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Member of the Russian Academy of Sciences, Distinguished Professor of Moscow State University, head of the Department of Probability Theory in Moscow State University's Faculty of Mechanics and Mathematics. Senior researcher at the Steklov Mathematical Institute. Works on a broad range of questions of general probability theory and mathematical statistics. Author of 10 monographs, eight textbooks and more than 280 scientific articles. Educated 57 Candidates and 30 Doctors of Science. A student of Andrey Kolmogorov, he is the editor-compiler of two volumes of Selected Works and other jubilee publications dedicated to the anniversary of the outstanding mathematician. In his lectures at the School of Data Analysis, he shows students how the theory of stochastic processes "works" in the field of data analysis.