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Leonenko Nikolai Nikolaevich

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Leonenko Nikolai Nikolaevich (born 1 September 1951) is a professor in the school of mathematics at Cardiff University.[1] Prof. N.N. Leonenko has developed an extensive and productive program of research in stochastic processes and random fields with over 250 publications, including two monographs[2] [3]. His works have over 4,000 citations on Google Scholar.[4] His most cited (over 500 times) paper[5] on Leonenko-Kozachenko statistical estimate of Shannon entropy of a random vector has had a broad impact in the variety of fields, and the estimate is currently used in medical and physical equipment.

His recent focus[6] has been on the development of the Fourth Moment Theorems for Markov chaos, the limit theorems and intermittency for a classes of ambit processes such as supOU and trawl processes, the non-local or anomalous and/or fractional diffusion, the continuous time random walk (CTRW) models for fractional diffusion, modelling of monofractal and multifractal stochastic systems, spectral analysis of random processes and fields, homogenization and renormalization of partial differential equations with random data, limit theorems and statistical analysis for random fields and their applications to data arising in neuroscience, econometrics, astrophysics and finance.

He received a PhD degree in 1976 on the topic "Central limit theorem for random fields and some problems of statistics". He also received a Science Doctor Degree (Habilitation) in 1990 on the topic "Limit theorems for functionals of homogeneous isotropic random fields and related topics".[7]

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Nikolai Leonenko[edit]

Nikolai Leonenko, added independent links + link to Ukranian wiki about N. Leonenko[edit]


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  1. "Professor Nikolai Leonenko". Cardiff University. Retrieved 19 July 2019.
  2. Ivanov, A.; Leonenko, N. (1989). Statistical Analysis of Random Fields. Kluwer. Search this book on
  3. Leonenko, Nikolai (1999). Limit Theorems for Random Fields with Singular Spectrum. Kluwer. Search this book on
  4. "Scholar profile of N.N. Leonenko". Google Scholar.
  5. LF Kozachenko and NN Leonenko (1987). "Sample estimate of the entropy of a random vector". Problemy Peredachi Informatsii. 23 (2): 9–16.
  6. "Recent publications of N.N. Leonenko". Cardiff University. Retrieved 19 July 2019.
  7. "Biography of N.N. Leonenko". Cardiff University. Retrieved 19 July 2019.