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Yuri Vasilyevich Prokhorov was born on December 15, 1929. He graduated from Moscow University in 1949 and worked at the Mathematical Institute of the Academy of Sciences from 1952, and as a Professor on the faculty of Moscow University since 1957. He became a corresponding member of the Academy in 1966 and an Academician in 1972. He received the Lenin Prize in 1970. The basic directions of his research are the theory of probability. He developed asymptotic methods in the theory of probability. In the area of the classical limit theorems, he studied the conditions of applicability of the strong law of large numbers and the so-called local limit theorems for sums of independent random variables. He proposed new methods for studying limit theorems for random processes; these methods were based on studying the convergence of measures in function space. He applied these methods to establish the limiting transition from discrete processes to continuous ones. He found (in 1953 and 1956) necessary and sufficient conditions for weak convergence in function spaces. He has several papers on mathematical statistics, on queuing theory and also on the theory of stochastic control. This conversation took place at the Steklov Institute in early September 1990. It was taped in Russian and translated by Abram Kagan. The final version was edited by Ingram Olkin.
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∗ This interview took place in September, 1990, at the end of the Soviet Union. Some of my questions to Yuri Vasilevich were sharply worded, and some readers have told me that my questions were disrespectful of him. I regret this and want to apologize; in fact I have always had great respect for Yuri Vasilevich, both as a mathematician and as a human being. My questions were intended to reveal to readers what the atmosphere was like in the Stekhlov Mathematical Institute and in Moscow State University, where individuals were under pressure from the authorities to discourage gatherings and also to display hostility towards Jews. Despite this atmosphere, in my opinion and to the best of my knowledge, Yuri Vasilevich followed a very high standard of fairness and non-discrimination, when doing this was both difficult and dangerous.
- A Conversation with Yuri Vasilyevich Prokhorov
- Springer Berlin Heidelberg
Neuer Inhalt/© Stellmach, Neuer Inhalt/© Maturus, Pluta Logo/© Pluta, Rombach Rechtsanwälte/© Rombach Rechtsanwälte