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math.PR2026
Asymptotic optimality of dynamic first-fit packing on the half-axis
Philip A. Ernst, Alexander L. Stolyar, Jixin Wang
We revisit a classical problem in dynamic storage allocation. Items arrive in a linear storage medium, modeled as a half-axis, at a Poisson rate and depart after an independent…
math.PR2025
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: The correlated case
Soukaina Douissi, Philip Ernst, Frederi Viens
We study the continuous-time version of the empirical correlation coefficient between the paths of two possibly correlated Ornstein-Uhlenbeck processes, known as Yule's nonsense co…