Professor Alexander GnedinProfessor in Applied ProbabilityEmail: a.gnedin@qmul.ac.ukTelephone: +44 (0)20 7882 5498Room Number: Mathematical Sciences Building, Room: MB-424Office Hours: Tuesday: 13.30 - 15.30, also by email appointment.ProfilePublicationsProfileProfessor Gnedin researches combinatorial models of applied probability and their connection with continuous-time and space random processes such as Brownian motion and Levy processes. He also works with leading banks and cooperates with them on applications of rigorous mathematical methods.ResearchPublications Farber M, Gnedin A, Mannan W (2024). A random graph growth model Bulletin of the London Mathematical Society nameOfConference. 10.1112/blms.12957 https://qmro.qmul.ac.uk/xmlui/handle/123456789/92089 Gnedin A, Stark D (2023). Random permutations and queues Advances in Applied Mathematics nameOfConference. 10.1016/j.aam.2023.102549 https://qmro.qmul.ac.uk/xmlui/handle/123456789/87848 Gnedin A, Kozieł P, Sulkowska M (2022). Running minimum in the best-choice problem Extremes nameOfConference. 10.1007/s10687-022-00457-3 https://qmro.qmul.ac.uk/xmlui/handle/123456789/91842 Gnedin A, Derbazi Z (2022). Trapping the Ultimate Success Mathematics nameOfConference. 10.3390/math10010158 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/76572 Gnedin A (2021). The best choice problem with random arrivals: how to beat the 1=e-strategy Stochastic Processes and their Applications nameOfConference. 10.1016/j.spa.2021.12.008 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/75838 Gnedin A, Seksenbayev A (2021). Diffusion approximations in the online increasing subsequence problem Stochastic Processes and their Applications nameOfConference. 10.1016/j.spa.2021.06.001 https://qmro.qmul.ac.uk/xmlui/handle/123456789/72956 Gnedin A (2021). Asymptotics and Renewal Approximation in the Online Selection of Increasing Subsequence Bernoulli: a journal of mathematical statistics and probability nameOfConference. 10.3150/20-BEJ1294 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/70352 Gnedin A (2021). On sequential selection and a first passage problem for the Poisson process Electronic Communications in Probability nameOfConference. 10.1214/21-ECP377 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/70351 Gnedin A, SEKSENBAYEV A (2020). Diffusion Limits in the Online Subsequence Selection Problems Dagstuhl Reports nameOfConference. 10.4230/LIPIcs.AofA.2020.14 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/65341 Gnedin A, Seksenbayev A (2020). Diffusion Limits in the Online Subsequence Selection Problems Leibniz International Proceedings in Informatics, LIPIcs nameOfConference. 10.4230/LIPIcs.AofA.2020.14 qmroHref Gnedin A, Iksanov A (2020). On nested infinite occupancy scheme in random environment Probability Theory and Related Fields nameOfConference. 10.1007/s00440-020-00963-0 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/62967 GNEDIN A, Gorin V (2019). Spherically symmetric random permutations Random Structures and Algorithms nameOfConference. 10.1002/rsa.20847 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/55021 Gnedin A, Iksanov A, Marynych A et al. (2018). The collision spectrum of Λ-coalescents Annals of Applied Probability nameOfConference. 10.1214/18-AAP1409 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/52703 Gnedin AV (publicationYear). Guess the Larger Number Mathematica Applicanda nameOfConference. 10.14708/ma.v44i1.1205 https://uat2-qmro.qmul.ac.uk/xmlui/handle/123456789/16207 Gnedin A, Iksanov A (2011). Moments of Random Sums and Robbins' Problem of Optimal Stopping Journal of Applied Probability nameOfConference. 10.1017/s0021900200008718 qmroHref Gnedin A, Iksanov A, Möhle M (2008). On Asymptotics of Exchangeable Coalescents with Multiple Collisions Journal of Applied Probability nameOfConference. 10.1017/s0021900200005064 qmroHref Gnedin AV (1994). On a best-choice problem by dependent criteria Journal of Applied Probability nameOfConference. 10.2307/3215248 qmroHref Gnedin AV (1998). On convergence and extensions of size-biased permutations Journal of Applied Probability nameOfConference. 10.1239/jap/1032265212 qmroHref Gnedin AV (1996). On the full information best-choice problem Journal of Applied Probability nameOfConference. 10.2307/3215349 qmroHref Gnedin A, Iksanov A, Marynych A (2011). On Λ-Coalescents with Dust Component Journal of Applied Probability nameOfConference. 10.1017/s0021900200008664 qmroHref Gnedin AV (2007). Optimal Stopping with Rank-Dependent Loss Journal of Applied Probability nameOfConference. 10.1017/s0021900200003697 qmroHref Gnedin AV (1999). Sequential selection of an increasing subsequence from a sample of random size Journal of Applied Probability nameOfConference. 10.1239/jap/1032374756 qmroHref Gnedin AV, Miretskiy DI (2007). Winning Rate in the Full-Information Best-Choice Problem Journal of Applied Probability nameOfConference. 10.1017/s002190020000317x qmroHref Gnedin A, Iksanov A, Marynych A (2014). Λ-coalescents: a survey Journal of Applied Probability nameOfConference. 10.1239/jap/1417528464 qmroHref Gnedin A, Iksanov A, Marynych A et al. (2014). On Asymptotics of the Beta Coalescents Advances in Applied Probability nameOfConference. 10.1017/s0001867800007187 qmroHref Gnedin A, Gorin V (2015). Record-dependent measures on the symmetric groups Random Structures and Algorithms nameOfConference. 10.1002/rsa.20526 qmroHref Gnedin AV (1992). Stabilization of Euler- Bernoulli Beam by A Boundary Control Results in Mathematics nameOfConference. 10.1007/bf03323104 qmroHref Gnedin A, Marynych A (2012). Exponential-Uniform Identities Related to Records Electronic Communications in Probability nameOfConference. 10.1214/ECP.v17-2011 qmroHref Gnedin A, Gorin V (2012). Record-dependent measures on the symmetric groups journal nameOfConference. 10.1002/rsa.20526 qmroHref Dorogovtsev AA, Gnedin AV, Vovchanskii MB (2012). Iterated logarithm law for sizes of clusters in Arratia flow Theory of Stochastic Processes nameOfConference. doi qmroHref Gnedin A, Iksanov A (2011). MOMENTS OF RANDOM SUMS AND ROBBINS' PROBLEM OF OPTIMAL STOPPING JOURNAL OF APPLIED PROBABILITY nameOfConference. 10.1239/jap/1324046028 qmroHref Gnedin A, Iksanov A, Marynych A (2011). ON A-COALESCENTS WITH DUST COMPONENT JOURNAL OF APPLIED PROBABILITY nameOfConference. 10.1239/jap/1324046023 qmroHref Gnedin A, Iksanov A (2011). Regenerative compositions in the case of slow variation: A renewal theory approach journal nameOfConference. 10.1214/EJP.v17-2002 qmroHref Gnedin A, Haulk C, Pitman J (2010). Characterizations of exchangeable partitions and random discrete distributions by deletion properties journal nameOfConference. 10.1017/cbo9781139107174.013 qmroHref Gnedin A, Gorin V, Kerov S (2011). Block characters of the symmetric groups Journal of Algebraic Combinatorics, 38, no. 1 (2013), 79-101 nameOfConference. 10.1007/s10801-012-0394-9 qmroHref Gnedin A, Iksanov A (2011). Moments of random sums and Robbins' problem of optimal stopping J. Appl. Probab. nameOfConference. 10.1239/jap/1324046028 qmroHref Gnedin A (2011). The Unlucky Door journal nameOfConference. doi qmroHref Gnedin A (2011). The Monty Hall Problem in the Game Theory Class journal nameOfConference. doi qmroHref Gnedin A (2011). Dominance in the Monty Hall Problem The Mathematical Intelligencer (26 October 2011), pp. 1-8 nameOfConference. 10.1007/s00283-011-9253-0 qmroHref Gnedin A (2011). The Doors journal nameOfConference. 10.48550/arxiv.1105.5809 qmroHref Gnedin A, Iksanov A, Marynych A (2011). A generalization of the Erdős-Turán law for the order of random permutation journal nameOfConference. 10.1017/S0963548312000247 qmroHref Gnedin A (2011). The Monty Hall Problem: Switching is Forced by the Strategic Thinking journal nameOfConference. doi qmroHref Gnedin A, Olshanski G (2011). The two-sided infinite extension of the Mallows model for random permutations Advances in Applied Mathematics 48 (2012), no. 5, 615-639 nameOfConference. 10.1016/j.aam.2012.01.001 qmroHref Gnedin A, Iksanov A, Marynych A (2011). Lambda-coalescents with dust component journal nameOfConference. 10.48550/arxiv.1102.1146 qmroHref Gnedin A (2011). Coherent random permutations with biased record statistics DISCRETE MATH nameOfConference. 10.1016/j.disc.2010.09.027 qmroHref Gnedin A (2011). Boundaries from Inhomogeneous Bernoulli Trials journal nameOfConference. 10.1007/978-3-0346-0244-0_6 qmroHref Gnedin A, Olshanskii G (2010). q-EXCHANGEABILITY VIA QUASI-INVARIANCE ANN PROBAB nameOfConference. 10.1214/10-AOP536 qmroHref Gnedin A, Iksanov A, Marynych A (2010). The Bernoulli sieve: an overview DMTCS Proceedings AM 2010 nameOfConference. 10.46298/dmtcs.2770 qmroHref Gnedin A (2010). A SPECIES SAMPLING MODEL WITH FINITELY MANY TYPES ELECTRON COMMUN PROB nameOfConference. 10.1214/ECP.v15-1532 qmroHref Gnedin A, Iksanov A, Marynych A (2010). Limit theorems for the number of occupied boxes in the Bernoulli sieve journal nameOfConference. 10.48550/arxiv.1001.4920 qmroHref GNEDIN A, Haulk C, Pitman J (2010). Characterizations of exchangeable partitions and random discrete distributions by deletion properties journal nameOfConference. 10.1017/CBO9781139107174 qmroHref Gnedin AV (2010). Regeneration in Random Combinatorial Structures Probab. Surv. nameOfConference. 10.1214/10-PS163 qmroHref Gnedin A (2009). Boundaries from inhomogeneous Bernoulli trials journal nameOfConference. 10.1007/978-3-0346-0244-0_6 qmroHref Gnedin A, Olshanski G (2009). A q-analogue of de Finetti's theorem ELECTRON J COMB nameOfConference. 10.37236/167 qmroHref Barbour AD, Gnedin AV (2009). Small counts in the infinite occupancy scheme ELECTRONIC JOURNAL OF PROBABILITY nameOfConference. 10.1214/EJP.v14-608 qmroHref Gnedin A, Iksanov A, Mohle M (2008). ON ASYMPTOTICS OF EXCHANGEABLE COALESCENTS WITH MULTIPLE COLLISIONS J APPL PROBAB nameOfConference. 10.1239/jap/1231340242 qmroHref Gnedin A, Iksanov A, Roesler U (2008). Small parts in the Bernoulli sieve journal nameOfConference. 10.46298/dmtcs.3567 qmroHref Gnedin A, Pitman J (2008). Moment problems and boundaries of number triangles journal nameOfConference. 10.48550/arxiv.0802.3410 qmroHref Gnedin AV, Iksanov AM, Negadajlov P et al. (2008). The Bernoulli sieve revisited Annals of Applied Probability nameOfConference. 10.1214/08-AAP592 qmroHref Gnedin A, Yakubovich Y (2007). On the number of collisions in Lambda-coalescents ELECTRON J PROBAB nameOfConference. 10.1214/EJP.v12-464 qmroHref Gnedin A, Pitman J (2007). Poisson representation of a Ewens fragmentation process COMB PROBAB COMPUT nameOfConference. 10.1017/S0963548306008352 qmroHref Gnedin A (2007). Corners and Records of the Poisson Process in Quadrant journal nameOfConference. 10.1214/ECP.v13-1351 qmroHref Dong R, Gnedin A, Pitman J (2007). Exchangeable partitions derived from Markovian coalescents ANN APPL PROBAB nameOfConference. 10.1214/105051607000000069 qmroHref Gnedin AV (2007). Optimal Stopping with Rank-Dependent Loss journal nameOfConference. 10.1239/jap/1197908820 qmroHref Gnedin A, Hansen B, Pitman J (2007). Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws Probability Surveys nameOfConference. 10.1214/07-PS092 qmroHref Gnedin A (publicationYear). Coherent random permutations with record statistics Discrete Mathematics & Theoretical Computer Science nameOfConference. 10.46298/dmtcs.3551 qmroHref Gnedin AV (2007). The chain records Electronic Journal of Probability nameOfConference. 10.1214/EJP.v12-410 qmroHref Bogachev LV, Gnedin AV, Yakubovich YV (2006). On the variance of the number of occupied boxes Advances in Applied Mathematics. nameOfConference. 10.1016/j.aam.2007.05.002 qmroHref Gnedin AV (2005). Objectives in the Best-Choice Problems Sequential Analysis nameOfConference. 10.1081/sqa-200056196 qmroHref Gnedin A (2006). Constrained exchangeable partitions journal nameOfConference. 10.46298/dmtcs.3479 qmroHref Gnedin A, Pitman J, Yor M (2006). Asymptotic laws for regenerative compositions: gamma subordinators and the like PROBAB THEORY REL nameOfConference. 10.1007/s00440-005-0473-0 qmroHref Gnedin A, Pitman J, Yor M (2006). Asymptotic laws for compositions derived from transformed subordinators ANN PROBAB nameOfConference. 10.1214/0091179050000006 qmroHref Gnedin A, Olshanski G (2006). The boundary of the Eulerian number triangle Moscow Mathematical Journal 6 (2006), no 3, 461-475 nameOfConference. 10.17323/1609-4514-2006-6-3-461-475 qmroHref Gnedin A (2006). Recognising the Last Record of a Sequence journal nameOfConference. 10.1080/17442500600893027 qmroHref Gnedin A, Pitman J (2006). Moments of convex distribution functions and completely alternating sequences Vol. nameOfConference. 10.1214/193940307000000374 qmroHref Gnedin A, Olshanski G (2006). Coherent permutations with descent statistic and the boundary problem for the graph of zigzag diagrams INT MATH RES NOTICES nameOfConference. 10.1155/IMRN/2006/51968 qmroHref Barbour AD, Gnedin AV (2006). Regenerative compositions in the case of slow variation STOCHASTIC PROCESSES AND THEIR APPLICATIONS nameOfConference. 10.1016/j.spa.2005.12.006 qmroHref Gnedin A, Olshanski G (2006). THE BOUNDARY OF THE EULERIAN NUMBER TRIANGLE MOSCOW MATHEMATICAL JOURNAL nameOfConference. doi qmroHref Gnedin A, Miretskiy D (2005). Winning rate in the full-information best choice problem journal nameOfConference. 10.1239/jap/1183667422 qmroHref Gnedin AV, Yakubovich Y (2005). Recursive partition structures Annals of Probability nameOfConference. 10.1214/009117906000000584 qmroHref Gnedin AV (2005). Counting the Chain Records: The Product Case journal nameOfConference. 10.48550/arxiv.math/0510042 qmroHref Gnedin A, Nitecki Z (2005). Rank Independence and Rearrangements of Random Variables journal nameOfConference. 10.48550/arxiv.math/0505692 qmroHref Gnedin A, Pitman J (2005). Self-similar and Markov composition structures journal nameOfConference. 10.1007/s10958-007-0447-0 qmroHref Barbour AD, Gnedin AV (2005). Regenerative Compositions in the Case of Slow Variation journal nameOfConference. 10.1016/j.spa.2005.12.006 qmroHref Gnedin A, Kerov S (2005). Derangement characters of the finite general linear group ALGEBR REPRESENT TH nameOfConference. 10.1007/s10468-005-0858-x qmroHref Gnedin A, Pitman J (2005). Regenerative composition structures ANN PROBAB nameOfConference. 10.1214/009117904000000801 qmroHref Gnedin A, Pitman J (2005). Regenerativ partition structures ELECTRON J COMB nameOfConference. 10.1214/009117904000000801 qmroHref Gnedin A, Pitman J (publicationYear). Regenerative Partition Structures The Electronic Journal of Combinatorics nameOfConference. 10.37236/1869 qmroHref Gnedin A, Pitman J (2004). Exchangeable Gibbs partitions and Stirling triangles journal nameOfConference. 10.1007/s10958-006-0335-z qmroHref Gnedin A, Pitman J, Yor M (2004). Asymptotic laws for compositions derived from transformed subordinators Annals of Probability nameOfConference. 10.1214/009117905000000639 qmroHref Bertoin J, Gnedin A (2004). Asymptotic laws for nonconservative self-similar fragmentations journal nameOfConference. 10.1214/EJP.v9-215 qmroHref Gnedin A (2004). Regenerative composition structures: Characterisation and asymptotics of block counts MATHEMATICS AND COMPUTER SCIENCE III: ALGORITHMS, TREES, COMBINATORICS AND PROBABILITIES nameOfConference. 10.1007/978-3-0348-7915-6_43 qmroHref Gnedin A, Pitman J (2003). Regenerative Composition Structures journal nameOfConference. doi qmroHref Gnedin A (2003). Bernoulli Sieve Algebr. Geom. Topol. nameOfConference. 10.3150/bj/1077544604 qmroHref Gnedin A (2002). Three Sampling Formulas journal nameOfConference. 10.1017/S0963548303005996 qmroHref Gnedin A (2002). Best Choice from the Planar Poisson Process journal nameOfConference. 10.1016/j.spa.2003.12.005 qmroHref Gnedin A, Kerov S (2002). Fibonacci solitaire RANDOM STRUCT ALGOR nameOfConference. 10.1002/rsa.1028 qmroHref Baryshnikov Y, Gnedin A (2001). Counting intervals in the packing process ANN APPL PROBAB nameOfConference. 10.1214/aoap/1015345351 qmroHref Gnedin A, Kerov S (2001). A characterization of GEM distributions COMB PROBAB COMPUT nameOfConference. 10.1017/S0963548301004692 qmroHref Gnedin A, Kerov S (2000). The Plancherel measure of the Young-Fibonacci graph MATH PROC CAMBRIDGE nameOfConference. 10.1017/S0305004100004655 qmroHref Gnedin AV (2000). A Note on Sequential Selection from Permutations Combinatorics Probability and Computing nameOfConference. 10.1017/S0963548399004149 qmroHref Baryshnikov YM, Gnedin AV (2000). Sequential selection of an increasing sequence from a multidimensional random sample Annals of Applied Probability nameOfConference. 10.1214/aoap/1019737672 qmroHref Gnedin A (2000). Sequential selection of an increasing subsequence from a random sample with geometrically distributed sample-size journal nameOfConference. 10.1214/lnms/1215089747 qmroHref Gnedin AV (1999). Sequential selection of an increasing subsequence from a sample of random size Journal of Applied Probability nameOfConference. 10.1017/S0021900200017873 qmroHref Gnedin AV (1998). On the Poisson-Dirichlet Limit Journal of Multivariate Analysis nameOfConference. 10.1006/jmva.1998.1756 qmroHref Gnedin AV (1998). Records from a multivariate normal sample Statistics and Probability Letters nameOfConference. 10.1016/s0167-7152(98)00004-2 qmroHref Gnedin AV (1998). On convergence and extensions of size-biased permutations Journal of Applied Probability nameOfConference. 10.1017/S0021900200016296 qmroHref Gnedin AV (1997). The representation of composition structures Annals of Probability nameOfConference. 10.1214/aop/1024404519 qmroHref Gnedin AV (1996). On a class of exchangeable sequences Statistics and Probability Letters nameOfConference. 10.1016/0167-7152(95)00112-3 qmroHref Gnedin AV (1996). On the full information best-choice problem Journal of Applied Probability nameOfConference. 10.1017/S0021900200100117 qmroHref Gnedin AV, Krengel U (1996). Optimal selection problems based on exchangeable trials Annals of Applied Probability nameOfConference. 10.1214/aoap/1034968230 qmroHref Gnedin AV, Krengel U (publicationYear). A Stochastic Game of Optimal Stopping and Order Selection The Annals of Applied Probability nameOfConference. 10.1214/aoap/1177004842 qmroHref Gnedin AV (1995). On a class of exchangeable sequences Statistics and Probability Letters nameOfConference. 10.1016/0167-7152(94)00240-3 qmroHref Gnedin AV (publicationYear). A Solution to the Game of Googol The Annals of Probability nameOfConference. 10.1214/aop/1176988613 qmroHref Gnedin AV (1994). Conical Extremes of a Multivariate Sample Journal of Research of the National Institute of Standards and Technology nameOfConference. 10.6028/jres.099.049 qmroHref Gnedin AV (1993). On multivariate extremal processes Journal of Multivariate Analysis nameOfConference. 10.1006/jmva.1993.1057 qmroHref Gnedin AV (1992). Multicriteria extensions of the best choice problem: sequential selection without linear order journal nameOfConference. 10.1090/conm/125/1160617 qmroHref Gnedin AV (1992). On Modeling and Stabilization of Flexible Beams journal nameOfConference. 10.1007/978-3-642-48417-9_54 qmroHref Gnedin AV, Sakaguchi M (1992). On a best choice problem related to the Poisson process journal nameOfConference. 10.1090/conm/125/1160609 qmroHref UNBEHAUEN H, GNEDIN A (1992). STABILIZATION OF MULTILINK FLEXIBLE BEAMS PROCEEDINGS OF THE 31ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 nameOfConference. 10.1109/cdc.1992.371263 qmroHref Gnedin AA (1989). Evaluating the heat resistance of magnet wires operating in liquid media Soviet electrical engineering nameOfConference. doi qmroHref Gnedin AV, Yaralov AA (1989). Identifiability of parameter-dependent systems Automation and Remote Control nameOfConference. doi qmroHref Gnedin AA, Meshchanov GI (1986). MAGNET WIRE WITH FILM INSULATION FOR SUBMERSIBLE ELECTRIC MOTORS OF OIL-PRODUCTION PUMPS. Soviet electrical engineering nameOfConference. doi qmroHref Berezovskiy BA, Baryshnikov YM, Gnedin AV (1986). On a class of best-choice problems Information Sciences nameOfConference. 10.1016/0020-0255(86)90056-3 qmroHref Baryshnikov YM, Berezovskii BA, Gnedin AV (1984). PROBABILITY OF STOPPING AT A NONDOMINATED OPTION. Automation and Remote Control nameOfConference. doi qmroHref Gnedin AV (1981). MULTICRITERIAL PROBLEM OF OPTIMUM STOPPING OF THE SELECTION PROCESS. Automation and Remote Control nameOfConference. doi qmroHref Berezovskii BA, Gnedin AV (1981). THEORY OF CHOICE AND THE PROBLEM OF OPTIMAL STOPPING AT THE BEST ENTITY. Automation and Remote Control nameOfConference. doi qmroHref