65 citations · 377 across the 50 of their papers we have counts for
8 papers · 1 filter
Archimedes' principle for Brownian liquid
Krzysztof Burdzy, Zhen-Qing Chen, Soumik Pal
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. Th…
Markov processes on time-like graphs
Krzysztof Burdzy, Soumik Pal
We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Mark…
Sparse regular random graphs: Spectral density and eigenvectors
Ioana Dumitriu, Soumik Pal
We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the gr…
A passage to the Poisson-Dirichlet through the Bessel square processes
Soumik Pal
This paper has been withdrawn by the author.
Analysis of market weights under volatility-stabilized market models
Soumik Pal
We derive the joint density of market weights, at fixed times and suitable stopping times, of the volatility-stabilized market models introduced by Fernholz and Karatzas in [Ann. F…
A combinatorial analysis of interacting diffusions
Sourav Chatterjee, Soumik Pal
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale inva…
On a conjectured sharpness principle for probabilistic forecasting with calibration
Soumik Pal
This note proves a weak type of the sharpness principle as conjectured by Gneiting, Balabdaoui, and Raftery in 2007 in connection with probabilistic forecasting subject to calibrat…
An Excursion-Theoretic Approach to Stability of Discrete-Time Stochastic Hybrid Systems
Debasish Chatterjee, Soumik Pal
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into…