His research deals with probability theory, mathematical statistics, and stochastic processes.
He was an Invited Speaker of the
ICM in 1966 in
Moscow and in 1978 in
Helsinki (Rate of convergence and large deviations in invariance principle).
He was elected in 1966 a corresponding member and in 1990 a full member of the Russian Academy of Sciences. In 1979 he received the
USSR State Prize.[1]
Mathematical Statistics. New York: Gordon & Breach, 1998
Ergodicity and stability of stochastic processes. New York: Wiley, 1998.
with A. A. Mogulskii: Large deviations and testing statistical hypothesis, Siber. Adv. Math., 1992, 1993
with Konstantin A. Borovkov:
Asymptotic analysis of random walks. Series: Encyclopedia of Mathematics and Its Applications, Vol. 118. Cambridge University Press, 2008.
^Chibisov, D. M., I. A. Ibragimov, V. P. Maslov, B. A. Sevastyanov, A. N. Shiryaev, N. N. Vakhania, I. S. Borisov, V. I. Lotov, and A. A. Mogul'skii.
"On the 75th birthday of AA Borovkov." Theory of Probability and Its Applications 51, no. 2 (2007): 225.