
POSITION
Head of Scientific Research Laboratory “Differential Equations and their Applications in Mechanics”
WORK EXPERIENCE
1987–1990
Postgraduate student
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
1991–2006
Scientific researcher
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
2006–2013
Senior scientific researcher
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
2014
Leading scientific researcher
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
2015–Present
Head of Scientific Research Laboratory
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
EDUCATION AND TRAINING
1987
BSc + MSc
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
1992
PhD
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)
2013
DSc (Habilitation)
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)



Theory and statistics of random processes and fields
Research Fields:
Mathematics
Previous and Current Research
Asymptotic methods in the theory of random processes and fields with applications in statistics.Spectral analysis of random fields.Statistical problems for random processes and fields with short and longrange dependence. Differential equations and related stochastic processes. Fractional calculus and related stochastic processes. Models with random timechange.
Participation at (and contact person and responsible for) scientific research carrying out within the project ¹16ÁÔ03802 "Investigation and statistical analysis of asymptotic behaviour of complex stochastic nonhomogeneous dynamic systems" (project leader Prof. Yu. Mishura).
Methodological and Technical Expertise
Participation in scientificresearch activity carrying out by Department of Probability Theory, Statistics and Actuarial Mathematics of Faculty of Mechanics and Mathematics.
Courses taught: Operation Research, Probability Theory, Statistical Analysis of Random Processes and Fields, Risk Theory, Spectral Analysis of Random Fields.
International Collaboration.Participated in international scientific projects, have maintained long lasting scientific collaboration with scientists from University of Cardiff (UK) and University of Rome (Italy).
Member of Editorial Boards of the journals “Theory of Probability and Mathematical Statistics” and “Modern Stochastics: Theory and Applications”
Selected Publications
Sakhno L.M., Buchak K.V. "On the governing equations for Poisson and Skellam processes timechanged by inverse subordinators", Theory of Probability and Mathematical Statistics, Vol. 98, pp. 91104  2019
Kozachenko Yu., Orsingher E., Sakhno L., Vasylyk O. "Estimates for Functionals of Solutions to HigherOrder HeatType Equations with Random Initial Conditions", Journal of Statistical Physics , Vol.172, Iss.6, pp. 1641  1662  2018
H.M. Alomari, M.P. Frías, N.N. Leonenko, M.D. RuizMedina, L.Sakhno, and A.Torres "Asymptotic properties of parameter estimates for random fields with tapered data". Electron. J. Statist., Vol.11, Iss.2, pp. 3332  3367  2017
E.Orsingher, M.D’Ovidio, L.Sakhno “Spectral functions related to some fractional stochastic differential equations”, Electronic Communications in Probability, Vol. 21, paper no. 18, 15 pp. – 2016
Avram F., Leonenko N., Sakhno L. "Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities", Stochastic Processes and their Applications, Vol.125, Iss.4, pp. 16291652 – 2015
Leonenko N., Sakhno L. "On Spectral Representations of Tensor Random Fields on the Sphere”, Stochastic Analysis and Applications, Vol.30 , pp. 4466 – 2012
L.Beghin, E.Orsingher, L.Sakhno "Equations of mathematical physics and compositions of Brownian and Cauchy processes", Stochastic Analysis and Applications, v. 29, pp. 551569 – 2011
F. Avram, N. Leonenko, L. Sakhno "On Szego type limit theorem, the HolderYoungBrascampLieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields", ESAIM: Probability and Statistics, Vol. 14 – 2010
Anh, V.V., Leonenko, N.N., Sakhno, L.M. "Minimum contrast estimation of random processes based on information of second and third orders", J. Stat. Plann. Inference 137, No. 4, pp. 13021331 – 2007
Anh, V.V., Leonenko, N.N., Sakhno, L.M. "Spectral properties of Burgersand KPZ turbulence", J. Stat. Phys. 122, No. 5, pp. 949974 – 2006
Contacts
Homepage: http://probability.univ.kiev.ua/index.php?page=userinfo&person=sakhno&lan=en
lms@univ.kiev.ua
