A. Kuznetsov

activity

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

collaborators

Showing 2021Show all

3 papers · 1 filter

math.NA2021★ 1 cited

Computing the Barnes $G$ -function and the gamma function in the entire complex plane

Alexey Kuznetsov

We present an algorithm for generating approximations for the logarithm of Barnes $G$ -function in the half-plane $R e (z) \geq 3/2$ . These approximations involve only elementary functi…

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 $[0, 1]$ in terms of a Markov process $Y$ , which is a Doob's $h$ transform…

Computing the Barnes G-function and the gamma function in the entire complex plane

Markov limits of steady states of the KPZ equation on an interval

Markov processes related to the stationary measure for the open KPZ equation

Computing the Barnes $G$ -function and the gamma function in the entire complex plane