Hi!

I’m a probabilist interested in rare events and extreme values. I hold PhDs from Université de Lausanne and the Steklov Mathematical Institute in St. Petersburg.

Research interests: Extreme value theory, Large deviations, Gaussian random fields, Stochastic analysis.

Recent Highlights

Extremes of uncorrelated gamma-reflected Brownian motions with trend publication

Pavel Ievlev, Svyatoslav Novikov

Scandinavian Actuarial Journal (2025)

Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities publication

Pavel Ievlev, Nikolai Kriukov

Electronic Journal of Probability (2025)

Extremes of Brownian decision trees publication

Pavel Ievlev, Nikolai Kriukov, Krzysztof Dębicki

submitted to Electronic Journal of Probability (2025)

Random eigenvalues of nanotubes publication

Artur Bille, Victor Buchstaber, Pavel Ievlev, Svyatoslav Novikov, Evgeny Spodarev

Journal of Physics A: Mathematical and Theoretical (2025)

Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels talk

44th Conference on Stochastic Processes and their Applications (2025)

Wrocław, Poland