My official title at the University of Cambridge is Professor of Applied Probability.
My research interests are in Theoretical and Applied Probability, Mathematical Physics, Quantum Information Theory and Industrial and Financial Mathematics.
I work in the Statistical Laboratory,
Department of Pure Mathematics and Mathematical Statistics,
University of Cambridge, and the Institute for
Information Transmission Problems, Russian Academy of Sciences,
Moscow. I am also a fellow of St John's College, Cambridge.
Here is the list of my publications, in the ps-format,
and the pdf-format .
I currently work on several projects; see, e.g.
this recent paper, or
this one , or
this one .
In October, 2005, the book Y Suhov and M Kelbert.
Probability and Statistics by Example, Vol. 1,
was published by the Cambridge University Press in October, 2005. Since then, a
number of mistakes have been spotted.
CORRECTIONS AND IMPROVEMENTS CAN BE DOWNLOADED
HERE . These mistakes have been corrected
in the August 2007 reprint of the above book. The book
Y Suhov and M Kelbert.
Probability and Statistics by Example, Vol. 2, was
published by the Cambridge University Press in April, 2008.
Again, a number of mistakes have been spotted;
CORRECTIONS AND IMPROVEMENTS CAN BE DOWNLOADED
here .
You may see the Russian translation of this book
here .
Y Suhov and M Kelbert. Probability and Statistics by Example, Vol. 2. Markov Chains: A Primer in Random Processes and Their Applications. CUP, 2008
The book contains solutions to many Tripos examples from previous years.
Lecture notes are available for the following lectures:
(1) Lectures 1, 2, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one;
(2) Lectures 3, 4, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(3) Lectures 5, 6, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(4) Lectures 7, 8, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(5) Lectures 9, 10, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(6) Lectures 11, 12, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(7) Lectures 13, 14, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(8) Lectures 15, 16, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(9) Lectures 17, 18, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(10) Lectures 19--23, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
The folowing Example Sheets are available:
(1) Example Sheet 1, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(2) Example Sheet 2, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(3) Example Sheet 3, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one.
(4) Example Sheet 4, in the ps-format , in the ps-format with two pages on one , in the pdf-format and in the pdf-format with two pages on one. NB Question 8 in Example Sheet 4 had been changed; the present version of the example sheet contains the corrected version.
I will give Example Class 5, on previous years' Tripos, on Tuesday 26 May, at 11:--1:00, in MR13 (Pav E, Basement).
Y Suhov and M Kelbert. Probability and Statistics by Example, Vol. 2. Markov Chains: A Primer in Random Processes and Their Applications. CUP, 2008
The book contains solutions to many Tripos examples from previous years.
Printed lecture notes for a number of lectures are available, in five files: file 1, file 2, file 3, file 4, file 5, file 6, file 7, in the pdf-format, and in file 1.2, file 2.2, file 3.2, file 4.2, file 5.2, file 6.2, file 7.2, in the pdf-format with two pages on one.
Example Sheet 1 is available in the pdf-format and in the pdf-format with two pages on one. Example Sheet 2 is also available in the pdf-format and in the pdf-format with two pages on one.
At the end of term, I will give an Example Class on the course, summarising a number of issues. Also, closer to the Exams I will give another Example Class on the course, focusing on most challenging questions from previous years' Tripos questions in Markov Chains. (The presentation will mainly follow the aforementioned book by Suhov and Kelbert.) The date/venue will be determined later.
You can read my favourite academic maxims . (I'm in process of adding more.) Many of those attended my lectures, classes or presentations would agree that I also like jokes: I used to have a catalog of them here. (Not all of them are mine and not all of them have been universally appreciated!) However, while writing several books I had to use most of these jokes: see and (hopefully) enjoy them in the above volumes of Suhov and Kelbert. And in forthcoming books, too. (It's a pity that jokes are not welcome in academic papers.)
My favourite song's lyrics can be see here . And here are some photographs of how I performed in the Village Hall, with the help of the local choir: (a), (b), (c), (d), (e), (f), (g), (h), (i), (j).
