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Department of Probability Theory and Mathematical Statistics.

History of the Department.
The Department was established in 2000. Since the moment of its establishment professor Asaf Hajiyev was the chair of the Department. 3 Doctors of Sciences and 6 PhD theses have been prepared at the department and successfully defended. At the present time 1 Doctor of Sciences and 1 PhD theses are prepared at the department.
Members of the Department are participating in the work of the different scientific councils. Asaf Hajiyev is the chair of the Council for Organization and Cooperation of

Scientific Researches in Mathematics.
Members of the Department participated and have been members of Organizing Committee of different International conferences: 5-th Conference on limit theorems, Fergana; Kolmogorov-100, Georgia; Random processes and Stability Problems (Riga, Latvia); World Congresses in Probability and Statistics (Mexico, Singapore, South Korea); Sessions of the International Statistical Institute (Turkey, Australia); General Meeting of the TWAS (Egypt, Mexico).
Mirvari Hasratova and Turan Mammadov finished courses of Actuary Mathematics and got certificates.

In present time there are 11 members at the department, 3 Doctor of Sciences and 6 PhD.

  1. Asaf Hajiyev - correspondent member of ANAS, D.Sci.,professor.
  2. Tamilla Nasirova - D.Sci., professor.
  3. Fada Rahimov - D.Sci.,prof.
  4. Valeh Hajiyev - PhD., docent.
  5. Hagigat Ahmadova - PhD., docent.
  6. Gurban Gasimov - PhD., docent.
  7. Rovshan Aliyev - PhD., docent

2009-2011 scientific divisions.
Simulation and Intensive Methods of Statistics, Modelling of Queues, Regression Models and Applications, Stochastic Processes and Modern Problems of Statistical Sequential Analysis, Stochastic Analysis of Complex Systems.

Different courses on theory of probability, stochastic processes and mathematical statistics are being offered for bachelors, graduates and post graduate students.
For graduate students there are two specialities: Theory of Probability and Mathematical Statistics, Stochastic Analysis of Complex Systems.

The following courses are also offered:
Theory of Probability and Mathematical Statistics, Stochastic Processes, Additional Chapters of Probability Theory, Stochastic Analysis, Sequential Statistical Analysis, Computer Statistics, Queuing Theory, Renewal Theory, Semi-Markov Random Walk, Mathematical Statistics.

Members of the Department have been publishing papers in different leading scientific journals: Russian Academy of Sciences, Doklady; Russian Academy of Sciences, Izvestiya; Kolmogorov Journal - Theory of probability and Applications; Mathematical Notes; Bulletin of Moscow University; Scandinavian Jurnal of Statistics; Stochastic Processes and their Applications.


  1. Terminological Dictionary in Probability and Statistics. (in four languages: azeri,english, russian, turkish).2002. (authors: D.Allahverdiyev, A.Hajiyev, H.Ahmadova).
  2. Theory of Probability and Mathematical Statistics. Textbook. Author:A.Ahmadova.
  3. Mathematical Statistics. Author: H.Ahmadova.
  4. Theory of Probability and Mathematical Statistics. Methodical book.
  5. Author:V.Hajiyev.
  6. Theory of Probability and Mathematical Statistics. Encyclopedia. 1300p. Accepted for publication 2009. (authors: D.Allahverdiyev, A.Hajiyev, H.Ahmadova).
  7. Equations of Mathematical Physics. Textbook.Author: G.Gasimov.2008.

International links:
Lomonosov Moscow State University, Steklov Mathematical Institute of RAS, Shevchenko Ukrainian State University, Institute of Mathematics, Ukraine National Academy of Sciences, Glushkov Institute of Cybernetics, Institute of Mathematics and Informatics, Uzbekistan Academy of Sciences, Razmadze Institute of Mathematics (Georgia), Abdus Salam International Centre for Theoretical Physics (Italy), Lincoln University (USA), University of Southern California (USA), Royal Institute of Technology (Sweden), Umea University (Sweden), Fern University (Germany), Lisbon University (Portugal).
During 2006-2008
66 scientific papers, 2 textbooks and 1 methodical book have been published by members of the department.

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