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Consider measuring a vector x ∈ R through the inner product with several measurement vectors, a1, a2, . . . , am. It is common in both signal processing and statistics to assume the linear response model yi = 〈ai, x〉+ εi, where εi is a noise term. However, in practice the precise relationship between the signal x and the observations yi may not follow the… (More)

- Elena Yudovina, George Michailidis
- IEEE Trans. Automat. Contr.
- 2015

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 their adoption by consumers and hence enhance their penetration rate, a charging station infrastructure needs to be deployed. This paper studies decentralized policies that… (More)

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 κb and κa such that, for any > 0, only finitely many bid (ask) departures occur at prices below κb− (above κa + ), while the interval (κb + , κa − ) infinitely often contains no bids,… (More)

We consider large-scale service systems with multiple customer classes and multiple server pools; interarrival and service times are exponentially distributed, and mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing choices) form a tree (in the graph with vertices being both customer… (More)

- Elena Yudovina
- 2014

Example 1 (European options). The two most important financial derivatives for this course are the European options. A European call option gives the holder an option, but not the obligation to buy one unit of the stock at time T for a price K. Therefore, its payout at time T is (ST − K)+ = max(ST −K, 0). A European put option gives the holder an option,… (More)

- Elena Yudovina
- 2015

The coordinates are individually normal, E[Xi] = μi, and Cov(Xi, Xj) = Σij (in particular, Var(Xi) = Σii). When the covariance matrix of a multivariate normal is diagonal, i.e. all off-diagonal entries are zero, the coordinates are independent. Conversely, a set of independent normal variables is jointly normal. Any linear transformation of a multivariate… (More)

In [18], the main result was the extension of contra-pointwise contranormal, pointwise meromorphic, completely symmetric random variables. Moreover, this reduces the results of [18] to Minkowski’s theorem. Every student is aware that M → n. Moreover, U. White [18] improved upon the results of J. Perelman by deriving morphisms. Thus recent developments in… (More)

- Elena Yudovina
- 2012

We analyse the steady-state behaviour of two different models with collaborating queues: that is, models in which " customers " can be served by many types of " servers " , and " servers " can process many types of " customers ". The first example is a large-scale service system, such as a call centre. Collaboration is the result of cross-trained staff… (More)

- Alexander L. Stolyar, Elena Yudovina
- 2011 49th Annual Allerton Conference on…
- 2011

We consider large-scale service systems with several customer classes and several server pools. Mean service time of a customer depends both on the customer class and the server type. The routing is restricted to a fixed set of “activities,” i.e. (customer-class, server-type) pairs. We assume that the bipartite graph with vertices being… (More)

1 Introduction The field of dynamical systems studies the long-term behavior of a system that evolves under the repeated application of some transformation. For example, consider the solar system: its time evolution is approximated by Newtonian mechanics and laws of gravitation. The modern theory of dynamical systems originated at the end of the 19th… (More)