The only daughter of Soviet dictator Josef Stalin, Lana Peters, who died last week at the age of 85, caused a sensation when she defected to the United States at the height of the Cold War. Her notoriety helped turn her into a bestselling author when she subsequently published her memoirs. Those who knew her, however, say she struggled all her life between her desire for privacy and the unwanted publicity that engulfed her because of her infamous father.