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data-mw-ve-target-container> <div class="vector-body-before-content"> <div class="mw-indicators"> </div> <div id="siteSub" class="noprint">Da Wikipedia, l'enciclopedia libera.</div> </div> <div id="contentSub"><div id="mw-content-subtitle"></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="it" dir="ltr"><figure class="mw-default-size" typeof="mw:File/Thumb"><a href="/wiki/File:Albert_Shiryaev.jpg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3b/Albert_Shiryaev.jpg/220px-Albert_Shiryaev.jpg" decoding="async" width="220" height="165" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3b/Albert_Shiryaev.jpg/330px-Albert_Shiryaev.jpg 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/3/3b/Albert_Shiryaev.jpg/440px-Albert_Shiryaev.jpg 2x" data-file-width="800" data-file-height="600" /></a><figcaption>A'lbert Nikolaevič Širjaev</figcaption></figure> <p><b>A'lbert Nikolaevič Širjaev</b> (in cirillico: Альберт Николаевич Ширяев; <a href="/wiki/Traslitterazione_anglosassone" title="Traslitterazione anglosassone">trasl. angl.</a>: <i>Albert Nikolayevich Shiryaev</i>; <a href="/wiki/%C5%A0%C4%8D%C3%ABlkovo" title="Ščëlkovo">Ščëlkovo</a>, <a href="/wiki/12_ottobre" title="12 ottobre">12 ottobre</a> <a href="/wiki/1934" title="1934">1934</a>) è un <a href="/wiki/Matematico" title="Matematico">matematico</a> <a href="/wiki/Russia" title="Russia">russo</a>. </p><p>Membro effettivo dell'<a href="/wiki/Accademia_russa_delle_scienze" title="Accademia russa delle scienze">Accademia russa delle scienze</a> dal 2011 (come membro corrispondente dal 1997), è inoltre professore onorario presso l'<a href="/wiki/Universit%C3%A0_statale_di_Mosca" title="Università statale di Mosca">Università statale di Mosca</a> e capo del dipartimento di <a href="/wiki/Teoria_della_probabilit%C3%A0" title="Teoria della probabilità">teoria della probabilità</a> (sezione del dipartimento di meccanica e matematica di tale università). Sovrintende inoltre il laboratorio di statistica e processi stocastici presso l'<a href="/wiki/Istituto_di_matematica_Steklov" title="Istituto di matematica Steklov">Istituto di matematica Steklov</a>. Shiryaev è membro effettivo dell'<a href="/wiki/Academia_Europ%C3%A6a" title="Academia Europæa">Academia Europæa</a> (dal 1990); presidente della società russa degli attuari (dal 1994); membro onorario della <a href="/wiki/Royal_Statistical_Society" title="Royal Statistical Society">Royal Statistical Society</a> (dal 1985); membro dell'<a href="/w/index.php?title=Institute_of_Mathematical_Statistics&action=edit&redlink=1" class="new" title="Institute of Mathematical Statistics (la pagina non esiste)">Institute of Mathematical Statistics</a>; vice-presidente della <a href="/wiki/Bernoulli_Society_for_Mathematical_Statistics_and_Probability" class="mw-redirect" title="Bernoulli Society for Mathematical Statistics and Probability">Bernoulli Society for Mathematical Statistics and Probability</a> tra il 1987 e il 1989 e presidente tra il 1989 e il 1991. Shiryaev collabora a diverse riviste specializzate in qualità di membro del consiglio editoriale: tra queste troviamo la "Uspekhi Matematicheskikh Nauk", "Analysis Mathematica", "Stochastics", "Sequential Analysis", "Probability and Mathematical statistics", "Finance and stochastics". </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Biografia">Biografia</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&veaction=edit&section=1" title="Modifica la sezione Biografia" class="mw-editsection-visualeditor"><span>modifica</span></a><span class="mw-editsection-divider"> | </span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&action=edit&section=1" title="Edit section's source code: Biografia"><span>modifica wikitesto</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Conseguì la laurea presso il dipartimento di meccanica e matematica dell'Università statale di Mosca nel 1957, avendo tra i suoi professori <a href="/wiki/Andrej_Nikolaevi%C4%8D_Kolmogorov" title="Andrej Nikolaevič Kolmogorov">A. N. Kolmogorov</a>. Dal 1957 ha lavorato presso l'Istituto di matematica Steklov (divenendo nel 1986 responsabile del laboratorio di statistica e processi stocastici). Nel 1961 discusse la propria tesi di <a href="/w/index.php?title=Kandidat_nauk&action=edit&redlink=1" class="new" title="Kandidat nauk (la pagina non esiste)">Kandidat nauk</a>. Nel 1967 discusse la sua tesi di dottorato intitolata "Indagine sull'analisi statistica sequenziale". Entrò a far parte nel 1971 del corpo docenti del dipartimento di meccanica e matematica dell'Università statale di Mosca. Dal 1996 è a capo del dipartimento di teoria della probabilità della medesima università, succedendo a <a href="/w/index.php?title=Boris_Vladimirovi%C4%8D_Gnedenko&action=edit&redlink=1" class="new" title="Boris Vladimirovič Gnedenko (la pagina non esiste)">B. V. Gnedenko</a>. Dal 2007 ha iniziato una collaborazione con la società <a href="/wiki/Yandex" title="Yandex">Yandex</a>, tenendo corsi presso la loro scuola di analisi dei dati. Nel 2000 ha ricevuto il dottorato onorario dall'<a href="/wiki/Universit%C3%A0_di_Friburgo_in_Brisgovia" title="Università di Friburgo in Brisgovia">Università di Friburgo in Brisgovia</a>. Dal 2002 è inoltre professore onorario dell'<a href="/wiki/Universit%C3%A0_di_Amsterdam" title="Università di Amsterdam">università di Amsterdam</a>. Hanno conseguito il dottorato sotto la sua supervisione <a href="/w/index.php?title=Dmitrij_Olegovi%C4%8D_Kramkov&action=edit&redlink=1" class="new" title="Dmitrij Olegovič Kramkov (la pagina non esiste)">Dmitrij Olegovič Kramkov</a> (nel 1992, premiato dalla <a href="/wiki/European_Mathematical_Society" title="European Mathematical Society">European Mathematical Society</a> nel 1996) e <a href="/w/index.php?title=Alexander_Novikov&action=edit&redlink=1" class="new" title="Alexander Novikov (la pagina non esiste)">Alexander Novikov</a> (nel 1982, noto per aver suggerito e dimostrato l'<a href="/w/index.php?title=Condizione_di_Novikov&action=edit&redlink=1" class="new" title="Condizione di Novikov (la pagina non esiste)">eponima condizione</a> nell'ambito della teoria delle martingale). </p> <div class="mw-heading mw-heading2"><h2 id="Ambito_di_ricerca">Ambito di ricerca</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&veaction=edit&section=2" title="Modifica la sezione Ambito di ricerca" class="mw-editsection-visualeditor"><span>modifica</span></a><span class="mw-editsection-divider"> | </span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&action=edit&section=2" title="Edit section's source code: Ambito di ricerca"><span>modifica wikitesto</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>I contributi principali di Shiryaev concernono la teoria della probabilità e la statistica matematica. In particolare ha ottenuto risultati di grande importanza nella <a href="/wiki/Teoria_spettrale" title="Teoria spettrale">teoria spettrale</a> dei processi stocastici stazionari, nei problemi di filtro ottimale non lineare nell'ambito delle <a href="/wiki/Equazione_differenziale_stocastica" title="Equazione differenziale stocastica">equazioni differenziali stocastiche</a>, nell'analisi statistica sequenziale, nell'ottimizzazione stocastica (in relazione al <a href="/wiki/Tempo_di_arresto" title="Tempo di arresto">tempo di arresto</a>), nella teoria delle <a href="/wiki/Martingala_(matematica)" title="Martingala (matematica)">martingale</a>. </p> <div class="mw-heading mw-heading2"><h2 id="Riconoscimenti">Riconoscimenti</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&veaction=edit&section=3" title="Modifica la sezione Riconoscimenti" class="mw-editsection-visualeditor"><span>modifica</span></a><span class="mw-editsection-divider"> | </span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&action=edit&section=3" title="Edit section's source code: Riconoscimenti"><span>modifica wikitesto</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>premio A. A. Markov dell'<a href="/wiki/Accademia_delle_Scienze_dell%27Unione_Sovietica" class="mw-redirect" title="Accademia delle Scienze dell'Unione Sovietica">Accademia delle Scienze dell'Unione Sovietica</a> (1977)</li> <li>premio A. N. Kolmogorov dell'<a href="/wiki/Accademia_russa_delle_scienze" title="Accademia russa delle scienze">Accademia russa delle scienze</a> (1994)</li> <li>medaglia d'oro P. L. Čebyšëv (2017)</li></ul> <div class="mw-heading mw-heading2"><h2 id="Collegamenti_esterni">Collegamenti esterni</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&veaction=edit&section=4" title="Modifica la sezione Collegamenti esterni" class="mw-editsection-visualeditor"><span>modifica</span></a><span class="mw-editsection-divider"> | </span><a href="/w/index.php?title=Al%27bert_%C5%A0irjaev&action=edit&section=4" title="Edit section's source code: Collegamenti esterni"><span>modifica wikitesto</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>(<span style="font-weight:bolder; font-size:80%"><abbr title="inglese">EN</abbr></span>) <a rel="nofollow" class="external text" href="https://www.genealogy.math.ndsu.nodak.edu/id.php?id=17541">Albert Nikolayevich Shiryaev - Mathematics Genealogy Project</a></li> <li>(<span style="font-weight:bolder; font-size:80%"><abbr title="russo">RU</abbr></span>) <a rel="nofollow" class="external text" href="http://www.math.msu.su/department/probab//staff/shiryaev.html">Albert N. Shiryaev</a> presso l'<a href="/wiki/Universit%C3%A0_statale_di_Mosca" title="Università statale di Mosca">università statale di Mosca</a></li> <li>(<span style="font-weight:bolder; font-size:80%"><abbr title="russo">RU</abbr></span>) <a rel="nofollow" class="external text" href="http://www.ras.ru/win/db/show_per.asp?P=.id-246.ln-en">A.N. Shiryaev</a> presso l'<a href="/wiki/Accademia_russa_delle_scienze" title="Accademia russa delle scienze">Accademia russa delle scienze</a></li> <li>(<span style="font-weight:bolder; font-size:80%"><abbr title="inglese">EN</abbr></span>) <a rel="nofollow" class="external text" href="https://www.mathnet.ru/eng/person9196">A.N. Shiryaev</a> presso <a rel="nofollow" class="external text" href="https://www.mathnet.ru/index.phtml?&option_lang=eng">Math-Net.Ru</a>.</li></ul> <style data-mw-deduplicate="TemplateStyles:r140554510">.mw-parser-output .CdA{border:1px solid #aaa;width:100%;margin:auto;font-size:90%;padding:2px}.mw-parser-output .CdA th{background-color:#f2f2f2;font-weight:bold;width:20%}@media screen{html.skin-theme-clientpref-night .mw-parser-output .CdA{border-color:#54595D}html.skin-theme-clientpref-night .mw-parser-output .CdA th{background-color:#202122}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .CdA{border-color:#54595D}html.skin-theme-clientpref-os .mw-parser-output .CdA th{background-color:#202122}}</style><table class="CdA"><tbody><tr><th><a href="/wiki/Aiuto:Controllo_di_autorit%C3%A0" title="Aiuto:Controllo di autorità">Controllo di autorità</a></th><td><a href="/wiki/Virtual_International_Authority_File" title="Virtual International Authority File">VIAF</a> <span class="uid">(<span style="font-weight:bolder; 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