Related papers: A.Ya. Khintchine's Work in Probability Theory
The article provides an historical survey of the early contributions on infinitely divisible distributions starting from the pioneering works of de Finetti in 1929 up to the canonical forms developed in the thirties by Kolmogorov, Levy and…
We survey briefly the life and work of P. L. Chebyshev, and his ongoing influence. We discuss his contributions to probability, number theory and mechanics, his pupils and mathematical descendants, and his role as the founding father of…
In 1964 R.Gangolli published a L\'{e}vy-Khintchine type formula which characterised $K$ bi-invariant infinitely divisible probability measures on a symmetric space $G/K$. His main tool was Harish-Chandra's spherical functions which he used…
This paper is a survey of old and recent results related to Khintichine's singular matrices and their applications in the theory of Diophantine approximations. The paper is written in Russian. English version should appear in "Russian…
This a free translation with additional explanations of {\em Processus \`a Accroissement Independants Chapitre I: La D\'ecomposition de Paul L\'evy}, by J.L. Bretagnolle, in {\em Ecole d'Et\'e de Probabilit\'es}, Lecture Notes in…
Vladimir Andreevich Uspensky [1930-2018] was one of the Soviet pioneers of the theory of computation and mathematical logic in general (and my teacher and thesis advisor). This paper is the survey of his mathematical works and their…
This paper is devoted to Poincar\'e's work in probability. Though the subject does not represent a large part of the mathematician's achievements, it provides significant insight into the evolution of Poincar\'e's thought on several…
We explore an (unpublished) approach to the famous Jacobian Conjecture by means of identities of algebras, discovered by the brilliant deceased mathematician, Alexander Vladimirovich Yagzhev (1951{2001). This approach also indicates some…
The two of us have shared a fascination with James Victor Uspensky's 1937 textbook $Introduction \, to \, Mathematical \, Probability$ ever since our graduate student days: it contains many interesting results not found in other books on…
A carefully written paper by A. Caticha [Phys. Rev. A57, 1572 (1998)] applies consistency arguments to derive the quantum mechanical rules for compounding probability amplitudes in much the same way as earlier work by the present author [J.…
The mathematical achievements of Harry Kesten since the mid-1950s have revolutionized probability theory as a subject in its own right and in its associations with aspects of algebra, analysis, geometry, and statistical physics. Through his…
In celebration of Professor Ron Doney's 80th birthday, we provide a summary of his academic career and contributions to probability theory, as one of the UK's leading probabilists for over 50 years. A version of this note also serves as an…
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. Based on my work of ca. 50 years, it is the only suchlike book. Gorrochurn (2016) is similar but his study of events…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…
The drawbacks in the formulations of random infinite divisibility in Sandhya (1991, 1996), Gnedenko and Korelev (1996), Klebanov and Rachev (1996), Bunge (1996) and Kozubowski and Panorska (1996) are pointed out. For any given Laplace…
We discuss Khintchine's theorem on regular matrices (1948) and its exposition in Cassels' book (1957). The paper is written in Russian.
A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…
This paper discusses a forgotten remark of Paul L\'evy (1935), determining the asymptotic distribution of sums of i.i.d. random variables with tails $cx^{-\alpha}\psi(\log x)$, where $0<\alpha<2$ and $\psi$ is a periodic function on…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…