Yuri Wassiljewitsch Prokhorov

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Yuri Prokhorov (1970)

Yuri Wassiljewitsch Prokhorov ( Russian Ю́рий Васи́льевич Про́хоров , English transcription Yuri Vasilyevich Prokhorov ; * December 15, 1929 in Moscow ; † July 16, 2013 ibid) was a Soviet mathematician who dealt with probability theory and mathematical statistics.

Prokhorov received his doctorate in 1956 with Andrei Kolmogorow at the Lomonossow University . He was at the Steklow Institute , where he succeeded Kolmogorov as head of the probability theory department from 1958 and was deputy director from 1969 to 1986. In addition, since 1957 he was a professor at Lomonosov University.

In his dissertation he gave a compactness criterion for families of probability measures on Polish spaces , which was widely used in limit theorems in the theory of stochastic processes ( Prokhorov's theorem ). Furthermore, the Prokhorov metric is named after him.

In 1970 he received the Lenin Prize and twice he received the Red Banner of Labor (1975, 1979). He was a member of the Soviet Academy of Science (corresponding member 1966, full member 1972).

He was the editor of Probability and its Applications (title of the English edition of the Russian journal) for 40 years . From 1978 to 1983 he was Vice President of the International Mathematical Union .

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  1. Prokhorov Convergence of random processes and limit theorems in probability theory , Theory of Prob. And Appl., Vol. 2, 1957, pp. 157-214