139 citations · 575 across the 36 of their papers we have counts for
44 papers
On ordered beta distribution and the generalized incomplete beta function
Mayad Al-Saidi, Alexey Kuznetsov, Mikhail Nediak
Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them wi…
On the Barnes double gamma function
Shahen Alexanian, Alexey Kuznetsov
We aim to achieve the following three goals. First of all, we collect all known definitions, transformation properties and functional identities of Barnes double gamma function $G(…
Computing the Barnes -function and the gamma function in the entire complex plane
Alexey Kuznetsov
We present an algorithm for generating approximations for the logarithm of Barnes -function in the half-plane . These approximations involve only elementary functi…
Markov limits of steady states of the KPZ equation on an interval
Wlodek Bryc, Alexey Kuznetsov
This paper builds upon the research of Corwin and Knizel who proved the existence of stationary measures for the KPZ equation on an interval and characterized them through a Laplac…
Markov processes related to the stationary measure for the open KPZ equation
Wlodek Bryc, Alexey Kuznetsov, Yizao Wang +1
We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval in terms of a Markov process , which is a Doob's transform…
On the rate of convergence of the Gaver-Stehfest algorithm
Alexey Kuznetsov, Justin Miles
The Gaver-Stehfest algorithm is widely used for numerical inversion of Laplace transform. In this paper we provide the first rigorous study of the rate of convergence of the Gaver-…