16/org1507.pdf  mathscinet
178. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quant. Finance, 15:9 (2015), 1449–1469  mathnet (cited: 1)  crossref  mathscinet  zmath  isi (cited: 6)  elib (cited: 2)  scopus
179. R. C. Dalang, A. N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25:3 (2015), 1475–1512  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
180. O. E. Barndorff-Nielsen, A. N. Shiryaev, Change of time and change of measure, Advanced Series on Statistical Science and Applied Probability, 21, 2nd ed., World Scientific, Hackensack, NJ, 2015 , 344 pp.  crossref  mathscinet  zmath

   2016
181. Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 60:4 (2016), 531–532  mathnet  crossref  crossref  mathscinet  isi  elib  scopus

   2015
182. A. N. Shiryaev, “Reshenie odnoi optimizatsionnoi zadachi skoreishego obnaruzheniya pri nalichii tseny za nablyudeniya”, Beskonechnomernyi analiz, stokhastika, matematicheskoe modelirovanie: novye zadachi i metody. Problemy matematicheskogo i estestvennonauchnogo obrazovaniya, Sbornik statei Mezhdunarodnoi konferentsii (Moskva, 15–18 dekabrya 2014 g.), eds. A. I. Kirillov, S. A. Rozanova, Rossiiskii universitet druzhby narodov, M., 2015, 77–85  elib
183. M. I. Zelikin, A. O. Ivanov, B. S. Kashin, A. S. Mishchenko, Yu. V. Nesterenko, A. A. Oshemkov, F. Yu. Popelenskii, V. A. Sadovnichii, A. A. Tuzhilin, V. N. Chubarikov, A. I. Shafarevich, A. N. Shiryaev, “Academician Anatolii Timofeevich Fomenko”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 6, 66–68  mathnet
184. M. E. Shirokov, “On quantum zero-error capacity”, Russian Math. Surveys, 70:1 (2015), 176–178  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 4)  elib  elib  scopus (cited: 2)
185. M. E. Shirokov, T. Shulman, “On superactivation of zero-error capacities and reversibility of a quantum channels”, Comm. Math. Phys., 335:3 (2015), 1159–1179 , arXiv: 1309.2610  mathnet (cited: 2)  crossref  mathscinet  zmath  adsnasa  isi (cited: 16)  elib (cited: 4)  scopus (cited: 17)
186. M. E. Shirokov, “On multipartite superactivation of quantum channel capacities”, Problems Inform. Transmission, 51:2 (2015), 87–102 , arXiv: 1411.5386  mathnet  crossref  mathscinet  isi (cited: 2)  elib  scopus (cited: 2)
187. M. E. Shirokov, “On channels with positive quantum zero-error capacity having vanishing $n$-shot capacity”, Quantum Inf. Process., 14:8 (2015), 3057–3074 , arXiv: 1407.8524  mathnet (cited: 1)  crossref  mathscinet  zmath  isi (cited: 6)  elib (cited: 3)  scopus
188. A. L. Yakymiv, “On the Number of Components of Fixed Size in a Random $A$-Mapping”, Math. Notes, 97:3 (2015), 468–475  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus (cited: 1)

   2016
189. A. L. Yakymiv, “Tauberian theorem for the generation functions of multiple sequences”, Theory Probab. Appl., 60:2 (2016), 343–347  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 2)  elib  elib  scopus (cited: 2)

   2015
190. G. G. Amosov, “Estimating the output entropy of a tensor product of two quantum channels”, Theoret. and Math. Phys., 182:3 (2015), 397–406  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 4)  elib  elib  scopus (cited: 4)
191. G. G. Amosov, A. I. Dnestryan, “Towards a tomographic representation of quantum mechanics on the plane”, Phys. Scr., 90:7 (2015), 074025 , arXiv: 1503.04640  mathnet  crossref  isi (cited: 2)  elib  scopus (cited: 2)

   2016
192. G. G. Amosov, V. Zh. Sakbaev, “Geometrical properties of systems of vector states and representing of states in the form of Pettis integrals”, St. Petersburg Math. J., 27:4 (2016), 589–597  mathnet  crossref  mathscinet  isi (cited: 3)  elib  elib  scopus (cited: 2)
193. J. Math. Sci. (N. Y.), 215:6 (2016), 659–676  mathnet  crossref  mathscinet  elib  scopus (cited: 2)

   2015
194. G. G. Amosov, A. S. Nadzharov, “Ob'ektno-orientirovannyi yazyk programmirovaniya OpenMusic i ego ispolzovanie dlya analiza kontseptsii sozdaniya muzykalnykh proizvedenii”, Neirokompyutery: razrabotka, primenenie, 2015, no. 9, 67–76  mathnet  elib
195. A. Gushchin, “A characterization of maximin tests for two composite hypotheses”, Math. Methods Statist., 24:2 (2015), 110–121  mathnet  crossref  mathscinet  zmath  elib  scopus (cited: 2)
196. Alexander A. Gushchin, Stochastic calculus for quantitative finance, ISTE, London; Elsevier, Kidlington, 2015 , 208 pp. www.sciencedirect.com/science/book/9781785480348  mathscinet  zmath  scopus (cited: 5)

   2016
197. A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Theory Probab. Appl., 60:2 (2016), 246–262  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 3)  elib  elib  scopus (cited: 1)
198. D. M. Chibisov, “J. Bernoulli’s law of large numbers and the strong law of large numbers”, Theory Probab. Appl., 60:2 (2016), 318–319  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus (cited: 1)

   2015
199. Pavel Yaskov, “Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition”, Electron. Commun. Probab., 20 (2015), 044 , 9 pp.  mathnet  crossref  mathscinet  zmath  isi (cited: 10)  elib (cited: 1)  scopus (cited: 11)
200. P. Yaskov, “Variance inequalities for quadratic forms with applications”, Math. Methods Statist., 24:4 (2015), 309–319  mathnet  crossref  mathscinet  elib  scopus (cited: 5)
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