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20072023
most citedWiener-Hopf factorization and distribution of extrema for a family of Lévy processes

139 citations · 575 across the 36 of their papers we have counts for

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24 papers · 1 filter

math.PR2021★ 23 cited

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…

math.PR2021★ 35 cited

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…

math.PR2018

On free regular and Bondesson convolution semigroups

Alexey Kuznetsov

Free regular convolution semigroups describe the distribution of free subortinators, while Bondesson class convolution semigroups correspond to classical subordinators with complet…

math.PR2015

Spectral analysis of stable processes on the positive half-line

Alexey Kuznetsov, Mateusz Kwasnicki

We study the spectral expansion of the semigroup of a general stable process killed on the first exit from the positive half-line. Starting with the Wiener-Hopf factorization we ob…

math.PR2014

Strongly reinforced Pólya urns with graph-based competition

Remco van der Hofstad, Mark Holmes, Alexey Kuznetsov +1

We introduce a class of reinforcement models where, at each time step , one first chooses a random subset of colours (independent of the past) from colours of balls, a…

math.PR2014★ 12 cited

On free stable distributions

Takahiro Hasebe, Alexey Kuznetsov

We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Me…