Probability Theory: Quadratic harnesses,
Recent publications, preprints, work in progress
- Dual representations of Laplace transforms of Brownian excursion and
generalized meanders, with Yizao Wang.
Statistics and Probability Letters 140 (2018) pp. 77-83.
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.
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
Singular values of large non-central random
matrices, with Jack Silverstein
Random Matrices: Theory and Applications, Vol. 9, No. 4 (2020) 2050012 (32 pages)
- Flows in near algebras with applications to harnesses, with Jacek Wesolowski and Agnieszka Zieba. Colloquium Mathematicum 170 (2022), 211--238
- On the continuous dual Hahn process Stochastic Processes and their Applications
Vol 143 (2022), Pages 185-206
- 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)
- 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)
- From the asymmetric simple exclusion processes to the stationary
measures of the KPZ fixed point on an interval, with Yizao Wang and Jacek Wesolowski [Feb 2022]
Annales de l'Institut Henri Poincare 2023 vol. 59, pages 2257-2284.
Limit theorems for random Motzkin paths near boundary,
with Yizao Wang,Bernoulli, to appear. [Dec-2022-April 2023]
Pitman's discrete $2M-X$ theorem for arbitrary initial laws and
continuous time limits with Jacek Wesolowski
Fluctuations of random Motzkin paths II, with Yizao Wang
Teaching: Fall 2023
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