Vladimir Piterbarg
- Professor:Faculty of Economic Sciences / Department of Statistics and Data Analysis
- Leading Research Fellow:Laboratory of Stochastic Analysis and its Applications
- Vladimir Piterbarg has been at HSE University since 2019.
Education, Degrees and Academic Titles
- 1990Professor
- 1984
Doctor of Sciences*
Higher Attestation Commission of the Republic of Bulgaria - 1972
Candidate of Sciences* (PhD)
Lomonosov Moscow State University - 1968
Degree in Mathematics
Lomonosov Moscow State University
* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
Courses (2023/2024)
- Mathematico-statistical Methods of Research of Extremal Events (Mago-Lego; 1, 2 module)Rus
- Mathematico-statistical Methods of Research of Extremal Events (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Past Courses
Courses (2022/2023)
Mathematico-statistical Methods of Research of Extremal Events (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Courses (2021/2022)
Mathematico-statistical Methods of Research of Extremal Events (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Courses (2020/2021)
- Mathematico-statistical Methods of Research of Extremal Events (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
Courses (2019/2020)
Mathematico-statistical Methods of Research of Extremal Events (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Publications16
- Preprint Piterbarg V. Poisson limit theorem for the number of excursions above high and medium levels by Gaussian stationary sequences / Cornell University. Series math "arxiv.org". 2023. doi
- Article Питербарг В. И. Об асимптотическом поведении точечных процессов выходов за высокие уровни гауссовской стационарной последовательности // Вестник Московского университета. Серия 1: Математика. Механика. 2023. № 6 (in press)
- Article Konakov V., Panov V., Piterbarg V. Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates // Extremes. 2021. Vol. 24. No. 3. P. 617-651. doi
- Article Piterbarg V. High excursions of Bessel and related random processes // Stochastic Processes and their Applications. 2020. Vol. 130. No. 8. P. 4859-4872. doi
- Article Piterbarg V., Родионов И. High Excursions of Bessel Process and Other Processes of Bessel Type // Doklady Mathematics. 2019. Vol. 1. No. 100. P. 346-348. doi
- Article Kleban A. O., Piterbarg V. I. Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region // Theory of Probability and Its Applications. 2019. Vol. 4. No. 63. P. 545-555.
- Article Piterbarg V., Кобелков С. On maximum of Gaussian random field having unique maximum point of its variance // Extremes. 2019. Vol. 3. No. 22. P. 413-432. doi
- Article Piterbarg V., Родионов И. Большие выбросы процесса Бесселя и других процессов бесселевского типа // Доклады Академии наук. 2019. Vol. 3. No. 487. P. 238-241. doi
- Article A. I. Zhdanov, V. I. Piterbarg. High extremes of Gaussian chaos processes: a discrete time approximation approach / Пер. с рус. // Theory Probability and its Applications. 2018. Vol. 63. No. 1. P. 1-21. doi
- Article Piterbarg V. Massive Excursions of Gaussian Isotropic Fields. Method of Moments // Theory of Probability and Its Applications. 2018. Vol. 2. No. 63. P. 193-208. doi
- Article Козик А., Питербарг В. И. Большие выбросы гауссовских нестационарных процессов в дискретном времени // Фундаментальная и прикладная математика. 2018. Т. 22. № 2. С. 159-169.
- Article Жданов А. И., Питербарг В. И. Большие выбросы процессов гауссовского хаоса. Аппроксимация в дискретном времени // Теория вероятностей и ее применения. 2018. Т. 63. № 1. С. 3-28.
- Article Питербарг В. И. Массивные выбросы гладких гауссовских изотропных полей. Метод моментов // Теория вероятностей и ее применения. 2018. Т. 63. № 2. С. 240-259.
- Article Питербарг В. И. Метод моментов для вероятности выхода гауссовского векторного процесса из большой области // Теория вероятностей и ее применения. 2018. Т. 63. № 4. С. 669-682. doi
- Article Zhdanov A., Piterbarg V.I. On probability of high extremes for product of two independent Gaussian stationary processes // Extremes. 2015. Vol. 18. No. 1. P. 99-108. doi
- Article Кудров А. В., Питербарг В. И. On maxima of partial samples in gaussian sequences with pseudo-stationary trends. // Lietuvos Matematikos Rinkinys. 2007. Т. 47. № 1. С. 1-10.