Curriculum Vitae

Сахно Л.М.

Особиста інформація

Сахно Людмила Михайлівна

• ORCID
• Scopus | Web of Science

• У 1987 закінчила Київський університет (кафедра теорії ймовірностей та математичної статистики)
  
• Кандидат фізико-математичних наук (теорія ймовірностей та математична статистика), 1992, Київський університет
  
• Доктор фізико-математичних наук (теорія ймовірностей та математична статистика), 2013, Київський університет
  

• Асимптотичні методи в теорії випадкових процесів й полів та їх застосування у статистиці
  
• Граничні теореми для функціоналів від однорідних ізотропних випадкових полів із слабкою та сильною залежністю
  
• Спектральний аналіз випадкових полів
  
• Статистичні задачі для випадкових процесів та полів із довгостроковою залежністю
  

• TEMPUS-TACIS grant JEP-10353-97 “Statistical Aspects of Economics” (1998-2000);
  
• NATO Collaborative linkage grant PST.CLG.976361 “Random Fields with Long-Range Dependence and Related Topics” (2001-2003);
  
• NATO Collaborative linkage grant PST.CLG.980408 “Fractional Calculus and Related Stochastic Processes and Equations”(2003-2005);
  
• ARC Large Grant A10024117 “Stochastic analysis of long-range dependent multifractals” (2000-2001);
  
• ARC Discovery Grant DP0345577 “Statistical estimation and approximation of anomalous diffusions”(2003-2004);
  
• Research European project Multifractionality , Grant Agreement N. 230804, “Multi-parameter Multi-fractional Brownian Motion”, International Research Staff Exchange (IRSES), 2009-2012.
  

Конференції, семінари, воркшопи

• International Conference Modern Stochastics: Theory and Applications V, Kyiv, Ukraine (2021)
  Назва доповіді: 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)
  Назва доповіді: 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)
  Назва доповіді: 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)

Публікації

Підручники і навчальні посібники

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

Статті

2023
• L.Sakhno "Estimates for distributions of suprema of spherical random fields". Statistics, Optimization & Information Computing, Vol.11, Iss.2 pp. 186 - 195, - 2023
• L.Sakhno "Investigation of Airy equations with random initial conditions". Electronic Communications in Probability, Vol.28, article no. 16, pp. 1 - 14, - 2023
• O. Hopkalo, L. Sakhno, O. Vasylyk "Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields". Austrian Journal of Statistics, Vol. 52 (SI), pp. 54 - 70, - 2023
2022
• M. D"Ovidio, E. Orsingher, L. Sakhno "Models of space-time random fields on the sphere". Modern Stochastics: Theory and Applications, Vol.9, Iss.2 pp. 139 - 156, - 2022
• O.M. Hopkalo, L.M. Sakhno, O.I. Vasylyk "Properties of solutions to linear KdV equations with phi-sub-Gaussian initial conditions.". Bulletin of Taras Shevchenko National Universiry of Kyiv. Series: Physics & Mathematics, Vol.2, Iss. pp. 11 - 19, - 2022
• L.M.Sakhno "Some applications of generalized fractional derivatives". Bulletin of Taras Shevchenko National Universiry of Kyiv. Series: Physics & Mathematics, Vol.2, Iss. pp. 28 - 34, - 2022
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
• Василик О.I., Мiшура Ю.С., Моклячук М.П., Перестюк М.О., Розора I.В., Сахно Л.М., Ямненко Р.Є. "Професор Ю.В. Козаченко (01.12.1940 – 05.05.2020) – видатний вчений і педагог". Вiсник Київського нацiонального унiверситету iменi Тараса Шевченка Серiя: фiзико-математичнi науки, Vol.2020, Iss.3 pp. 9 - 29, - 2020
2019
• Buchak K.V., Sakhno L.M. "On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators". Theor. Probability and Math. Statist. , Vol.98, Iss. pp. 91 - 104, - 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
• Buchak K., Sakhno L. "Properties of Poisson processes directed by compound Poisson-Gamma subordinators". Modern Stochastics: Theory and Applications, Vol.5, Iss.2 pp. 167 - 189, - 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
2014
• Sakhno L. "Asymptotics for functionals of powers of a periodogram". Modern Stochastics: Theory and Applications, Vol.1, Iss.2, pp. 181 - 194, - 2014
• L.Sakhno "Minimum Contrast Method for Parameter Estimation in the Spectral Domain. ". In: Korolyuk, V., Limnios, N., Mishura, Y., Sakhno, L., Shevchenko, G. (eds) Modern Stochastics and Applications. Springer Optimization and Its Applications, vol 90. Springer, Cham., pp. 319 - 336, - 2014
2012
• Leonenko N., Sakhno L. "On Spectral Representations of Tensor Random Fields on the Sphere, Vol.30 ". Stochastic Analysis and Applications, Vol.30, Iss. pp. 44 - 66, - 2012
• Сахно Л. "Дослідження інтегралів від квадрату періодограми та їх застосування до статистичного параметричного оцінювання ". Вісник Київського національного університету імені Тараса Шевченка. Серія: Фізико-математичні науки, Vol.2, Iss. 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
• Beghin, L., Kozachenko, Yu., Orsingher, E., Sakhno, L. "On the solutions of linear odd-order heat-type equations with random initial conditions". Journal of Statistical Physics, Vol.127, Iss.4 pp. 721 - 739, - 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 Oper. Stoch. Equ. , Vol.10, Iss.4 pp. 301 - 320, - 2002
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