Anatoliy Skorokhod
Encyclopedia
Anatoliy Volodymyrovych Skorokhod was a Soviet and Ukrainian
mathematician
, and an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.
In 1956–1964 he worked at Kyiv University. From 1964 until 2002, he was at the Institute of Mathematics of the National Academy of Sciences of Ukraine. At the same time, he was a professor at Kyiv University. Since 1993, he had been a professor at Michigan State University
, U.S.
, and a member of the American Academy of Arts and Sciences
.
His scientific works are on the theory of stochastic differential equation
s, limit theorems
of random processes, distribution
s in infinite-dimensional spaces, statistics
of random processes and Markov process
es.
Skorokhod is the author of more than 450 scientific works, including more than 40 monograph
s and books.
Ukraine
Ukraine is a country in Eastern Europe. It has an area of 603,628 km², making it the second largest contiguous country on the European continent, after Russia...
mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
, and an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.
In 1956–1964 he worked at Kyiv University. From 1964 until 2002, he was at the Institute of Mathematics of the National Academy of Sciences of Ukraine. At the same time, he was a professor at Kyiv University. Since 1993, he had been a professor at Michigan State University
Michigan State University
Michigan State University is a public research university in East Lansing, Michigan, USA. Founded in 1855, it was the pioneer land-grant institution and served as a model for future land-grant colleges in the United States under the 1862 Morrill Act.MSU pioneered the studies of packaging,...
, U.S.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
, and a member of the American Academy of Arts and Sciences
American Academy of Arts and Sciences
The American Academy of Arts and Sciences is an independent policy research center that conducts multidisciplinary studies of complex and emerging problems. The Academy’s elected members are leaders in the academic disciplines, the arts, business, and public affairs.James Bowdoin, John Adams, and...
.
His scientific works are on the theory of stochastic differential equation
Stochastic differential equation
A stochastic differential equation is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process....
s, limit theorems
Central limit theorem
In probability theory, the central limit theorem states conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The central limit theorem has a number of variants. In its common...
of random processes, distribution
Probability distribution
In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....
s in infinite-dimensional spaces, statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
of random processes and Markov process
Markov process
In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...
es.
Skorokhod is the author of more than 450 scientific works, including more than 40 monograph
Monograph
A monograph is a work of writing upon a single subject, usually by a single author.It is often a scholarly essay or learned treatise, and may be released in the manner of a book or journal article. It is by definition a single document that forms a complete text in itself...
s and books.
See also
- Skorokhod's embedding theoremSkorokhod's embedding theoremIn mathematics and probability theory, Skorokhod's embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process evaluated at a collection of stopping times. Both results are named for the Ukrainian mathematician A.V...
- Skorokhod integralSkorokhod integralIn mathematics, the Skorokhod integral, often denoted δ, is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod...
- Skorokhod's representation theoremSkorokhod's representation theoremIn mathematics and statistics, Skorokhod's representation theorem is a result that shows that a weakly convergent sequence of probability measures whose limit measure is sufficiently well-behaved can be represented as the distribution/law of a pointwise convergent sequence of random variables...
- Skorokhod spaceCàdlàgIn mathematics, a càdlàg , RCLL , or corlol function is a function defined on the real numbers that is everywhere right-continuous and has left limits everywhere...