作者: Albert N. Shiryaev

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Albert N. Shiryaev is a Chief Scientific Researcher at Steklov Mathematical Institute of the Russian Academy of Sciences and the Head of the Probability Theory Department of the Faculty of Mechanics and Mathematics at Lomonosov Moscow State University. He is a Full Member of the Russian Academy of Sciences and the recipient of many honours and awards, including the Markov Prize in 1974, the Kolmogorov Prize in 1994, and the Chebyshev Medal of the Russian Academy of Science in 2017. His numerous other books include Probability [translated by Dmitry M. Chibisov], Limit Theorems for Stochastic Processes [with Jean Jacod], Optimal Stopping Rules [translated by A.B. Aries], Stochastic Disorder Problems [translated by Andrei Iacob], and Statistics of Random Processes [with Robert S. Liptser]. Konstantin Samouylov received his Ph D in Probability Theory from the Moscow State University, in 1985, and a Full Doctor of Sciences degree in Telecommunications from the Moscow Technical University of Communications and Informatics in 2005. In 1985–1996, he held several positions at the Faculty of Science of the Peoples” Friendship University of Russia (RUDN University), where he became a head of Telecommunications System Department in 1996. Since 2014, he has been the head of the Applied Probability and Informatics Department, and since 2017, he has also held the position of Director of Applied Mathematics and Communications Technology Institute (IAM&CT) at RUDN University. He was visiting professor/professor-research at Lappeenranta University of Technology and Helsinki University of Technology (Aalto), Finland; Moscow Technical University of Telecommunications and Informatics, Russia; Moscow International Higher Business School (Mirbis), Russia; and University of Pisa, Italy. He was a member of the ITU-T SG11 and IFIP TC6 WG 6.7. He has worked in a number of R&D projects within different frameworks, e.g., COST IRACON, projects of Russian Foundation for Basic Research (RFBR), TEKES (Finland) and companies including Nokia, Telecom Finland, VTT, Rostelecom, etc. He is a member of editorial boards and reviewer of several scientific journals, and he is co-chair and TPC member of several international conferences. His current research interests include applied aspects of Probability Theory and Stochastic Processes,  Queuing and teletraffic theory, performance analysis of 5G/5G+ networks, resource allocation in heterogeneous wireless networks, social networks, and big data analysis. He has authored and co-authored over 150 scientific and conference papers and six books. Prof. Samouylov’s honors include the 2018 IEEE GLOBECOM Conference Best Paper Award. Dmitry V. Kozyrev received his Ph.D. degree in Physics and Mathematics in 2013. Since 2007, he has been working at the Department of Probability Theory and Mathematical Statistics of the Peoples” Friendship University of Russia (RUDN University). Since2013, he is an Associate Professor at the Department of Applied Probability and Informatics (RUDN University) and a Senior Research Fellow at the V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia. He is a member of the reviewer board of several scientific journals, as well as proceedings editor and member of organizing / program committee of several international conferences. His current research activities include Stochastic Modeling, Reliability Assessment and Performance analysis, Sensitivity analysis, Modeling and Simulation of repairable systems, Applied Probability. He has authored and co-authored over 80 published papers.




16 电子书 Albert N. Shiryaev

Albert N. Shiryaev & Maria do Rosário Grossinho: Stochastic Finance
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of application …
PDF
英语
€96.29
Albert N. Shiryaev: Stochastic Disorder Problems
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appeari …
PDF
英语
€128.39
Albert N. Shiryaev: Optimal Stopping Rules
Along with conventional problems of statistics and probability, the – vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s an …
PDF
英语
€90.94
Albert N. Shiryaev & S. R. S. Varadhan: Prokhorov and Contemporary Probability Theory
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results o …
PDF
英语
€96.29
Albert N. Shiryaev: Probability-1
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Mar …
PDF
英语
DRM
€64.49
Albert N. Shiryaev: Probability-2
This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, thi …
EPUB
英语
DRM
€58.04
Albert N. Shiryaev: Problems in Probability
For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it …
PDF
英语
DRM
€57.99
Jean Jacod & Albert N. Shiryaev: Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few excepti …
PDF
英语
DRM
€92.27
Yurij V. Prokhorov & Albert N. Shiryaev: Probability Theory III
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), w …
PDF
英语
DRM
€115.29
Robert S. Liptser & Albert N. Shiryaev: Statistics of Random Processes II
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ‘general theory of random processes’ did not operate widely with such notions as semimartingale, …
PDF
英语
DRM
€153.94
Robert S. Liptser & Albert N. Shiryaev: Statistics of Random Processes
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ‘general theory of random processes’ did not operate widely with such notions as semimartingale, …
PDF
英语
DRM
€141.46
Albert N Shiryaev: ESSENTIALS OF STOCHASTIC FINANCE… (V3)
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the …
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英语
DRM
€154.99
Albert N Shiryaev & V G Spokoiny: STATISTICAL EXPERIMENTS & DECISIONS (V8)
This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is “how to construct asymptotically optimal decisions if …
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英语
DRM
€174.99
Ole E Barndorff-nielsen & Albert N Shiryaev: CHANGE TIME & MEASURE (2ND ED)
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change o …
EPUB
英语
DRM
€26.99
Albert N. Shiryaev & Konstantin E. Samouylov: Recent Developments in Stochastic Methods and Applications
Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic …
PDF
英语
€149.79
Alexey N. Karapetyants & Igor V. Pavlov: Operator Theory and Harmonic Analysis
This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the second in the two-volume series originating from the 2020 activities within the international sc …
PDF
英语
€213.99