
With street art in Sirmione, Italy

Welcome to Elena Yudovina's home page. It is, now and (probably) forever, under construction.
I am currently a data scientist at C. H. Robinson. I was previously a systems analyst and developer at Certusoft. Before that I was at various universities.
In the fall of 2015, I was the instructor for FM 5011: Math Background for Finance I, one of the courses in the Master of Financial Mathematics program at MCFAM postdoc at the University of Minnesota Department of Mathematics.
My academic research interests are (or perhaps were) in applied probability; some queueing theory, a very little bit of compressed sensing, and also some changepoint problems in statistics. I am particularly interested in the limiting behavior of large systems. See the list of papers below.
I spent my PhD ('12) at Emmanuel College of the University of Cambridge, supervised by Frank Kelly in the Statistical Laboratory, which is part of the Department of Pure Mathematics and Mathematical Statistics. At various other points in time, I've been affiliated with Harvard University and University of Michigan.
Book
Frank Kelly and I have been turning lecture notes for the Cambridge Part III Stochastic Networks course into a book.
On CUP website; a latestage draft. Many thanks to the students who have contributed corrections!
Research
 M. Chmutov, G. Frieden, D. Kim, J.B. Lewis, and E. Yudovina, An affine generalization of evacuation. arXiv:1806.07429
 M. Chmutov, P. Pylyavskyy, E. Yudovina, MatrixBall Construction of affine RobinsonSchensted correspondence. Selecta Mathematica vol. 24:2 (2018), pp. 667750. arXiv:1511.05861
 F. Kelly and E. Yudovina, A Markov model of a limit order book: thresholds, recurrence, and trading strategies. Mathematics of Operations Research vol. 43:1 (2017), pp.181203. arXiv:1504.00579
 Y. Plan, R. Vershynin, and E. Yudovina, Highdimensional estimation with geometric constraints. Information and Inference vol. 0 (2016), pp. 1–40. arXiv:1404.3749.
 E. Yudovina and G. Michailidis, Socially optimal charging strategies for electric vehicles. Accepted for publication by IEEE Transactions on Automatic Control, to appear February 2015. The longer version, also on arXiv:1304.2329.
 E. Yudovina, A simple model of a limit order book, 2012. arXiv:1205.7017. More results about the model in the 2017 paper with Frank Kelly.
 A.L. Stolyar and E.Yudovina, Systems with large flexible server pools: Instability of "natural" load balancing. Annals of Applied Probability vol. 23 no. 5 (2013), pp. 2099–2138. arXiv:1012.4140. Supporting calculations here.
 PhD thesis: Collaborating queues: large service network and a limit order book, 2012.
 A.L. Stolyar and E.Yudovina, Tightness of invariant distributions of a largescale flexible service system under a priority discipline. Stochastic Systems vol. 2 no. 2 (2012), pp. 381–408. arXiv:1201.2978.
 A.L. Stolyar and E.Yudovina, Instability of Natural Load Balancing in LargeScale FlexibleServer Systems. Proceedings of the FortyNinth Allerton Conference, 2011, pp. 361368.
And purely for the fun of it:
 E. Yudovina and M. Collins, Principia Gishwhesia and topics in absonomal combinatorics, August 2014. A (fake) paper for GISHWHES, a scavenger hunt with a vengeance. (The goal of the item, I believe, was to lower Misha Collins's Erdős number. Mine is at most 4, so  assuming this unpublished paper counts  Misha's ought to be at most 5.)
Introduction to Representation Theory, by P. Etingof, O. Golberg, S. Hensel, T. Liu, A. Schwendner, D. Vaintrob, and
E. Yudovina! Also
on Pavel Etingof's website.
(Really written by Pavel Etingof, who generously included his six "guinea pigs" from the Clay Math program (2004) as coauthors. Unfortunately, I don't remember what most of it is about any longer.)
Lecture notes
My other interests include hiking (and backpacking), rock climbing, birds, and beginner Italian. They also used to include ice cream (that, and of course the ducks, is the reason Emmanuel is the best College), WinniethePooh (which I am now reduced to liking in less organised ways), and science fiction (see also the Cambridge counterpart). Also, Moomin. Mathematically, they include small doses of the sorts of algebraic combinatorics that my husband (Mike Chmutov) plays with. They notably do not include writing web pages.
You can contact me by emailing (my last name) at gmail.