Lyudmyla Sakhno




Lyudmyla Sakhno

POSITION
Head of Scientific Research Laboratory “Differential Equations and their Applications in Mechanics”

WORK EXPERIENCE
1987–1990
Post-graduate 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 long-range dependence. Differential equations and related stochastic processes. Fractional calculus and related stochastic processes. Models with random time-change.

Participation at (and contact person and responsible for) scientific research carrying out within the project ¹16ÁÔ038-02 "Investigation and statistical analysis of asymptotic behaviour of complex stochastic non-homogeneous dynamic systems" (project leader Prof. Yu. Mishura).


Methodological and Technical Expertise

Participation in scientific-research 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 time-changed by inverse subordinators", Theory of Probability and Mathematical Statistics, Vol. 98, pp. 91-104 - 2019

Kozachenko Yu., Orsingher E., Sakhno L., Vasylyk O. "Estimates for Functionals of Solutions to Higher-Order Heat-Type 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. Ruiz-Medina, 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. 1629-1652 – 2015

Leonenko N., Sakhno L. "On Spectral Representations of Tensor Random Fields on the Sphere”, Stochastic Analysis and Applications, Vol.30 , pp. 44-66 – 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. 551-569 – 2011

F. Avram, N. Leonenko, L. Sakhno "On Szego type limit theorem, the Holder-Young-Brascamp-Lieb 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. 1302-1331 – 2007

Anh, V.V., Leonenko, N.N., Sakhno, L.M. "Spectral properties of Burgersand KPZ turbulence", J. Stat. Phys. 122, No. 5, pp. 949-974 – 2006


Contacts

Homepage: http://probability.univ.kiev.ua/index.php?page=userinfo&person=sakhno&lan=en


lms@univ.kiev.ua