CSP2024
IMPA
MiNiPS
Publications
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Research Interests
Probability Theory: Quadratic harnesses,
Classical and
noncommutative probability,
random
matrices,
large deviations.
Recent publications, preprints, work in progress

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. 21692194. https://doi.org/10.1214/18AIHP945
 CauchyStieltjes families with polynomial variance functions and generalized orthogonality,
with Raouf Fakhfakh and Wojciech Mlotkowski
Probability and Mathematical Statistics
39 (2019) pp. 237258.
PDF. doi:10.19195/02084147.39.2.1

Fluctuations of random Motzkin paths, with Yizao Wang.
Advances in Applied Mathematics
106 (2019) pp. 96116, 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. 252284
https://doi.org/10.1007/s10955019023674

Singular values of large noncentral 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), 211238
DOI: 10.4064/cm854912022
 On the continuous dual Hahn process Stochastic Processes and their Applications
Vol 143 (2022), Pages 185206
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, 13291351 (2022)
DOI: 10.30757/ALEA.v1953
 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, 11.
 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 353389 (2023).(online first)
DOI: 10.1007/s00440022011107
 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 22572284. DOI: 10.1214/22AIHP1315

Limit theorems for random Motzkin paths near boundary,
with Yizao Wang. Bernoulli 2024, Vol. 30, No. 3, 21852206. DOI: 10.3150/23BEJ1669

Pitman's discrete $2MX$ theorem for arbitrary initial laws and
continuous time limits with Jacek Wesolowski
[FebApril 2023]

Fluctuations of random Motzkin paths II, with Yizao Wang. ALEA, Lat. Am. J. Probab. Math. Stat. 21, 7394 (2024). doi.org/10.30757/ALEA.v2104

Limits of Random Motzkin paths with KPZ related asymptotics with Alexey Kuznetsov and Jacek Wesolowski. [Apr 2023  Jan 2024]
 A twoline 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 2023July 2024]

Stationary distribution of open asymmetric simple exclusion
processes on an interval as a marginal of a twolayer ensemble [JulyAugust 2024]

Teaching: Fall 2024
Sabbatical Office Hours
