Prokhorov, Iurii

Born Dec. 15, 1929, in Moscow. Soviet mathematician. Academician of the Academy of Sciences of the USSR (1972; corresponding member, 1966).

Prokhorov graduated from Moscow University in 1949 and was appointed a professor there in 1957. In 1949 he began working at the V. A. Steklov Institute of Mathematics of the Academy of Sciences of the USSR, becoming the institute’s deputy director in 1969. His principal works are devoted to probability theory, particularly asymptotic methods. Prokhorov has conducted research on classical limit theorems, investigating conditions under which the strong law of large numbers and other so-called local theorems can be applied to sums of independent random variables. In his studies on limit theorems for random processes, Prokhorov proposed new methods based on the study of the convergence of measures in functional spaces. He used these methods to justify a passage to the limit in going from discrete to continuous processes, in particular for problems in queueing theory.

Prokhorov is a member of the chief editorial board of the third edition of the Great Soviet Encyclopedia. He was awarded the Lenin Prize in 1970.