Anatoly Scorochod

Anatoli Volodymyrowytsch Skorochod ( Ukrainian Анатолій Володимирович Скороход , Russian Анатолий Володимирович Скороход , scientific. Transliteration Anatoly Volodymyrovyč Skorochod , English transcription Skorokhod, in literature sometimes Skorohod * 10. September 1930 in Nikopol , † 3. January 2011 in Lansing , Michigan ( USA )) was a Ukrainian mathematician and since 1985 an academician of the National Academy of Sciences of Ukraine .

Life

Skorochod studied mathematics at Kiev University with a degree in 1953. From 1956 Skorochod worked at the Kiev State University and at the Mathematical Institute of the National Ukrainian Academy of Sciences. He received his habilitation from Eugene Dynkin in 1962 (Russian doctorate). Since 1964 he was a professor at Kiev University . Since 1993 he has been a professor at Michigan State University ( USA ) and a member of the American Academy of Arts and Sciences .

His scientific work areas included stochastic differential equations , limit theorems of random processes , distributions in infinite-dimensional spaces , statistics of random processes and Markov processes .

He was also the author of more than 450 scientific papers, including more than 40 monographs and books.

He was invited speaker at the 1986 International Congress of Mathematicians in Berkeley ( Stochastic Processes in Infinite Spaces , Russian).

Statements named after him

• Skorochod representation : for every sequence of random variables converging in distribution there is a probability space with another sequence of random variables which have the same distribution and which also almost certainly converge .
• Skorochod's embedding theorem : For every random variable with an expected value of zero and finite variance, there is a stop time , so that the Wiener process stopped in has the same distribution as the random variable. ${\displaystyle \tau }$ ${\displaystyle \tau }$
• Ottaviani-Skorokhod Inequality: An inequality for finite families of stochastically independent random variables.

literature

• Gottwald, Ilgauds, Schlote Lexicon of important mathematicians , Bibl. Institute, Leipzig 1990

Fonts

• with Iossif Iljitsch Gichman (II Gikhman): Introduction to the theory of random processes , WB Saunders 1969, Dover 1996
• with II Gikhman Stochastic Differential Equations , Springer Verlag 1972
• with II Gikhman Controlled stochastic processes , Springer Verlag 1979
• with II Gikhman Theory of stochastic processes , Springer Verlag, 3 volumes, 2004–2007
• Random processes with independent increments , Kluwer 1991
• Asymptotic methods in the theory of stochastic differential equations , American Mathematical Society 1989
• Random linear operators , Reidel 1984
• Studies in the theory of random processes , Dover 1982
• Stochastic equations for complex systems , Reidel / Kluwer 1988
• Stochastic differential equations , Berlin, Akademie Verlag 1971
• Integration in Hilbert Space , Springer Verlag 1974
• with Yu. V. Prokhorov Basic principles and applications of probability theory , Springer Verlag 2005
• with Frank C. Hoppensteadt , Habib Salehi: Random perturbation methods with applications in science and engineering , Springer Verlag 2002

Web links

• Ukrainian memorial page of Skorokhod (in English)
• Literature by and about Anatoli Skorochod in the catalog of the German National Library

Individual evidence

1. ↑ mathnet.ru
2. ↑ Achim Klenke: Probability Theory . 3. Edition. Springer-Verlag, Berlin Heidelberg 2013, ISBN 978-3-642-36017-6 , p. 639 , doi : 10.1007 / 978-3-642-36018-3 .
3. ^ Mathematics Genealogy Project