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math.PR2019
Self-intersection local times of random fields in stochastic flows
Andrey Dorogovtsev, Alexander Gnedin, Olga Izyumtseva
In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depe…
math.PR2019
Asymptotics and Renewal Approximation in the Online Selection of Increasing Subsequence
Alexander Gnedin, Amirlan Seksenbayev
We revisit the problem of maximising the expected length of increasing subsequence that can be selected from a marked Poisson process by an online strategy. Resorting to a natural…