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Кафедра теории вероятностей,
статистики
и актуарной математики

Механико-математический
факультет

prob.stat.act@gmail.com
Tel/Fax: +38 (044) 431 04 67

   

Людмила Михайловна Сахно


Профили в научных и библиографических базах:

Конференции

  • International Conference Modern Stochastics: Theory and Applications V, Kyiv, Ukraine (2021)
    Тема доклада: On the sample paths properties of ϕ-sub-Gaussian processes related to the heat equation with random initial conditions
  • Banach Spaces and Their Applications: International Conference dedicated to the 70th anniversary of Anatolij Plichko, Lviv, Ukraine (2019)
  • 12th International Conference "Computer Data Analysis and Modeling: Stochastics and Data Science", Minsk, Belarus (2019)
  • International conference “Modern stochastics:theory and applications.IV”, (dedicated to the 100-th anniversary of I.I.Gikhman), Taras Shevchenko National University of Kyiv, Kyiv, Ukraine (2018)
    Тема доклада: Poisson and Skellam processes time-changed by inverse subordinators
  • International conference “Modern stochastics:theory and applications.IV”, (dedicated to the 100-th anniversary of I.I.Gikhman), Taras Shevchenko National University of Kyiv, Kyiv, Ukraine (2018)
    Тема доклада: Central limit theorems for spectral functionals for long-range dependent Gaussian random fields
  • 11th International Conference COMPUTER DATA ANALYSIS & MODELING 2016 Theoretical & Applied Stochastics, September 6-10, 2016, Minsk, Belarus , (2016)
  • Probability, Realibility and Stochastic Optimization, April 7-10, 2015, Kyiv, Ukraine , (2015)
  • Modern Stochastics: Theory and Applications III, September 10-14, 2012, Kyiv, Ukraine, (2012)

Џубликации

    • Учебники и учебные пособия
      • Ю.С.Мішура, К.В.Ральченко, Л.М.Сахно, Г.М.Шевченко "Випадкові процеси. Теорія. Статистика. Застосування". ВПЦ "Київський університет", 480 p. - 2019

    • Статьи
      • 2021
        • O.Hopkalo, L.Sakhno. "Investigation of sample paths properties for some classes of phi-sub-Gaussian stochastics processes". Modern Stochastics: Theory and Applications, Vol.8, Iss.1 pp. 41 - 62, - 2021
        • L.M.Sakhno, O.I.Vasylyk "Investigation of solutions to higher-order dispersive equations with phi-sub-Gaussian initial conditions". Bulletin of Taras Shevchenko National Universiry of Kyiv. Series: Physics & Mathematics, Vol.2, Iss.(2021) pp. 78 - 84, - 2021
        2020
        • O.M.Hopkalo, L.M.Sakhno, O.I.Vasylyk "Properties of phi-sub-Gaussian stochastic processes related to the heat equation with random initial conditions.". Bulletin of Taras Shevchenko National Universiry of Kyiv. Series: Physics & Mathematics, Vol.1-2, Iss. pp. 17 - 24, - 2020
        • Yu.Kozachenko, E.Orsingher, L.Sakhno, O.Vasylyk "Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions". Modern Stochastics: Theory and Applications, Vol.7, Iss.1 pp. 79 - 96, - 2020
        • L. Sakhno "On the Estimation of Spectral Functionals of the Fourth Order for Stationary Random Fields". Austrian Journal of Statistics, Vol.49, Iss.4 pp. 106 - 116, - 2020
        • O.Hopkalo, Yu.Kozachenko, E.Orsingher, L.Sakhno "Sample Paths Properties of Stochastic Processes from Orlicz Spaces, with Applications to Partial Differential Equations". Statistics, Optimization and Information Computing, Vol.8, Iss.3 pp. 722 - 739, - 2020
        2019
        • O.I.Vasylyk, O.M.Hopkalo, Yu.V.Kozachenko, L.M.Sakhno. "Some properties and estimates for phi-sub-Gaussian stochastic processes ". Bulletin of Taras Shevchenko National Universiry of Kyiv. Series: Physics & Mathematics, pp. 18 - 22, - 2019
        2018
        • Sakhno L.M.; Buchak K.V. "Properties of Poisson processes directed by compound Poisson-Gamma subordinators". Modern Stochastics: Theory and Applications, Vol.5, Iss.2 pp. 167 - 189, - 2018
        • Sakhno L.M.; Buchak K.V. "On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators". Teor. Imovir. ta Matem. Statyst., Vol.98, Iss.1 pp. 87 - 99, - 2018
        • 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
        2017
        • K. Buchak, L. Sakhno "Compositions of Poisson and Gamma processes". Modern Stochastics: Theory and Applications, Vol.4, Iss.2 pp. 161 - 188, - 2017
        • 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
        2016
        • M. DOvidio, E.Orsingher, L.Sakhno "Spectral densities related to some fractionsl stochastic differential equations". Electron. Commun. Probab., Vol.21, Iss. pp. 1 - 15, - 2016
        • K.Kobylych, L.Sakhno "Point processes subordinated to compound Poisson processes (in Ukrainian)". Teor. Imovir. ta Matem. Statyst., Vol.94, Iss. pp. 85 - 92, - 2016
        2015
        • 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 Зовнішнє посилання
        2014
        • Sakhno L. "Minimum Contrast Method for Parameter Estimation in the Spectral Domain ". 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 Зовнішнє посилання
        2012
        • Leonenko N., Sakhno L. "On Spectral Representations of Tensor Random Fields on the Sphere, Vol.30 ". , Vol.30, Iss. pp. 44 - 66, - 2012
        • Сахно Л. "Дослідження інтегралів від квадрату періодограми та їх застосування до статистичного параметричного оцінювання ". , pp. 35 - 38, - 2012
        • Leonenko N., Sakhno L., Suvak N. "Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes ". Теорія ймовірностей та математична статистика, Вип. 86, pp. 121 - 137, - 2012
        • Sakhno L. "Minimum contrast estimation of stationary processes based on the squared periodogram". Lithuanian Mathematical Journal, Vol. 52, № 4 , pp. 400 - 419, - 2012
        2011
        • 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
        • Л.Сахно "Про оцінювання інтегралів від спектральних щільностей старших порядків". Прикладна статистика. Актуарна та фінансова математика, № 1-2, - 2011
        2010
        • 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
        • Сахно Л.М. "Оцінювання спектральних щільностей стаціонарних процесів методом локального мінімального контрасту". Прикладна статистика. Актуарна та фінансова математика, № 1, - 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
        2009
        • L.Beghin, L.Sakhno, E.Orsingher "Equation of mathematical physics and compositions of Brownian and Cauchy processes". , - 2009
        • Сахно Л.М. "Про асимптотичну нормальність спектральних оцінок в умовах інтегрованості спектральних щільностей". Прикладна статистика та актуарна математика, № 1-2 , - 2009
        • Anh V.V., Leonenko N.N., Sakhno L.M. "Evaluation of bias in higher-order spectral estimation". Теорія ймовір. та матем. статист. Вип. 80, - 2009
        2007
        • Sakhno, Ludmila "Bias control in the estimation of spectral functionals.". Theory Stoch. Process. 13, No. 29, Part 1-2, pp. 225 - 233, - 2007
        • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Statistical inference using higher-order information.". 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 second and third orders. ". J. Stat. Plann. Inference 137, No. 4, pp. 1302 - 1331, - 2007
        2006
        • Kabanov, Yuri; Mishura, Yuliya; Sakhno, Ludmila "Multiparameter generalizations of the Dalang-Morton-Willinger theorem.". Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9‒15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk)., pp. 333 - 341, - 2006
        • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Spectral properties of Burgers and 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 random processes and fields.". Stat. Probab. Lett. 76, No. 8, pp. 781 - 795, - 2006
        2005
        • De Gregorio, A.; Orsinger, E.; Sakhno, L. "Motions with finite velocity analyzed with order statistics and differential equations. ". Teor. Jmovirn. Mat. Stat. 71, 57-71 (2004) and Theory Probab. Math. Stat. 71, pp. 63 - 79, - 2005
        2004
        • Leonenko, Nikolai; Sakhno, Ludmila "Limit theorems for empirical spectral functionals of higher orders.". Theory Stoch. Process. 10(26), No. 1-2, pp. 103 - 114, - 2004
        • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence.". J. Appl. Probab. 41A, Spec. Issue, pp. 35 - 53, - 2004
        • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "On a class of minimum contrast estimators for fractional stochastic processes and fields.". J. Stat. Plann. Inference 123, No. 1, pp. 161 - 185, - 2004
        2003
        • Anh, V.V.; Leonenko, N.N.; Moldavskaya, E.M.; Sakhno, L.M. "Estimation of spectral densities with multiplicative parameter.". Acta Appl. Math. 79, No.1-2, pp. 115 - 128, - 2003
        • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Higher-order spectral densities of fractional random fields.". J. Stat. Phys. 111, No.3-4, pp. 789 - 814, - 2003
        2002
        • Leonenko, N.N.; Sakhno, L.; Taufer, E. "Product-limit estimator for long- and short-range dependent sequences under gamma type subordination.". Random Operators \& Stoch. Equat. 10, pp. 301 - 320, - 2002
        • Leonenko, N.N.; Sakhno, L.; Taufer, E. "Product-limit estimator for long- and short-range dependent sequences under gamma type subordination.". Random Oper. Stoch. Equ. 10, No.4, pp. 301 - 320, - 2002
        2001
        • Leonenko, N.N.; Sakhno, L.M. "On the Kaplan‒Meier estimator of long-range dependent sequences.". Statist. Infer. Stoch. Processes 4, pp. 17 - 40, - 2001
        • Leonenko, Nikolai N.; Sakhno, Ludmila M. "On the Kaplan-Meier estimator of long-range dependent sequences.". Stat. Inference Stoch. Process. 4, No. 1, pp. 17 - 40, - 2001
        1993
        • Leonenko, M.M.; Sakhno, L.M. "On the limit distribution of the local time of a homogeneous isotropic $χ^2$ random field.". Prob. Theory Math. Statist. 48, pp. 111 - 124, - 1993
        • Leonenko, M.M.; Sakhno, L.M. "On the limit distribution of the local time of a homogeneous isotropic $χ^2$ random field.". Theory Probab. Math. Stat. 48, pp. 77 - 85, - 1993
        1992
        • Sakhno, L.M. "Local times of a class of random fields.". Theory Probab. Math. Stat. , pp. 117 - 123, - 1992
        1991
        • Sakhno, L.M. "Local times of a class of random fields.". Teor. Veroyatn. Mat. Stat., Kiev 44, pp. 118 - 125, - 1991
        1990
        • Sakhno, L.M. "Local times of homogeneous isotropic random fields of $χ$-square type.". Ukr. Math. J. 42, No.10, pp. 1254 - 1256, - 1990
        • Sakhno, L.M. "Local times of homogeneous isotropic random fields of chi-square type.". Ukr. Mat. Zh. 42, No.10, pp. 1412 - 1415, - 1990

      Фамилия: Сахно
      Имя, отчество: Людмила Михайловна
      Место рождения: Киев, Украина
      Гражданство: Украина
      Адрес:
             Department of Probability Theory, Statistics and Actuarial Mathematics,
             Taras Shevchenko National University of Kyiv,
             Volodymyrska 64, Kyiv 01601, Ukraine
      E-mail: lms@univ.kiev.ua
      Тел.: (+380-44) 431-04-67
      Факс: (+380-44) 431-04-67
      Владение языками:Украинский, русский и английский
      Занимаемая должность:
             Заведующая лабораторией Киевского университета, кафедра теории вероятностей, статистики и актуарно