65 citations · 377 across the 50 of their papers we have counts for
4 papers · 2 filters
Extinction of Fleming-Viot-type particle systems with strong drift
Mariusz Bieniek, Krzysztof Burdzy, Soumik Pal
We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, anothe…
Functional limit theorems for random regular graphs
Ioana Dumitriu, Tobias Johnson, Soumik Pal +1
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix o…
Convergence rates for rank-based models with applications to portfolio theory
Tomoyuki Ichiba, Soumik Pal, Mykhaylo Shkolnikov
We determine rates of convergence of rank-based interacting diffusions and semimartingale reflecting Brownian motions to equilibrium. Convergence rate for the total variation metri…
On the Aldous diffusion on Continuum Trees. I
Soumik Pal
Consider a Markov chain on the space of rooted real binary trees that randomly removes leaves and reinserts them on a random edge and suitably rescales the lengths of edges. This c…