CSP2024
IMPA
MiNi-PS
Publications
arxiv
Google
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Research Interests
Probability Theory: Quadratic harnesses,
Classical and
non-commutative probability,
random
matrices,
large deviations.
Recent publications, preprints, work in progress
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Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries, with Yizao Wang
Annales de l'Institut Henri Poincare, Vol. 55 (2019) pp. 2169-2194. https://doi.org/10.1214/18-AIHP945
- Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality,
with Raouf Fakhfakh and Wojciech Mlotkowski
Probability and Mathematical Statistics
39 (2019) pp. 237-258.
PDF. doi:10.19195/0208-4147.39.2.1
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Fluctuations of random Motzkin paths, with Yizao Wang.
Advances in Applied Mathematics
106 (2019) pp. 96-116, https://doi.org/10.1016/j.aam.2019.02.003
- On matrix product ansatz for
Asymmetric Simple Exclusion Process with open boundary in the singular case, with Marcin Swieca.
Journal of Statistical Physics, 177 (2019), pp. 252-284
https://doi.org/10.1007/s10955-019-02367-4
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Singular values of large non-central random
matrices, with Jack Silverstein
Random Matrices: Theory and Applications, Vol. 9, No. 4 (2020) 2050012 (32 pages)
DOI: 10.1142/S2010326320500124.
- Flows in near algebras with applications to harnesses, with Jacek Wesolowski and Agnieszka Zieba. Colloquium Mathematicum 170 (2022), 211--238
DOI: 10.4064/cm8549-1-2022
- On the continuous dual Hahn process Stochastic Processes and their Applications
Vol 143 (2022), Pages 185-206
https://doi.org/10.1016/j.spa.2021.10.009
- Markov limits of steady states of the KPZ equation on an interval, with Alexey Kuznetsov.
ALEA, Lat. Am. J. Probab. Math. Stat. 19, 1329-1351 (2022)
DOI: 10.30757/ALEA.v19-53
- Erratum: Asymptotic results for empirical measures of weighted sums of independent random variables with Bernard Bercu.
Electronic Communications in Probability 2022, Vol. 27, paper no. 23, 1-1.
- Markov processes related to the stationary measure for the open KPZ equation,
with Alexey Kuznetsov, Yizao Wang, and Jacek Wesolowski. Probability Theory Rel. Fields
185, pages 353-389 (2023).(online first)
DOI: 10.1007/s00440-022-01110-7
- From the asymmetric simple exclusion processes to the stationary
measures of the KPZ fixed point on an interval, with Yizao Wang and Jacek Wesolowski.
Annales de l'Institut Henri Poincare 2023 vol. 59, pages 2257-2284. DOI: 10.1214/22-AIHP1315
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Limit theorems for random Motzkin paths near boundary,
with Yizao Wang. Bernoulli 2024, Vol. 30, No. 3, 2185-2206. DOI: 10.3150/23-BEJ1669
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Pitman's discrete $2M-X$ theorem for arbitrary initial laws and
continuous time limits with Jacek Wesolowski
[Feb-April 2023]
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Fluctuations of random Motzkin paths II, with Yizao Wang. ALEA, Lat. Am. J. Probab. Math. Stat. 21, 73-94 (2024). doi.org/10.30757/ALEA.v21-04
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Limits of Random Motzkin paths with KPZ related asymptotics with Alexey Kuznetsov and Jacek Wesolowski. [Apr 2023 - Jan 2024]
- A two-line representation of stationary measure for open TASEP, with Pavel Zatitskii [Nov 2023 - March 2024]
- Limit fluctuations of stationary measures of totally asymmetric simple exclusion processes with open boundaries on the coexistence line, with Joseph Najnudel and Yizao Wang [Nov 2023-July 2024]
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Stationary distribution of open asymmetric simple exclusion
processes on an interval as a marginal of a two-layer ensemble [July-August 2024]
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Teaching: Fall 2024
Sabbatical Office Hours
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