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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


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, November 2006 - November 2015
  • Research Fellow, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, December 2015 - November 2019
  • Junior Resercher (half-time), Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, since December 2019
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
    • 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”, 2002–2007
    • Member of the Editorial board of the journal “In the World of Mathematics” (http://www.probability.univ.kiev.ua/WorldMath/mathw.html), 2007-2016
    • 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 Schools on Survey Statistics, Kyiv, Ukraine, 2009, 2016

Societies:
  • International Statistical Institute (ISI)
  • International Association of Survey Statisticians (IASS)
  • European Women in Mathematics (EWM)
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
Profiles in scientific & bibliographic databases:

Conferences

  • 2019 IEEE International Conference on Advanced Trends in Information Theory, Kyiv, Ukraine (2019)
    Title of the talk: Analysis of simulation methods for fractional Brownian motion in the problems of intelligent systems design
  • International Scientific-Practical Conference Problems of Infocommunications, Science and Technology, Kyiv, Ukraine (2019)
    Title of the talk: Statistical simulation of size behavior for TCP windows
  • International Conference «Banach Spaces and their Applications», Lviv, Ukraine (2019)
    Title of the talk: Banach space of φ-sub-Gaussian random variables and its application to the study of heat-type equations
  • International Conference “Modern Stochastics: Theory and Applications. IV”, Kyiv, Ukraine (2018)
    Title of the talk: Accuracy of Simulation of Fractional Brownian Motion in Orlicz Spaces
  • Workshop of the Baltic-Nordic-Ukrainian Network on Survey Statistics, Jelgava, Latvia (2018)
    Title of the talk: Modelling of Survey Data
  • International Conference: Stochastic Equations, Limit Theorems and Statistics of Stochastic Processes”, Kyiv, Ukraine (2018)
    Title of the talk: Simulation of fractional Brownian motion with given reliability and accuracy in the space C([0,T])
  • ХХІV Всеукраїнська наукова конференція "Сучасні проблеми прикладної математики та інформатики", Львів, Україна (2018)
    Title of the talk: Using spectral representation for simulation of fractional Brownian motion in C([0,1])
  • Всеукраїнська наукова конференція “Сучасні проблеми теорії ймовірностей та математичного аналізу”, Ворохта, Україна (2017)
    Title of the talk: Strictly sub-Gaussian quasi shot noise processes
  • International Conference on Differential Equations, Mathematical Physics and Applications, Cherkasy, Ukraine (2017)
    Title of the talk: Accuracy of simulation of fractional Brownian motion in Lp([0, T]) and C([0, T])
  • 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 Зовнішнє посилання

  • Textbooks and tutorials
    • О.І. Василик, М.В.Карташов, В.П. Кнопова, К.В. Ральченко, А.Ю. Рижов, Г.М. Шевченко "МЕТОДИЧНI ВКАЗIВКИ до лабораторних та самостiйних робiт з дисциплiни “Математична статистика”". К., Видавничо-полiграфiчний центр «Київський унiверситет», 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
    • Василик О.І., Яковенко Т.О. "Лекції з теорії і методів вибіркових обстежень: навчальний посібник". К. : Видавничо-поліграфічний центр "Київський університет", 208 p. - 2010
    • Василик О.І., Карташов М.В., Шевченко Г.М., Ямненко Р.Є. "Теорія ймовірностей: Методичні вказівки до лабораторних та самостійних робіт". К.: ВПЦ "Київський університет", 60 p. - 2008
    • Василик О.І., Розора І.В., Ямненко Р.Є. "Завдання до лабораторних занять з курсу “Математична статистика”". К.: ЕМЦ, 71 p. - 2008
    • Борисенко О.Д., Василик О.І., Мішура Ю.С., Радченко В.М. "Збірник задач з фінансової математики". Редакційно-видавничий центр Київського університету, 91 p. - 2006
    • Василик О.І., Карташов М.В., Кушніренко С.В. "Завдання до практичних занять з дисципліни „Математична статистика”". Редакційно-видавничий центр Київського університету, 48 p. - 2006
    • Василик О.І, Карташов М.В. "Завдання до лабораторних занять з курсу “Математична статистика”.". К.: Видавництво “ТВіМС”, 16 p. - 2003

  • Articles
    • 2020
      • Yuriy Kozachenko, Enzo Orsingher, Lyudmyla Sakhno, Olga 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
      2019
      • Василик О.І. "Властивостi строго φ-субгауссових процесiв квазi-дробового ефекту". Теорія ймовірностей та математична статистика, Вип.101, pp. 49 - 62, - 2019
      • Василик О.І. "Оцiнювання розподiлу супремуму строго φ-субгауссового процесу квазiдробового ефекту". Вісник Київського національного університету імені Тараса Шевченка. Серія: фізико-математичні науки, №2, pp. 7 - 16, - 2019
      2018
      • Yuriy Kozachenko, Anatolii Pashko and Olga Vasylyk "Simulation of generalized fractional Brownian motion in C([0, T])". Monte Carlo Methods Appl. , Vol.24, Iss.3 pp. 179 - 192, - 2018
      • Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk "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
      • Olga Vasylyk and Tetiana Ianevych "An overview of “Cross-cultural Survey Guidelines”.". The Survey Statistician, pp. 32 - 34, - 2018
      • A.O. Pashko, O.I. Vasylyk "Using spectral representation for simulation of fractional Brownian motion in C([0,1])". ХХІV Всеукраїнська наукова конференція "Сучасні проблеми прикладної математики та інформатики". Збірник наукових праць., pp. 116 - 120, - 2018
      • Козаченко Ю.В., Василик О.І. "Рівномірна збіжність вейвлет-розкладів випадкових процесів з класів V(phi,psi)". Науковий вісник Ужгородського університету. Сер. матем. і інформ., pp. 108 - 115, - 2018
      • A.О. Pashko, O.I.Vasylyk "Simulation of fractional Brownian motion basing on its spectral representation". Theory of Stochastic Processes, Vol.23 (39, Iss.1 pp. 73 - 81, - 2018
      2017
      • Olga Vasylyk "Strictly phi-sub-Gaussian quasi shot noise processes". Statistics, Optimization and Information Computing, Vol. 5, pp. 109 - 120, - 2017
      • Ю.В. Козаченко, А.О. Пашко, О.І. Василик "Моделювання дробового броунiвського руху в просторi Lp([0, T])". Теорія ймовірностей та математична статистика, Вип. 97, pp. 118 - 130, - 2017
      2014
      • Василик О.І., Яневич Т.О. "Використання моделей у вибіркових обстеженнях". Прикладна статистика. Актуарна та фінансова математика, 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 Ol’ga 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 Зовнішнє посилання
      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 Зовнішнє посилання
      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 Зовнішнє посилання
      • 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 Зовнішнє посилання
      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 Зовнішнє посилання
      • 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 Зовнішнє посилання
      • 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 Зовнішнє посилання
      • 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 Зовнішнє посилання
      2004
      • Kozachenko, Yurij V.; Vasylyk, Ol’ga 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 Зовнішнє посилання
      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 Зовнішнє посилання
      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 Зовнішнє посилання
      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 Зовнішнє посилання
      • Kozachenko, Yu.V.; Vasylyk, O.I. "Stochastic processes of the classes $V(φ,ψ)$.". Theory Probab. Math. Stat. 63, pp. 109 - 121, - 2001 Зовнішнє посилання
      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 Зовнішнє посилання
      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 Зовнішнє посилання

    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, English, Polish
    Current position:
    Junior Resercher, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv