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)

1.	V. I. Lotov, “On some boundary crossing problems for Gaussian random walks”, The Annals of Probability, 24:4 (1996), 2154-2171	37 ^[x]
2.	V. I. Lotov, “Asymptotic, analysis of the distributions in problems with two boundaries. I”, Theory Probab. Appl., 24:3 (1980), 480–491
3.	V. I. Lotov, “Asymptotical Expansions for a Sequential Likelihood Ratio Test”, Theory Probab. Appl., 32:1 (1987), 57–67
4.	V. I. Lotov, “Asymptotic analysis of distributions in the problems with two boundaries. II”, Theory Probab. Appl., 24:4 (1979), 869–876
5.	V. I. Lotov, “Limit theorems in a boundary problem for random walks”, Siberian Math. J., 40:5 (1999), 925–937
6.	V. I. Lotov, “On oscillating random walks”, Siberian Math. J., 37:4 (1996), 764–774
7.	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
8.	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
9.	V. I. Lotov, “On the sojourn time of a random walk in a strip”, Siberian Math. J., 51:4 (2010), 621–638
10.	V. I. Lotov, “On the asymptotic behaviour of the characteristics of the SPRT”, Theory Probab. Appl., 30:1 (1986), 181–187
11.	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
12.	V. I. Lotov, “Factorization identities for the sojourn time of a random walk in a strip”, Siberian Math. J., 51:1 (2010), 119–127
13.	V. I. Lotov, “Random walks in a strip”, Theory Probab. Appl., 36:1 (1991), 165–170
14.	V. I. Lotov, “On a random walk with switchings”, Siberian Electronic Mathematical Reports, 15 (2018), 1320–1331
15.	V. I. Lotov, “On the asymptotics of the ruin probability”, Theory Probab. Appl., 59:1 (2015), 154–163
16.	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
17.	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
18.	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
19.	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
20.	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
21.	V. I. Lotov, “On some inequalities in boundary crossing problems for random walks”, Siberian Electronic Mathematical Reports, 17 (2020), 661–671
22.	V. I. Lotov, “Bounds for the probability to leave the interval”, Statistics and Probability Letters, 145 (2019), 141–146	3 ^[x]
23.	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
24.	D. K. Kim, V. I. Lotov, “Oscillating Random Walks with Two Levels of Switching”, Siberian Adv. Math., 14:1 (2004), 7–46
25.	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
26.	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
27.	V. I. Lotov, “On the Accuracy of Approximation in Sequential Wald Test”, Theory Probab. Appl., 33:2 (1988), 276–285
28.	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
29.	V. I. Lotov, “On the asymptotics of the distribution of excess”, Sib. Èlektron. Mat. Izv., 12 (2015), 292–299
30.	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
31.	D. K. Kim, V. I. Lotov, “Asymptotics of the stationary distribution of an oscillating random walk”, Siberian Math. J., 45:5 (2004), 915–930
32.	V. I. Lotov, “On the approximation of the ruin probability with exponential accuracy”, Siberian Mathematical Journal, 32:4 (1991), 588-591
33.	V. I. Lotov, “Asymptotic of distribution of the supremum of sequential sums”, Math. Notes, 38:5 (1985), 876–882
34.	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]
35.	V. I. Lotov, “Exact formulas in some boundary crossing problems for integer-valued random walks”, Izv. Math., 87:1 (2023), 45–60
36.	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
37.	V. I. Lotov, “Inequalities for the average exit time of a random walk from an interval”, Izv. Math., 85:4 (2021), 745–754
38.	V. I. Lotov, V. R. Xodjibayev, “On a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 1531–1546
39.	V. I. Lotov, “On the distribution of the trajectory maximum of a random walk with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 998–1004
40.	V. I. Lotov, E. M. Okhapkina, “On the stationary distribution of a stochastic process”, J. Math. Sci., 231:2 (2018), 218–226
41.	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
42.	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 $https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT={http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=1&SID=C2pTDlhS2q2f6SWzSSY&page=5&doc=41$
43.	V. I. Lotov, V. R. Khodzhibaev, “Asymptotic expansions in a boundary problem”, Siberian Mathematical Journal, 25:5 (1984), 758-764
44.	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
45.	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
46.	V. I. Lotov, “Properties of boundary functionals for a random walk with stable jump distributions”, Sib. Èlektron. Mat. Izv., 20:1 (2023), 455–464
47.	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
48.	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
49.	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)
50.	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
51.	V. I. Lotov, “Properties of factorization operators in boundary crossing problems for random walks”, Izv. Math., 83:5 (2019), 1050–1065
52.	V. I. Lotov, “Factorization method in boundary crossing problems for random walks”, Markov Processes And Related Fields, 25:4 (2019), 709-722
53.	V. I. Lotov, “On the moment characteristics of ladder variables”, J. Math. Sci., 246:6 (2020), 793–799
54.	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
55.	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
56.	V. I. Lotov, “On the Asymptotics of Weighted Renewal Function”, J. Math. Sci., 188:4 (2013), 435–440
57.	A. Irle, V. Lotov, “On the properties of a multiple sequential test”, Metrika, 72:2 (2010), 189-198
58.	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
59.	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
60.	O. J. Boxma, V. I. Lotov., “On a class of one-dimensional random walks”, Markov Processes And Related Fields, 2:2 (1996), 349-362
61.	V. I. Lotov, “On the Wiener–Hopf factorization for a class of random walks”, Dokl. Akad. Nauk, 348:2 (1996), 162–164
62.	V. I. Lotov, “On the Wiener-Hopf factorization for one class of random walk”, Doklady Mathematics, 53:3 (1996), 355-357
63.	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
64.	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
65.	V. I. Lotov, “Asymptotic expansions for the CUSUM procedure in a change point problem”, Siberian Advances in Mathematics, 2:3 (1992), 158-172
66.	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
67.	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
68.	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
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
70.	V. I. Lotov, V. R. Khodzhibaev, “O veroyatnosti razoreniya”, Izvestiya AN UzSSR, seriya fiz.-mat. nauk, 1980, no. 3, 28-34
71.	V. I. Lotov, “Complete asymptotic expansions in two-boundary problems for random walks”, Soviet Math. Dokl., 18:1 (1977), 63–66
72.	V. I. Lotov, “Limit properties of concentration functions”, Teor. Verojatnost. i Mat. Statist. (Russian), 1974, no. 10, 109-115
73.	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
74.	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

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