A. Gnedin

activity

20022008

most citedAsymptotic laws for compositions derived from transformed subordinators

66 citations · 98 across the 19 of their papers we have counts for

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Showing 2007 · math.PRShow all

2 papers · 2 filters

math.PR2007

Optimal Stopping with Rank-Dependent Loss

Alexander V. Gnedin

For $τ$ a stopping rule adapted to a sequence of $n$ iid observations, we define the loss to be $\ex [ q(R_τ)]$, where $R_{j}$ is the rank of the $j$ th observation, and $q$ is a nond…

math.PR2007★ 1 cited

On the number of collisions in $Λ$ -coalescents

Alexander Gnedin, Yuri Yakubovich

We examine the total number of collisions $C_{n}$ in the $Λ$ -coalescent process which starts with $n$ particles. A linear growth and a stable limit law for $C_{n}$ are shown under the…

Optimal Stopping with Rank-Dependent Loss

On the number of collisions in Λ-coalescents

On the number of collisions in $Λ$ -coalescents