Jevgenijs CARKOVS
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Professor Jevgenijs CARKOVS (Ye. TSARKOV)
Probability Theory and Mathematical Statistics Chair,
Faculty of Computer Science and Computer Engineering,
Riga Technical University Meza iela 1/4, 438
Riga, LV 1048
Latvia Phone: +371 6708 9517
Fax: +371 6708 9580
E-mail: carkovs@latnet.lv |
Born: December 8, 1935, Rostov-on-Don, Russia
Interests:
- Probability Theory
- Mathematical Statistics
- Stochastic Differential Equations
- Markov Dynamical Systems
- Stochastic Analysis
- Dynamical Systems
Languages: Russian, Latvian, Ukrainian, English
Education
- Chernovtsy State University (Faculty of Physics and Mathematics), Ukraine, 1959
Degrees and Ranks
- Doctor of Science in Physics and Mathematics (Former USSR diploma), 1983
- Professor (Former USSR certificate), 1983
- Dr.habil.math. (LCS diploma), 1992
- RTU professor (RTU diploma), 2000
- Honorary doctor of Chernovtsy University (Ukraine), 2005
Experience:
- Researcher, Senior Researcher, Scientific Secretary, Computing Centre, University of
Latvia, 1962-1968
- Associate Professor, Chernovtsy State University, Ukraine, 1968-1972
- Head of Laboratory, Computing Centre, University of Latvia, 1972-1979
- Head of Chair, Riga Technical University, 1979-1995
- Professor of Probability Theory and Mathematical Statistics, Faculty of Computer
Science and Computer Engineering, Riga Technical University, 1984 -
- Principal researcher, Environment Modelling Centre, Faculty of Computer Science and
Computer Engineering, Riga Technical University, 2007 -
Visiting Researcher and Professor:
- Hong Kong University of Science & Technology (Hong Kong), 1995, 1996,
1997
- Michigan State University (East Lansing, USA), 1996
- California Institute of Technology (Los Angeles, USA), 1996
- Linkoeping University (Sweden), 1994, 1995
- Bremen University (Germany), 1993
- Nish University and Belgrade University (Yugoslavia), 1989.
Professional Activities and Memberships
- Supervisor of 31 PhD thesis
- Elected Member, International Statistical Institute, 1993
- Member, American Mathematical Society, 1991
- Member, Kiev Mathematical Society, Ukraine, 1990
- Member, Latvian Mathematical Society, 1993
- Member, Editorial Board for International Journal Random Operators and Stochastic
Equations, 1996
Main Teaching Courses
Riga Technical University and University of Latvia:
- Probability Theory and Mathematical Statistics
- Functional Analysis
- Differential Equations
- Stochastic Processes
- Markov Processes
- Testing Statistical Hypotheses
- Stochastic Analysis
Recent/Representative Publications
- J.Carkov. Random Perturbations of Functional Differential Equations, 1986, Riga:
Zinatne, 421 p. (in Russian).
- Ye.Tsarkov. Averaging and stability of cocycles under dynamical systems with rapid
Markov switching. - Exploring Stochastic Laws, VSP, Utrecht, The Netherlands, 1995,
pp.469-479.
- L.Katafygiotis, Ye.Tsarkov. On stability of linear stochastic differential equations. - Random
Operators and Stochastic Equations, 1995, vol.3, N 4, pp.352-365.
- M.Sverdan, Ye.Tsarkov. Special finite-difference approximations of flow equations in
terms of stream function vorticity and velocity components for viscous incompressible
liquid in curvilinear orthogonal coordinates. - Comment. Math. Univ. Carolinae,
1993, vol.34, N 2, pp.165-174
- L.Katafygiotis, Ye.Tsarkov. Mean-square stability of linear dynamical systems with small
Markov perturbation. I. Bounded coefficients. - Random Operators and Stochastic
Equations, 1996, vol.4, N 2, pp.133-154.
- L.Katafygiotis, Ye.Tsarkov. Mean-square stability of linear dynamical systems with small
Markov perturbation. II. Diffusion coefficients. - Random Operators and Stochastic
Equations, 1996, vol.4, N 3, pp.257-278.
- L.Katafygiotis, Ye.Tsarkov. Mean-square stability of linear dynamical systems with small
Markov perturbation. III. Markov impulse perturbations. - Random Operators and
Stochastic Equations, 1996, vol.4, N 4, pp.378-400.
- K.Shadurskis, Ye.F.Tsarkov. On diffusion approximation and stochastic stability. - Theory
of Stochastic Processes, 1996, vol.18, N 2, pp.81-95.
- L.Katafygiotis, C.Papadimitriou, Ye.Tsarkov. Mean-square stability of linear stochastic
dynamical systems under parametric wide-band excitations. - Probabilistic Engineering
Mechanics, 1997, vol.12, N 3, pp.137-147.
- L.Katafygiotis, C.Papadimitriou, Y.Tsarkov. Mean-square stability of linear systems with
small bounded stochastic perturbations of their coefficients. - Mechanics Research
Communications, 1997, vol.24, N 3, pp.231-236.
- L.Katafygiotis, Ye.Tsarkov. Averaging and stability of qasilinear functial differential
equations with Markov parameters. - J. Applied Mathematics and Stochastic Analysis,
1999, vol.12, N 1, pp.1-15.
- Ye.Tsarkov. Asymptotic methods for stability analysis of Markov impulse dynamic systems.
- Nonlinear Dynamics and System Theory, 2002, vol. 2, N 1, pp. 103-115.
- J.Carkovs, K.Sadurskis. On price stochastic equilibrium at randomly delayed supply. - Proc.
1st Int. Conf. APLIMAT'2002, Slovak University of Technology, Bratislava,
Slovakia, 2002, pp. 114-120.
- J.Carkovs, R.Pocs. On price stochastic equilibrium. Proc. 18th International
Workshop on Statistical Modelling (Eds.: Verboke,G., Molenberghs,G., Aerts,A., and
Fieuws,S.) Leuven: Katholieke Universities Leuven, 2003, pp.153 156.
- J.Carkovs, S.Rogols. Asymptotic methods for stability analysis of linear systems with
diffusion coefficients.- Proc. Int. Carphatian Controle Conf.
ICCC2004,University of Science and Technology, Krakow, Poland, 2004, pp. 49-52.
- J.Carkovs. Equilibrium stability of Markov dynamical systems. Proc. 3rd Int.
Conf. APLIMAT2004, Slovak University of Technology, Bratislava, Slovakia, 2004,
pp.69-82.
- J.Carkovs, K.Sadurskis. Mean square stability of linear systems with Markov
coefficients. Proc. 4th Int. Conf. APLIMAT2005, Slovak
University of Technology, Bratislava, Slovakia, 2005, pp. 85 97.
- J.Carkovs, K.Sadurskis. Averaging method for retarding quasilinear dynamical systems
with rapidly oscillating perturbations. Proceedings of the Latvian Academy of
Sciences, 2005, vol.59, Nr 6, pp.245-254.
- J.Carkovs, J.Stoyanov. Asymptotic methods for stability analysis of Markov dynamical
systems with fast variables. In: From Stochastic Analysis to Mathematical
Finance. Festschrift for Professor Albert Shiryaev. Kabanov, Yu. and Liptser, R. (Eds.) Springer-Verlag,
Berlin, 2005, pp. 93-110.
- J.Carkovs, V.Jasinsky. Asymptotic methods for stability analysis of linear systems with
diffusion coefficients. Theory of Stochastic Processes, 2005, 11(27), Nr.
1-2, pp. 12-23.
- J.Carkovs, V.Korolyuk. On stochastic stability of Markov evolution associated with
impulse Markov dynamic systems. Probability Theory and Mathematical Statistics,
2006, Nr. 75, pp. 60-63.
- J.Carkovs, K.adurskis. On delayed stochastic exponent.Proc. of 6th International
Conference APLIMAT2007 Slovak University of Technology, Bratislava,
Slovakia, 2007, pp. 463 469.
- J.Carkovs. On Diffusion Approximation of Discrete Markov Dynamical Systems.Proceedings
of World Academy of Science, Engineering and Technology,Volume 30, July, 2008, pp.1-6.
- J.Carkovs, V.Bereza. The construction of Lyapunov-Krasovsky quadratic functional for
neutral stochastic differential equations.Proceedings of 7th International
Conference APLIMAT 2008 Eds. Monika Kovaceva), ISBN: 978-80-89313-03-7.
Slovak University of Technology, Bratislava, Slovakia, pp.179-186.
- J.Carkovs, K.adurskis. Exponential stability of fast oscillating linear functional
differential equations . Journal of Applied Mathematics, v.1(2008), Nr.1. Slovak
University of Technology, Bratislava, Slovakia, pp. 133-139.
- J.Carkovs, A. Egle.On continuous stochastic modelling of heteroskedastic conditional
variance Journal of Applied Mathematics.v.2(2009), Nr.2. Slovak University of
Technology, Bratislava, Slovakia, pp. 29-42.
- J.Carkovs, V. K. Yasinsky and I. V. Malyk. Stability in impulsive systems with Markov
perturbations in averaging scheme. I. Averaging principle for impulsive Markov systems. Cybernetics,
Vol. 46, No. 6, 2010, pp. 975-985.
- J.Carkovs, V.K. Yasinsky, and I.V.Malyk. Stability in impulsive systems with Markov
perturbations in averaging scheme. 3. Weak convergence of solutions. Cybernetics and
Systems Analysis: Volume 47, Issue 3 (2011), pp.442-458.
- J.Carkovs. Time asymptotic of delayed stochastic exponent. In book "Exploring
the world of financial engineering". (Ed. A. Malyarenko and Kalev Pärna),Mälardalen
University (Sweden), Nordplus Framework project HE-2010_1a-21005, pp.5 - 32.
- J.Carkovs. On delayed geometric Brownian motion. Proceedings of International
Conference ASMDA 2011,Roma, June 6-10, 2011, pp.237 - 244.
Research Projects:
Last update 27.07.2012