Education
Moscow State University BA in Mathematics 1971
Moscow State University PhD in Probability Theory and Math. Statistics 1976 Title: “Transmission of Gaussian Messages through White Gaussian Channels with feedback”, Advisor: Prof. Albert A. Shiryaev
Acfdemic employment
Central Economics and Mathematics Senior Researcher 1975present Institute (CEMI), Russian Academy of Sciences
Moscow Institute of Aviation and Assistant Professor 19881989 Technology of Mathematics
Moscow State University Assistant Professor of Economics 19891994
New Economic School, Assistant Professor, 1993present Moscow, Russia Professor of Econometrics
Northwestern University, Evanston, Visiting Researcher 1992 Illinois, USA
Center for Economic Research Visiting Researcher 1994 at Tilburg University, The Netherlands
Center for Economic Research Visiting Researcher 1995 at Tilburg University, The Netherlands
Center for Economic Research Visiting Researcher 1999 at Tilburg University, The Netherlands
Research projects
Russian Foundation for “Mathematical Analysis 19931996 Basic Researches of Transition Economy”, Fellowship, Grant 930610356 Russian Foundation for “Controlled Random Processes”, 1994 present Basic Researches Principal Investigator, Grant 940101609 Russian Foundation for “The problems of Controlled 1994present Basic Researches Random Fields”, Fellowship, Grant 940100393
Scholarship
Selected published papers
1. “Transmission of Gaussian process through the channel with feedback”, Problems of Information Transmission, 1976, 12, 112118.
2. “On the problem of control stochastic process arising in information theory”, in: Stochastic processes and Control, ed. V.I.Arkin, Moscow, “Nauka”, 1978, 7593 (in Russian).
3. “Equilibrium trajectories in stochastic models of economic dynamics” (joint with I.V.Evstigneev), Probability Theory and Applications, 1982, 27, 120128.
4. “On some trends in mathematical economics” (joint with L.V.Kantorovich, A.Ya.. Kiruta, V.M.Polterovich), in: Modern Problems in Mathematics, ed. R.V.Gamkrelidze, VINITI, Moscow, 1982, 323 (in Russian).
5. “A model of mutual insurance” (joint with V.I.Rotar), Economics and Mathematical Methods, 1983, 19, 183193 (in Russian).
6. “Stochastic equilibrium models” (joint with N.Ya.Petrakov), Economics and Mathematical Methods, 1984, 20, 141160 (in Russian).
7. “The design of R&D program in the presence of common blocks” (joint with I.M.Sonin), in: Probability and Mathematical Economics, ed. V.I.Arkin, CEMI, Moscow, 1988 (in Russian).
8. “The sharing of expenditures on realisation of common blocks’ (joint with I.M.Sonin), in: Stochastic Models in Mathematical Economics, ed. V.I.Arkin, CEMI, Moscow, 1990 (in Russian).
9. “On uniformly optimal coding of Gaussian messages in white Gaussian channels with feedback”, in: New Trends in Probability and Statistics, eds. V.Sazonov, T.Shervashidze Moscow, 1991, 436444.
10. “On coding in white Gaussian channels with feedback”, Problems of Information Transmission, 1993, 29, 3748 (in Russian).
11. “Informational structure and its influence on equilibrium states”, Economics and Mathematical Methods Economics and Mathematical Methods, 1995, 31, (in Russian).
Papers under review
“Uniformly optimal coding scheme of transmission of Gaussian messages”, submitted to Problems of Information Transmission (in Russian). Monographs
1. J.Magnus, P.Katyshev, A.Peresetsky Econometrics. Initial course (in Russian). Moscow, “Delo”, 1st and 2nd editions, 1997, 1998.
2. P.Katyshev, A.Peresetsky Econometrics. Initial course. Collection of problems (in Russian).Moscow, “Delo”, 1999.
Presentations at the Conferences
1. International Conference on Probability Theory and Mathematical Statistics, “Optimal coding of Gaussian messages in white Gaussian channels with feedback”, Vilnius, USSR, 1977.
2. International Conference on Econometrics and Macromodelling, “Equilibrium trajectories in stochastic models of economic dynamics”, Lodz, Poland, 1982.
3. 4th SovietJapan Symposium on Probability Theory and Mathematical Statistics, “On transmission of Gaussian messages through the channel with feedback”, Tbilisi, USSR, 1982.
4. International Symposium on Mathematical Theory of Networks and Systems, “Stochastic equilibrium models”, Stockholm, Sweden, 1985.
5. 5th SovietJapan Symposium on Probability Theory and Mathematical Statistics, “On uniformly optimal coding in white Gaussian channels”, Kyoto, Japan, 1986.
6. 6th World Congress of the Econometric Society, “Project selection in the presence of common blocks”, Barcelona, Spain, 1990.
7. GermanRussian Conference “New Developments in Economic Theory and Policy”, “A model of mutual insurance”, Berlin, Germany, 1994.
Referee for journals
1. Probability Theory and Applications.
2. Economics and Mathematical Methods.
3. Referee Journal of the All Union Institute of Scientific and Technical Information.
Translations of the books from English into Russian
1. D.Fleming, W.Rishel, Deterministic and Stochastic Optimal Control, 1979.
2. C.Aliprantis, D. Brown, O.Burkinshaw, Existence and Optimality of CompetitiveEquilibria, 1994.
3. A.G.Ramm, Random Fields. Estimation Theory, 1994.
