Preprints
Immortal particle for a catalytic branching process
(with M. Kang)
Preprint
(2009)
The Doeblin condition for a class of diffusions with jumps
(with M. Kang)
Preprint
(2009)
Recurrence and ergodicity for a continuous AIMD model
(with M. Kang)
Preprint
(2009)
Papers
Steady State and Scaling Limit for a Traffic Congestion Model
(with M. Kang)
to appear, ESAIM: PS, doi: 10.1051/ps:2008029
(2009)
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. Poincaré 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.