Saint Petersburg, 199178, Russia, Line 14th (Vasilyevsky Island), 29
(812) 363-68-71, (812) 363-68-72
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Mikhail A. Lifshits
Mikhail A. Lifshits

29 Line 14th (Vasilyevsky Island), 199178 Saint Petersburg, Russia

Reception hours:

By appointment


06.1993 — D.Sc. in Mathematics and Physics («Probability Theory and Mathematical Statistics»)
Institution: St. Petersburg State University
Thesis title: Investigation of Distributions of Stochastic Functionals

03.1981 — Ph.D. (C.Sc.) in Mathematics and Physics («Probability Theory and Mathematical Statistics»)
Institution: Leningrad State University
Thesis title: Some Problems of the Random Process Theory Related to Mappings of Measures
Advisor: Yu.A. Davydov

05.1978 — Specialist Degree in Mathematics
Institution: Leningrad State University

Scientific interests

Most of my works belong to the theory of random processes (Gaussian processes, large and small deviation probabilities, sample paths properties, distributions of stochastic functionals, almost sure limit theorems, functional law of the iterated logarithm).

Selected publications

  1. M.A. Lifshits. Gaussian Random Functions. Kluwer, Dordrecht, 1995. 330 p. ISBN 0-7923-3385-3
  2. Yu.A. Davydov, M.A. Lifshits and N.V. Smorodina. Local Properties of Distributions of Stochastic Functionals. (Translations of Mathematical Monographs, Volume 173.) AMS, Providence, 1998. 184 p. ISBN 0-8218-0584-3
  3. M.A. Lifshits. Lectures on Gaussian Processes. Springer, 2012. 120 p. ISBN 978-3-642-24938-9
  4. M.A. Lifshits. Random Processes by Example. World Scientific, Singapore, 2014. 230 p. ISBN 978-981-4522-28-1

Additional Information

See my curriculum vitae (in English).


Course name