Mathematical Reviews
,
Zentralblatt MATH (zbMATH)
,
Researchgate
In Progress
A Mathematical Model of Adaptive Therapy
(with Hengyou Guo)
2025.
Preprints
Second Order Approximation of a Fluid Limit Near Equilibrium
(with Carlos C. Bajo)
Preprint
2025.
Particle Representation for the Heat Equation with Mass Creation
Draft.
2019.
Papers
Asymptotics and criticality for a space-dependent branching process
(with Min Kang)
Stochastics 96, no. 3, 1093–1118,
2024.
Hydrodynamic limit for the Bak-Sneppen branching diffusions
(with Yishu Song)
J. Stat. Phys. 187, no. 2,
2022.
A simple formula and lower bound for doubly even magic squares
(with Robert W. Chen)
International Journal of Mathematics and Computation, Vol. 31; Issue No. 2,
2020.
Fluid limit for a genetic mutation model
(with Carlos C. Bajo)
High Frequency (2019), DOI: 10.1002/hf2.10046
Phase Transition for Infinite Systems of Spiking Neurons
(with Ferrari, P.A.; Galves, A; Locherbach, E.))
J Stat Phys (2018).
https://doi.org/10.1007/s10955-018-2118-6
Asymptotics for the Time of Ruin in the War of Attrition
(with Philip Ernst)
Preprint.
Submitted, 2016.
Maximizing the variance of the time to ruin in a multi-player game with selection
(with Yi-Ching Yao)
Advances in Applied Probability 48, No. 2, 2016.
Optimal Stopping for Shepp's Urn with Risk Aversion
(with R. Chen and M. Kang)
Stochastics
(2014)
Critical scale for a continuous AIMD model
(with M. Kang)
Stochastic Models
(2014)
Fixation time for an evolution model
Taylor and Francis online
(with M. Kang)
Stochastic Models, Volume 29, Issue 3, July 2013, pages 328-340.
(2013)
Markov processes with redistribution
(with M. Kang)
Markov Processes and Related Fields (2013), Volume 19, Issue 3, pages 497-520.
(2013)
Maximizing the discounted survival probability in Vardi's Casino
(with R. Chen and L. Shepp)
Stochastics Vol. 83, Nos. 4-6, 2011, 623-638
Immortal particle for a catalytic branching process
(with M. Kang)
PTRF Online first
(2011)
Steady State and Scaling Limit for a Traffic Congestion Model
(with M. Kang)
European Series in Applied and Industrial Mathematics ESAIM: PS 14 (2010) 271-285
Optimal Strategy for the Vardi Casino with Interest Payments
(with R. Chen and L. Shepp)
Journal of Applied Probability
(2007)
Large deviations for a catalytic Fleming-Viot branching system.
Communications on Pure and Applied Mathematics
(2006)
Ergodic properties of multidimensional Brownian motion with rebirth.
(with Min Kang)
Electron. J. Probab. 12 (2007), no. 48, 1299--1322
Tagged particle limit for a Fleming-Viot type system.
(with Min Kang)
Electronic Journal of Probability
(2006)
Path collapse for multidimensional Brownian motion with rebirth.
(with Min Kang)
Statist. Probab. Lett. 70 (2004), no. 3, 199--209.
Hydrodynamic limit for a Fleming-Viot type system.
(with Min Kang)
Stochastic Process. Appl. 110 (2004), no. 1, 111--143.
Behavior dominated by slow particles in a disordered asymmetric exclusion process.
(with Min Kang and Timo Seppalainen)
Annals of Applied Prob. 14 (2004), no. 3, 1577-1602.
Diffusive scaling limits of mutually interacting particle systems.
(with Shui Feng and Jeremy Quastel)
SIAM J. Mathematical Analysis 35 (2004), no. 6, 1512--1533.
An infinite dimensional central limit theorem for correlated martingales.
Ann. Inst. H. Poincar� Probab. Statist. 40 (2004), no. 2, 167--196.
Path collapse for an inhomogeneous random walk.
(with Min Kang)
J. Theoret. Probab. 16 (2003), no. 1, 147--159.
Brownian motion on the figure eight.
(with Min Kang)
Journal of Theoretical Probability, 15 (2002), no. 3, 817--844.
Large scale behavior of a system of interacting diffusions.
(Proceedings of the Hydrodynamic Limits workshop,
The Fields Institute, October 1998) (2000).
Uniqueness of the tagged particle process in a system with local interactions
Ann. Probab. 27 (1999), no. 3, 1268--1282.
Self-diffusion for Brownian motions with local interaction
Ann. Probab. 27 (1999), no. 3, 1208--1267.
Other papers/talks
January 24-25, 2012 IRS workshop at the Institut Henri Poincare
Self-diffusion for Brownian motions with local interaction
Ph.D. thesis, New York University, 1997