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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

prob.stat.act@gmail.com, probability@univ.kiev.ua
Tel/Fax: +38 (044) 259 03 92

   

Olga Vasylyk


Courses taught:

Course nameSpecialityYear of study
Planning sample surveysStatistics Actuarial and Financial Mathematics Bachelor - 4
Actuarial MathematicsStatistics Bachelor - 4
The sample surveyActuarial and Financial Mathematics / Correspondence DepartmentMaster - 1
The sample surveyActuarial and Financial Mathematics Master - 1
Survey samplingStatistics Master - 2


Education:
  • Candidate of Sciences in Physics and Mathematics (Ph.D.), Taras Shevchenko National University of Kyiv, Ukraine, 2003. Thesis title: Random processes from the classes V(phi,psi).
  • University degree: Diploma of Higher Education, Taras Shevchenko National University of Kyiv, Ukraine. 1997. Specialty: Theory of Probability and Mathematical Statistics.
  • Diploma of Higher Education, Ukrainian Radiological Training Center, Kyiv, Ukraine. 1997. Specialty: Radioecology.
Employment:
  • Engineer, Department of Probability Theory and Mathematical Statistics, Taras Shevchenko National University of Kyiv, November 2000 - September 2001
  • Assistant Professor, Department of Probability Theory and Mathematical Statistics, Taras Shevchenko National University of Kyiv, September 2001 - November 2006
  • Docent, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, since November 2006
Areas of research and interest:
  • Analytical properties of phi-sub-Gaussian random processes (estimates of distribution of suprema, sample paths continuity, weak convergence in weighted spaces, simulation of random processes)
  • Survey sampling theory and methodology
Professional Activities:
  • Teaching experience

    • Courses of lectures and practical lessons

      • Actuarial mathematics
      • Computer statistics
      • Mathematical models in insurance
      • Survey sampling theory and methodology
      • phi-sub-Gaussian random processes

    • Practical lessons

      • Discrete Mathematics
      • Financial analysis
      • Mathematical Statistics
      • Operation Research
      • Probability Theory

  • Current activities

    • Member of the Steering Committee of the Baltic-Nordic-Ukrainian Network on Survey Statistics (http://wiki.helsinki.fi/display/BNU/Home), since 2007
    • Member of the Editorial board of the journal In the World of Mathematics (http://www.probability.univ.kiev.ua/WorldMath/mathw.html), since 2007
    • Country representative in the International Association of Survey Statisticians (http://isi.cbs.nl/iass/allUK.htm), since 2009

  • Past activities

    • Secretary of the journal In the World of Mathematics, 20022007
    • Secretary of the Organizing Committee of the International Conference "Modern Stochastics: Theory and Applications", Kyiv, Ukraine, June 2006
    • Member of the Organizing and Programme Committees of the Baltic-Nordic-Ukrainian Summer School on Survey Statistics, Kyiv, Ukraine, August 2009

Societies:
  • International Association of Survey Statisticians (IASS)
Grants
  • TEMPUS-TACIS JEP-10353-97 Statistical Aspects of Economics, 1998-2000.
  • TEMPUS-TACIS NP 22012-2001.
  • Tempus-Tacis Network Project NP-22012-2001 "Improvement of Education in Statistical Applications in Economics", 2002-2004.
  • NATO Collaborative linkage grant PST.CLG.980408 Fractional Calculus and Related Stochastic Processes and Equations(2003-2005).
  • Grant of the Swedish Institute for study visit at Umeå University, Sweden, February 24 - March 17, 2010.
Awards and Fellowships
  • Letter of Commendation of Ukrainian National Academy of Sciences, 2001
  • Taras Shevchenko National University award in nomination Young scientists for scientific papers, 2007

Conferences

  • International Conference "Probability, Reliability and Stochastic Optimization", Kyiv, Ukraine (2015)
    Title of the talk: Simulation of phi-SubGaussian Processes
  • Workshop of BNU Network in Survey Statistics, Tallinn, Estonia (2014)
    Title of the talk: Dealing with zeroes in Ukrainian business surveys
  • Summer School of Baltic-Nordic-Ukrainian Network on Survey Statistics, Minsk, Belarus (2013)
    Title of the talk: Using robust regression for capital expenditure estimation
  • International Conference Modern Stochastics: Theory and Applications III, Kyiv, Ukraine (2012)
    Title of the talk: Simulation of the stationary random sequences
  • Workshop on Sample Survey Theory and Methodology, Vilnius, Lithuania (2010)
    Title of the talk: Models in sample surveys: an advanced course for master students
  • Baltic-Nordic-Ukrainian Summer School on Survey Statistics, Kyiv, Ukraine (2009)
    Title of the talk: Teaching survey sampling theory and methodology with a Ukrainian perspective
  • Workshop on Survey Sampling Theory and Methodology, Estonia (2008)
    Title of the talk: Renewal of a course on Survey Sampling at Kyiv University for speciality Statistics
  • International summer school Insurance and finance: science, ractice and education , Foros (Crimea, Ukraine) (2006)
    Title of the talk: On wavelet expansion of the processes of fractional Brownian motion
  • Workshop on Survey Sampling Theory and Methodology, Ventspils, Latvia (2006)
    Title of the talk: Statistical Analysis of a Sample of Small-Scale Enterprises
  • The 4th Conference in Actuarial Science & Finance in Samos, Greece (2006)
    Title of the talk: Simulation of generalized fractional Brownian motion
  • Workshop on Sample Survey Theory and Methodology, Vilnius, Lithuania (2005)
    Title of the talk: Teaching survey sampling theory and methodology at Kyiv National Taras Shevchenko University (Ukraine): problems and perspectives
  • International Conference Modern Problems and New Trends in Probability Theory, Chernivtsi, Ukraine (2005)
    Title of the talk: Lipschitz conditions and continuity of the phi-subgaussian random processes

Publications

  • Monographs
    • Vasylyk, O. I.; Kozachenko, Yu. V.; Yamnenko, R. E. "$φ$-sub-Gaussian random processes.". Kyïv: Vydavnycho-Poligrafichnyĭ Tsentr, Kyïvskyĭ Universytet, 231 p. - 2008

  • Textbooks and tutorials
    • .. , .., .. , .. , .. , .. "I I i i i ". ., -ii i, 84 p. - 2014
    • O.I. Vasylyk, T.O. Yakovenko "Lectures on Theory and Methods of Sample Surveys". Kyïv: Vydavnycho-Poligrafichnyĭ Tsentr, Kyïvskyĭ Universytet, 208 p. - 2010
    • .., .. " : ". . : - " ", 208 p. - 2010
    • .., .., .., .. " : ". .: " ", 60 p. - 2008
    • .., .., .. " ". .: , 71 p. - 2008
    • .., .., ̳ .., .. " ". - , 91 p. - 2006
    • .., .., .. " ". - , 48 p. - 2006
    • ., .. " .". .: ³є, 16 p. - 2003

  • Articles
    • 2014
      • .., .. " ". . , No. 1, pp. 72 - 79, - 2014
      • Ianevych T., Vasylyk O. "Dealing with zeroes in Ukrainian business surveys". Proceedings of the Workshop of BNU Network in Survey Statistics, Tallinn, Estonia, pp. 44 - 47, - 2014
      2013
      • Ianevych T., Vasylyk O. "Using robust regression for capital expenditure estimation". Proceedings of the Summer School of Baltic-Nordic-Ukrainian Network on Survey Statistics, Minsk, Belarus, pp. 69 - 74, - 2013
      2011
      • Yuriy Kozachenko, Tommi Sottinen and Olga Vasylyk "Lipschitz conditions for $\text{Sub}_φ(Ω)$ -processes and applications to weakly self-similar processes with stationary increments". Theor. Probability and Math. Statist. 82, pp. 57 - 73, - 2011
      2009
      • Vasylyk, O.I.; Kozachenko, Yu.V.; Yakovenko, T.O. "Simulation of stationary random sequences.". Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, pp. 7 - 10, - 2009
      2007
      • Yamnenko, Rostyslav; Vasylyk, Olga "Random process from the class $V(φ,ψ)$: exceeding a curve. ". Theory Stoch. Process. 13, No. 29, Part 4, pp. 219 - 232, - 2007
      • Yamnenko, R.E.; Vasylyk, O.I. "Some properties of random Poisson sums with $ϕ$-sub-Gaussian terms.". Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 1, pp. 133 - 148, - 2007
      2006
      • Kozachenko, Yuriy; Vasylyk, Olga "Simulation of fractional Brownian motion with given reliability and accuracy in $C([0,1])$.". Theory Stoch. Process. 12, No. 28, Part 3-4, pp. 55 - 62, - 2006
      • Kozachenko, Yu.V.; Perestyuk, M.M.; Vasylyk, O.I. "On uniform convergence of wavelet expansions of $φ$-sub-Gaussian random processes.". Random Oper. Stoch. Equ. 14, No. 3, pp. 209 - 232, - 2006
      • Honchar O., Kravtsova N., Vasylyk O. "Statistical Analysis of a Sample of Small-Scale Enterprises". Proceedings of the Workshop on Survey Sampling Theory and Methodology, - 2006
      2005
      • Vasylyk, Olga; Kozachenko, Yuriy; Yamnenko, Rostyslav "Upper estimate of overrunning by $\text{Sub}_φ(Ω)$ random process the level specified by continuous function. ". Random Oper. Stoch. Equ. 13, No. 2, pp. 111 - 128, - 2005
      • Kozachenko, Yuriy; Sottinen, Tommi; Vasylyk, Olga "Simulation of weakly self-similar stationary increment $\text{SSub}_φ(Ω)$ - processes: A series expansion approach.". Methodol. Comput. Appl. Probab. 7, No. 3, pp. 379 - 400, - 2005
      2004
      • Kozachenko, Yurij V.; Vasylyk, Olga I. "Sample paths continuity and estimates of distributions of increments of separable stochastic processes from the class $V(φ,ψ)$ defined on a compact set. ". Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 2, pp. 45 - 50, - 2004
      2003
      • Kozachenko, Yuriy; Vasylyk, Olga; Yamnenko, Rostislav "On the probability of exceeding some curve by $φ$-subGaussian random process.". Theory Stoch. Process. 9(25), No. 3-4, pp. 70 - 80, - 2003
      2002
      • Kozachenko, Yu.; Vasylyk, O.; Sottinen, T. "Path space large deviations of a large buffer with Gaussian input traffic.". Queueing Systems Theory Appl. 42, pp. 113 - 129, - 2002
      • Kozachenko, Yu.; Vasylyk, O.; Sottinen, T. "Path space large deviations of a large buffer with Gaussian input traffic.". Queueing Syst. 42, No. 2, pp. 113 - 129, - 2002
      2001
      • Kozachenko, Yu.; Sottinen, T.; Vasylyk, O. "Self-similar processes with stationary increments from the space $\text{SSub}_φ(Ω)$.". Teor. Jmovirn. Mat. Stat. 65, pp. 67 - 78, - 2001
      • Kozachenko, Yu.V.; Vasylyk, O.I. "Stochastic processes of the classes $V(φ,ψ)$.". Theory Probab. Math. Stat. 63, pp. 109 - 121, - 2001
      2000
      • Kozachenko, Yu.V.; Vasylyk, O.I. "On the distribution of suprema of random processes from the space $\text{Sub}_φ(Ω)$.". Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2000, No.6, pp. 18 - 21, - 2000
      1998
      • Vasylyk, O. "Conditions for boundedness of the supremum of a stochastic process from the space $\text{Sub}_φ(Ω)$. ". Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 1998, No.1, pp. 8 - 11, - 1998

    First name: Olga
    Surname: Vasylyk
    Citizenship: Ukraine
    Address:
    Department of Probability Theory, Statistics and Actuarial Mathematics,
    Taras Shevchenko National University of Kyiv,
    Volodymyrska 64, Kyiv 01601, Ukraine
    E-mail: ovasylyk@univ.kiev.ua
    Tel: (+380-44) 259-03-92
    Fax: (+380-44) 259-03-92
    Languages: Ukrainian, Russian and English
    Current position:
    Doctoral candidate, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, since November 2006