139 citations · 575 across the 36 of their papers we have counts for
4 papers · 1 filter
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…
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…
Approximating Lévy processes with completely monotone jumps
Daniel Hackmann, Alexey Kuznetsov
Lévy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on Lévy processes (such as…
New families of subordinators with explicit transition probability semigroup
James Burridge, Mateusz Kwaśnicki, Alexey Kuznetsov +1
There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its Lévy measure and Lap…