activity
20092018
most citedHigh-dimensional estimation with geometric constraints

57 citations · 110 across the 8 of their papers we have counts for

collaborators

10 papers

math.CO2018★ 5 cited

An affine generalization of evacuation

M. Chmutov, G. Frieden, D. Kim +2

We establish the existence of an involution on tabloids that is analogous to Schutzenberger's evacuation map on standard Young tableaux. We find that the number of its fixed points…

math.CO2015

Matrix-Ball Construction of affine Robinson-Schensted correspondence

Michael Chmutov, Pavlo Pylyavskyy, Elena Yudovina

In his study of Kazhdan-Lusztig cells in affine type , Shi has introduced an affine analog of Robinson-Schensted correspondence. We generalize the Matrix-Ball Construction of Vi…

q-fin.TR2015

A Markov model of a limit order book: thresholds, recurrence, and trading strategies

Frank Kelly, Elena Yudovina

We analyze a tractable model of a limit order book on short time scales, where the dynamics are driven by stochastic fluctuations between supply and demand. We establish the existe…

math.PR2014★ 57 cited

High-dimensional estimation with geometric constraints

Yaniv Plan, Roman Vershynin, Elena Yudovina

Consider measuring an n-dimensional vector x through the inner product with several measurement vectors, a_1, a_2, ..., a_m. It is common in both signal processing and statistics t…

math.PR2013★ 1 cited

Lecture Notes on Random Matrix Theory

Vladislav Kargin, Elena Yudovina

Brief lecture notes for a course about random matrices given at the University of Cambridge.

math.OC2013

Socially optimal charging strategies for electric vehicles

Elena Yudovina, George Michailidis

Electric vehicles represent a promising technology for reducing emissions and dependence on fossil fuels and have started entering different automotive markets. In order to bolster…

math.PR2012★ 8 cited

A simple model of a limit order book

Elena Yudovina

We formulate a simplified model of a limit order book, in which the arrival process is independent of the current state. We prove a phase transition result: there exist prices $κ_b…

math.PR2012★ 21 cited

Tightness of invariant distributions of a large-scale flexible service system under a priority discipline

Alexander Stolyar, Elena Yudovina

We consider large-scale service systems with multiple customer classes and multiple server pools; interarrival and service times are exponentially distributed, and mean service tim…

math.PR2010★ 15 cited

Systems with large flexible server pools: Instability of "natural" load balancing

Alexander L. Stolyar, Elena Yudovina

We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server po…

math.RT2009★ 3 cited

Introduction to representation theory

Pavel Etingof, Oleg Golberg, Sebastian Hensel +4

These are lecture notes that arose from a representation theory course given by the first author to the remaining six authors in March 2004 within the framework of the Clay Mathema…