Напрямки наукових дослiджень Ю.В. Козаченка: статистичне моделювання

А. О. Пашко; I. В. Розора; О. I. Василик

doi:10.24144/2616-7700.2020.2(37).15-25

Автор(и)

А. О. Пашко Київський нацiональний унiверситет iменi Тараса Шевченка, Ukraine https://orcid.org/0000-0001-6944-8477
I. В. Розора Київський нацiональний унiверситет iменi Тараса Шевченка, Ukraine
О. I. Василик Нацiональний технiчний унiверситет України «Київський полiтехнiчний iнститут iменi Iгоря Сiкорського», Ukraine https://orcid.org/0000-0002-0880-3751

DOI:

https://doi.org/10.24144/2616-7700.2020.2(37).15-25

Ключові слова:

субгауссовi процеси, простори Орлiча, статистичне моделювання, точнiсть, надiйнiсть

Анотація

В роботi висвiтлюються науковi здобутки доктора фiзико-математичних наук професора Юрiя Васильовича Козаченка в галузi статистичного моделювання. Козаченко Ю.В. працював на кафедрi теорiї ймовiрностей, статистики та актуарної математики КНУ iменi Тараса Шевченка. Професор Козаченко Ю.В. стояв бiля витокiв статистичного моделювання в Київському унiверситетi. Козаченко Ю.В. та його учнями розробленi науковi основи теорiї моделювання гауссових та близьких до них випадкових процесiв i полiв в рiзних функцiональних просторах iз заданими точнiстю i надiйнiстю. При розробцi методiв статистичного моделювання значна увага придiлялась дослiдженню збiжностi статистичних моделей випадкових процесiв та полiв в рiзних функцiональних просторах. До результатiв наукової школи Козаченка Ю.В. належить i розробка теорiї функцiональних просторiв випадкових величин. Значне мiсце в цих дослiдженнях займають простори Орлiча.

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