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 the Electron Physics Cathedra
Taras Shevchenko national University of Kyiv, Kyiv (Ukraine)

2007–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
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.

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


E.Orsingher, M.D’Ovidio, L.Sakhno
Spectral functions related to some fractional stochastic differential equations
Electronic Communications in Probability, Vol. 21, n. 18 – 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

Sakhno L.
Minimum Contrast Method for Parameter Estimation intheSpectralDomain
In: Modern Stochastics and Applications, pp. 319-336 – 2014

Sakhno L.
Asymptotics for functionals of powers of a periodogram
Modern Stochastics: Theory and Applications, Vol.1, Iss.2, pp. 181-194 – 2014

Leonenko N., Sakhno L.
On Spectral Representations of Tensor Random FieldsontheSphere
StochasticAnalysisandApplications,Vol.30 , pp. 44-66 – 2012

Leonenko N., Sakhno L., Suvak N.
Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
Theory of Probability and Mathematical Statistics, Vol. 86, pp. 121-137 – 2012

Sakhno L.
Minimum contrast estimation of stationary processes based on the squared periodogram
Lithuanian Mathematical Journal, Vol. 52, ¹ 4 , pp. 400-419 – 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 theo-rem, 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

E. Orsingher, F. Polito, L. Sakhno
Fractional non-linear, linear and sublinear death processes
Journal of Statistical Physics, V. 141 – 2010

F. Avram, N. Leonenko, L. Sakhno
Harmonic analysis tools for statistical inference in the spectral domain
In: Dependence in Probability and Statistics (Eds P. Doukhan, G.Lang, D. Surgailis, G.Teyssiere). Lecture Notes in Statistics, Vol. 200 – 2010

Anh V.V., Leonenko N.N., Sakhno L.M.
Evaluation of bias in higher-order spectral estimation
Theory of Probability and Mathematical Statistics, Vol. 80 – 2009

Sakhno, L.
Bias control in the estimationofspectralfunctionals.
TheoryStoch.Process. 13, No. 29, Part 1-2, pp. 225-233 – 2007

Anh, V.V.; Leonenko, N.N.; Sakhno, L.M.
Statistical inferenceusinghigher-orderinformation.
J. Multivariate Anal. 98, No. 4, pp. 706-742 – 2007

Anh, V.V.; Leonenko, N.N.; Sakhno, L.M.
Minimum contrast estimation of random processes based on information of secondandthirdorders.
J. Stat. Plann. Inference 137, No. 4, pp. 1302-1331 – 2007

Kabanov, Y.; Mishura, Yu.; Sakhno, L.
Multiparameter generalizations oftheDalang-Morton-Willingertheorem.
In:Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift.Berlin: Springer, pp. 333-341 – 2006

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

Leonenko, N.N.; Sakhno, L.M.
On the Whittle estimators for some classes of continuous-parameter randomprocessesandfields.
Stat. Probab.Lett. 76, No. 8, pp. 781-795 – 2006

De Gregorio, A.; Orsinger, E.; Sakhno, L.
Motions with finite velocity analyzed with order statistics and differential equations.
TheoryProbab. Math. Stat. 71, pp. 63-79 – 2005

Anh, V.V.; Leonenko, N.N.; Sakhno, L.M.
Quasi-likelihood-based higher-order spectral estimation of random fields withpossiblelong-rangedependence.
J. Appl. Probab. 41A, pp. 35-53 – 2004

Anh, V.V.; Leonenko, N.N.; Sakhno, L.M.
On a class of minimum contrast estimators for fractional stochasticprocessesandfields.
J. Stat. Plann. Inference 123, No. 1, pp. 161-185 – 2004

Anh, V.V.; Leonenko, N.N.; Sakhno, L.M.
Higher-order spectral densities offractionalrandomfields.
J. Stat. Phys. 111, No.3-4, pp. 789-814 – 2003

Contacts

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


lms@univ.kiev.ua