Persons: Lotov, Vladimir Ivanovich

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Lotov, Vladimir Ivanovich

Statistics
in MathSciNet:	65 (63)
in zbMATH:	33 (31)
in Web of Science:	42 (40)
in Scopus:	35 (35)

Professor

Doctor of physico-mathematical sciences (1990)

Speciality:

01.01.05 (Probability theory and mathematical statistics)

Birth date:

28.06.1949

E-mail:

Website:

https://www.math.nsc.ru/LBRT/v1/lotov/lotov.html

Keywords:

random walks with two barriers; asymptotic analysis in boundary crossing problems for random walks; sequential analysis; change point problem.

Main publications:

Lotov V. I. Asymptotic expansions for the CUSUM procedure in a change point problem // Siberian Advances in Mathematics, v. 2 (1992), no. 3, p. 158–172.
Lotov V. I. On some boundary crossing problems for Gaussian random walks // The Annals of Probability, 1996, v. 24, no. 4, p. 2154–2171.

https://www.mathnet.ru/eng/person11317

List of publications on Google Scholar

https://mathscinet.ams.org/mathscinet/MRAuthorID/213038

https://orcid.org/0000-0002-3556-2033

https://www.scopus.com/authid/detail.url?authorId=6701750434

List of publications:

scientific publications

by years

by types

by times cited

common list

		Citations (Crossref Cited-By Service + Math-Net.Ru)


2025
1.	V.I. Lotov, “Ob asimptotike raspredeleniya chisla peresechenii polosy sluchainym bluzhdaniem s malym snosom”, Sib. elektron. matem. izv., 22:1 (2025), 864–873 https://math-semr.ru/sites/math-semr.ru/files/2025-07/p0864-0873.pdf

2024
2.	V.I. Lotov, “O perekhodnykh yavleniyakh v odnoi granichnoi zadache dlya sluchainykh bluzhdanii”, Sib. elektron. matem. izv., 21:2 (2024), 1152–1166 http://semr.math.nsc.ru/v21/n2/p1152-1166.pdf	1 ^[x]
3.	V.I. Lotov, V.R. Khodzhibaev, “Predelnaya teorema dlya chisla peresechenii polosy protsessom Levi s malym snosom”, Sib. elektron. matem. izv., 21:2 (2024), 1295–1313 https://math-semr.ru/sites/math-semr.ru/files/2025-03/p1295-1313.pdf

2023
4.	V. I. Lotov, “Exact formulas in some boundary crossing problems for integer-valued random walks”, Izv. Math., 87:1 (2023), 45–60
5.	V. I. Lotov, “Properties of boundary functionals for a random walk with stable jump distributions”, Sib. Èlektron. Mat. Izv., 20:1 (2023), 455–464
6.	V. I. Lotov, V. R. Khodjibaev, “On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 1013–1025
7.	V. I. Lotov, A. S. Tarasenko, “Study of characteristics of the CUSUM procedure in a change point problem”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 987–1000
8.	V. I. Lotov, “On the time of the first level achievement for the ascending-descending process”, J. Appl. Industr. Math., 17:3 (2023), 592–599

2022
9.	V. I. Lotov, V. R. Khodjibayev, “Inequalities for the average first exit time from the strip for the Levy process”, Siberian Electronic Mathematical Reports, 19:2 (2022), 852-860 (to appear)

2021
10.	V. I. Lotov, “Inequalities for the average exit time of a random walk from an interval”, Izv. Math., 85:4 (2021), 745–754
11.	V. I. Lotov, V. R. Khodzhibaev, “Inequalities in a two-sided boundary crossing problem for stochastic processes”, Siberian Math. J., 62:3 (2021), 455–461

2020
12.	V. I. Lotov, “On some inequalities in boundary crossing problems for random walks”, Siberian Electronic Mathematical Reports, 17 (2020), 661–671
13.	V. I. Lotov, V. R. Xodjibayev, “On the distribution of the trajectory maximum of a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 17 (2020), 807–813

2019
14.	V. I. Lotov, “Properties of factorization operators in boundary crossing problems for random walks”, Izv. Math., 83:5 (2019), 1050–1065
15.	V. I. Lotov, V. R. Xodjibayev, “On a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 1531–1546
16.	V. I. Lotov, “On the distribution of the trajectory maximum of a random walk with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 998–1004
17.	V. I. Lotov, “Factorization method in boundary crossing problems for random walks”, Markov Processes And Related Fields, 25:4 (2019), 709-722
18.	V. I. Lotov, “Bounds for the probability to leave the interval”, Statistics and Probability Letters, 145 (2019), 141–146	3 ^[x]

2018
19.	V. I. Lotov, “On a random walk with switchings”, Siberian Electronic Mathematical Reports, 15 (2018), 1320–1331

2020
20.	V. I. Lotov, “On the moment characteristics of ladder variables”, J. Math. Sci., 246:6 (2020), 793–799

2018
21.	V. I. Lotov, E. M. Okhapkina, “On the stationary distribution of a stochastic process”, J. Math. Sci., 231:2 (2018), 218–226

2016
22.	V. I. Lotov, “Approximation of the expectation of the first exit time from an interval for a random walk”, Siberian Math. J., 57:1 (2016), 86–92

2018
23.	V. I. Lotov, A. P. Lvov, “Bounds for the number of crossings of a strip by random walk paths”, J. Math. Sci., 230:1 (2018), 112–117

2015
24.	V. I. Lotov, A. S. Tarasenko, “On the asymptotics of the mean sojourn time of a random walk on a semi-axis”, Izv. Math., 79:3 (2015), 449–466
25.	V. I. Lotov, “On the asymptotics of the distribution of excess”, Sib. Èlektron. Mat. Izv., 12 (2015), 292–299
26.	V. I. Lotov, “On the asymptotics of the ruin probability”, Theory Probab. Appl., 59:1 (2015), 154–163

2013
27.	V. I. Lotov, “On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk”, Siberian Math. J., 54:2 (2013), 265–270
28.	V. I. Lotov, “Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis”, Proc. Steklov Inst. Math., 282 (2013), 146–156
29.	V. I. Lotov, A. S. Tarasenko, “On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem”, Siberian Adv. Math., 23:2 (2013), 91–98

2014
30.	V. I. Lotov, “Convergence of Distribution of the Sojourn Time of a Random Walk on a Half-Axis”, J. Math. Sci., 198:5 (2014), 575–579

2013
31.	V. I. Lotov, “On the Asymptotics of Weighted Renewal Function”, J. Math. Sci., 188:4 (2013), 435–440

2010
32.	V. I. Lotov, “On the sojourn time of a random walk in a strip”, Siberian Math. J., 51:4 (2010), 621–638
33.	V. I. Lotov, “Factorization identities for the sojourn time of a random walk in a strip”, Siberian Math. J., 51:1 (2010), 119–127
34.	A. Irle, V. Lotov, “On the properties of a multiple sequential test”, Metrika, 72:2 (2010), 189-198

2008
35.	V. I. Lotov, “On the asymptotics of moments for the supremum of a trajectory for random walks with small drift”, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 8:1 (2008), 51–58

2006
36.	V. I. Lotov, “On the mean value of the ladder epoch for random walks with a small drift”, Izv. Math., 70:6 (2006), 1225–1232
37.	V. I. Lotov, N. G. Orlova, “Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk”, Siberian Math. J., 47:6 (2006), 1066–1083

2007
38.	N. N. Vakhania, I. A. Ibragimov, V. P. Maslov, Yu. V. Prokhorov, B. A. Sevast'yanov, Ya. G. Sinai, D. M. Chibisov, A. N. Shiryaev, I. S. Borisov, V. I. Lotov, A. A. Mogul'skii, S. G. Foss, “To the 75th birthday of A. A. Borovkov”, Theory Probab. Appl., 51:2 (2007), 225–226

2005
39.	V. I. Lotov, N. G. Orlova, “Factorization representations in the boundary crossing problems for random walks on a Markov chain”, Siberian Math. J., 46:4 (2005), 661–667

2004
40.	D. K. Kim, V. I. Lotov, “Asymptotics of the stationary distribution of an oscillating random walk”, Siberian Math. J., 45:5 (2004), 915–930
41.	V. I. Lotov, N. G. Orlova, “Asymptotic expansions for the distribution of the crossing number of a strip by sample paths of a random walk”, Siberian Math. J., 45:4 (2004), 680–698
42.	D. K. Kim, V. I. Lotov, “Oscillating Random Walks with Two Levels of Switching”, Siberian Adv. Math., 14:1 (2004), 7–46

2003
43.	V. I. Lotov, N. G. Orlova, “On the number of crossings of a strip by sample paths of a random walk”, Sb. Math., 194:6 (2003), 927–939

2002
44.	V. I. Lotov, “Inequalities for the moments and distribution of the ladder height of a random walk”, Siberian Math. J., 43:4 (2002), 655–660

2001
45.	I. S. Borisov, I. A. Ibragimov, V. I. Lotov, A. A. Mogul'skii, Yu. V. Prokhorov, S. G. Foss, “Aleksandr Alekseevich Borovkov (on his 70th birthday)”, Russian Math. Surveys, 56:5 (2001), 1009–1012

1998
46.	V. I. Lotov, V. R. Khodzhibaev, “On Limit Theorems for the First Exit Time from a Strip for Stochastic Processes. II”, Siberian Adv. Math., 8:4 (1998), 41–59

1999
47.	V. I. Lotov, “On reaching a high level by a random walk with delay at the origin”, Siberian Math. J., 40:6 (1999), 1079–1090
48.	V. I. Lotov, “Limit theorems in a boundary problem for random walks”, Siberian Math. J., 40:5 (1999), 925–937

1998
49.	V. I. Lotov, V. R. Khodzhibaev, “On Limit Theorems for the First Exit Time from a Strip for Stochastic Processes. I”, Siberian Adv. Math., 8:3 (1998), 90–113

1996
50.	V. I. Lotov, “On oscillating random walks”, Siberian Math. J., 37:4 (1996), 764–774
51.	V. I. Lotov, “On some boundary crossing problems for Gaussian random walks”, The Annals of Probability, 24:4 (1996), 2154-2171	37 ^[x]
52.	O. J. Boxma, V. I. Lotov., “On a class of one-dimensional random walks”, Markov Processes And Related Fields, 2:2 (1996), 349-362
53.	V. I. Lotov, “On the Wiener–Hopf factorization for a class of random walks”, Dokl. Akad. Nauk, 348:2 (1996), 162–164
54.	V. I. Lotov, “On the Wiener-Hopf factorization for one class of random walk”, Doklady Mathematics, 53:3 (1996), 355-357

1993
55.	V. I. Lotov, V. R. Khodzhibaev, “On the number of crossings of a strip for stochastic processes with independent increments”, Siberian Advances in Mathematics, 3:2 (1993), 145-152
56.	V. I. Lotov, V. R. Khodzhibaev, “On the number of crossings of a strip for random processes with independent increments”, Trudy Inst. Mat. SO RAN, 20 (1993), 162–169

1992
57.	V. I. Lotov, “Asymptotic expansions for the CUSUM procedure in a change point problem”, Siberian Advances in Mathematics, 2:3 (1992), 158-172

1991
58.	V. I. Lotov, “Random walks in a strip”, Theory Probab. Appl., 36:1 (1991), 165–170
59.	V. I. Lotov, “On the approximation of the ruin probability with exponential accuracy”, Siberian Mathematical Journal, 32:4 (1991), 588-591
60.	V. I. Lotov, “On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain”, Siberian Advances in Mathematics, 1:3 (1991), 26-51

1989
61.	V. I. Lotov, “An approach to problems with two boundaries”, Statistics and control of random processes (Russian), Preila, 1987, eds. A.N.Shiryaev, Nauka, Moscow, 1989, 117-121 MR1079348
62.	V. I. Lotov, “On the asymptotics of distributions in problems with two boundaries for random walks defined on a Markov chain”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989), 116–136

1988
63.	V. I. Lotov, “On the Accuracy of Approximation in Sequential Wald Test”, Theory Probab. Appl., 33:2 (1988), 276–285

1987
64.	V. I. Lotov, “Asymptotical Expansions for a Sequential Likelihood Ratio Test”, Theory Probab. Appl., 32:1 (1987), 57–67

1985
65.	V. I. Lotov, “Asymptotic of distribution of the supremum of sequential sums”, Math. Notes, 38:5 (1985), 876–882

1986
66.	V. I. Lotov, “On the asymptotic behaviour of the characteristics of the SPRT”, Theory Probab. Appl., 30:1 (1986), 181–187

1985
67.	A. A. Borovkov, V. I. Lotov, A. I. Sakhanenko, “Asymptotic of the coefficients of factorized Eulerian polynomials”, Siberian Mathematical Journal, 26:1 (1985), 16-22 $https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT={http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=1&SID=C2pTDlhS2q2f6SWzSSY&page=5&doc=41$

1984
68.	V. I. Lotov, V. R. Khodzhibaev, “Asymptotic expansions in a boundary problem”, Siberian Mathematical Journal, 25:5 (1984), 758-764

1982
69.	V. I. Lotov, “The asymptotic behavior of distributions connected with the exit of a nondiscrete random walk from an interval”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982), 18–25

1980
70.	V. I. Lotov, V. R. Khodzhibaev, “O veroyatnosti razoreniya”, Izvestiya AN UzSSR, seriya fiz.-mat. nauk, 1980, no. 3, 28-34

1979
71.	V. I. Lotov, “Asymptotic analysis of distributions in the problems with two boundaries. II”, Theory Probab. Appl., 24:4 (1979), 869–876

1980
72.	V. I. Lotov, “Asymptotic, analysis of the distributions in problems with two boundaries. I”, Theory Probab. Appl., 24:3 (1980), 480–491

1977
73.	V. I. Lotov, “Complete asymptotic expansions in two-boundary problems for random walks”, Soviet Math. Dokl., 18:1 (1977), 63–66

1974
74.	V. I. Lotov, “Limit properties of concentration functions”, Teor. Verojatnost. i Mat. Statist. (Russian), 1974, no. 10, 109-115

Presentations in Math-Net.Ru

1.	Inequalities for the Characteristics of The Cusum Procedure in a Change Point Problem Anton Tarasenko, Vladimir Lotov Borovkov Meeting August 24, 2022 12:45
2.	Inequalities for the mean time to reach the level by a random walk with delay at zero V. Lotov International Conference "Branching Processes, Random Walks and Probability on Discrete Structures" June 23, 2022 11:50
3.	Random walks with two levels of control Vladimir I. Lotov International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov December 16, 2019 17:45
4.	Асимптотические исследования в теории вероятностей V. I. Lotov Internet video conference "Day of Mathematics and Mechanics" September 12, 2016 10:25

Organisations