B.V. Gnedenko: Classic of Limit Theorems in the Theory of Probability

Abstract

B.V. Gnedenko is an outstanding scientist-mathematician, who worked in the area of probability theory and its applications. B.V. Gnedenko deserved world-wide popularity by his investigations of limit distributions for sums of independent random variables (Gnedenko and Kolmogorov 1954) that completed a long period of probability theory development up to the middle of XX-th century. The main idea of “accompanied infinitely divisible distributions” developed by B.V. Gnedenko, became a guidance in the limit theory of semimartingales as it is presented by Jacod and Shiryaev (1987) and others (Çinlar et al. 1980). The triplet of predictable characteristics for semimartingale is the main idea in investigation the limit behavior for the random evolutions in the scheme of Poisson approximation (Koroliuk and Limnios, Theory Probab Appl 49(4):629–644, 2005b).