Igor Evstigneev

Igor Evstigneev graduated from Moscow State University in 1971. In 1974, he received his Ph. D. in mathematics from the Central Economics and Mathematics Institute (CEMI) of the Russian Academy of Sciences. He has held a position with CEMI since 1974. Evstigneev's scientific interests are in probability theory and mathematical economics. He has contributed significantly to the development of stochastic models of economic dynamics. His monograph on this subject (Academic Press, 1987; joint with Arkin) remains a standard reference in the field. In probability theory, his main results pertain to the theory of Markov random fields, stochastic optimization, and random dynamical systems. During the last decade, Evstigneev has had visiting positions in various universities and research institutes in the US and Europe. His work has been supported by several grants, including those from MacArthur Foundation, NSF and German Science Foundation (DFG). Evstigneev's current research concentrates on models of economic dynamics and equilibrium taking into account local interactions between economic agents. He applies to such models the methods of the theory of random fields. This topic will be the focus of his work during the period of his fellowship at the Santa Fe Institute. Evstigneev intends to collaborate actively with colleagues from SFI, especially with those who are interested in the applications of the methodology of large random systems to the analysis of economic problems. It is planned to organize a workshop on this theme area, which could join forces of several groups of researchers from the US and Russia.