Undergraduate Research. Andrey Sarantsev

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Lomonosov Moscow State University

Master's Thesis

Tail Asymptotics of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes. Available at arXiv:1107.3869

My thesis adviser: Vladimir Piterbarg

Research Talks

Statistical Investigation of Increments of Currency Rates Logarithms
A report on the 17th International Conference "Lomonosov 2010". April 2010, Moscow

On a Generalization of Bernoulli and Euler Numbers
A report on the 10th International Seminar "Discrete Mathematics and its Applications", February 2010, Moscow