The department of
The Chair was found on the Faculty of Mathematics and Mechanics of Moscow State University in 1935. The founder of the modern probability theory A.N.Kolmogorov became its first head. From 1966 till 1995 the head of the chair was his student B.V.Gnedenko. In September, 1996 professor A.N.Shiryaev became the head of the chair.
Now the staff of the department gives the following courses of the faculty's basic curriculum: Probability Theory (4th semester) Mathematical Statistics (5th semester), Stochastic Processes (6th semester). The department is also responsible for the teaching of probabilistic disciplines at the Chemical, Geological, Psychological and Sociological faculties of MSU.
In 1993, the department initiated the organization of special economical-mathematical groups at the mekh-mat. The students of these groups gain the most modern mathematical education combined with a deeper study of economics.
The chair has three scientific laboratories:
- the laboratory of probability theory, the head is professor V.I.Piterbarg;
- the laboratory of large random systems, the head is professor V.A.Malyshev;
- the laboratory of mathematical -- economical simulation, the head is associate professor E.V.Chepurin.
The principal fields of scientific activity are
PROBABILITY THEORY and MATHEMATICAL STATISTICS including in particular researches in:
- CLASSICAL and FUNCTIONAL LIMIT THEOREMS
- STOCHASTIC PROCESSES and STOCHASTIC CALCULUS
- MARKOV SYSTEMS
- PROBABILITY PROBLEMS in STATISTICAL PHYSICS
- CLASSICAL MATHEMATICAL STATISTICS and STATISTICS OF STOCHASTIC PROCESSES
- INFORMATION THEORY
- FINANCIAL and INSURANSE MATHEMATICS
- RELIABILITY,STORAGE and QUEUES THEORIES and THEIR APPLICATIONS
Researches in probability theory are closely connected to modern problems of mathematics, physics, technics, biology, etc.
119991, Moscow, Leninskie Gory, Lomonosov Moscow State University,
Faculty of Mathematics and Mechanics,
room 16-02, the Department of Probability Theory
Phone: (095)-939-14-03, Fax: (095)-939-20-90