
Alexey Kuznetsov
Department of Mathematics and Statistics
York University
4700 Keele Street,
Toronto, ON M3J 1P3
Office: Ross N628
Email:

I am a Professor at the Department of Mathematics and Statistics, York University. My current research interests include stochastic processes, special functions, and computational mathematics. Sometimes I do more applied work in financial and actuarial mathematics. Here is my CV (as of May 2025).
My list of publications can be found on GoogleScholar. Most of these articles are available as preprints on arXiv.org. Here are the links to my Orcid and Scopus profiles.
Below you can find computer code and results of numerical computations that appeared in my published papers.
- GNUFOR2 – Gnuplot/Fortran interface
- MATLAB and Fortran implementation of zeta_8 and zeta_12 and the coefficients omega_{p,j} and lambda_{p,j} (arxiv.org/2503.09519) : zeta_approximations_omega_and_lambda.zip
- Fortran code for computing the minimal Hermite-type basis of RN (arxiv.org/1706.08740): Fortran90_minimal_Hermite_type_basis.zip
- Matlab program for computing Barnes G-function in the entire complex plane and the files containing coefficients of approximation (arxiv.org/2109.12061): computing_Barnes_G_function.zip
- The coefficients of the optimal approximation of a lognormal distribution (with parameter sigma) as a convolution of n gamma distributions (www.researchgate.net/337053533): n10.zip, n20.zip
- Matlab programs for computing generalized beta function (arxiv.org/2305.00846): generalized_beta.zip
- Matlab programs for symbolic computations in the paper “Darboux transformation of diffusion processes” (arxiv.org/2405.11051): check_symbolic_computations.zip
- Coefficients of polynomials P_n(k) and \hat P_n(k) that appear in the series expansion of zeros of the deformed exponential function (arxiv.org/2412.02462): n<=100, 100<n<=200, 200<n<=300. The corresponding coefficients of shifted polynomials P_n(k+1) and \hat P_n(k+1): n<=100, 100<n<=200, 200<n<=300. Zeros of polynomials P_n(k) and \hat P_n(k) in the interval (1,\infty).