Mykola Leonenko

Mykola Leonenko who worked for many years in Ukraine being a Professor of Taras Shevcenko National University of Kyiv, is now a Professor in the School of Mathematics at Cardiff University. He is a prominent specialist in probability theory and mathematical statistics whose work has led to fundamental results and significant advances in several areas of stochastic analysis. His research spans spectral and statistical analysis of random fields, limit theorems for weakly and strongly dependent random fields, long-range dependence, fractional and multifractal models, non-local operators and stochastic processes, ambit stochastics, entropy estimation, and Malliavin-Stein methods. He is the author of more than 290 scientific publications and two monographs, Statistical Analysis of Random Fields (1989, with A.V. Ivanov) and Limit Theorems for Random Fields with Singular Spectrum (1999).

Among his best-known contributions is the Kozachenko-Leonenko estimator for the Shannon entropy of a random vector, which has become widely used in statistics, information theory, data analysis, and related applications. His research has attracted broad international recognition and has been developed in collaboration with leading probabilists and statisticians worldwide. He has also supervised 20 PhD students, many of whom now work at universities in different countries. His scientific achievements were recognized, in particular, by the N. M. Krylov Medal of the Academy of Sciences of Ukraine.

You can watch an insightful interview with Professor Mykola Leonenko on YouTube. English / machine-translated subtitles are available in the video settings.