57 citations · 110 across the 8 of their papers we have counts for
5 papers · 1 filter
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…
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.
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…
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…
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…