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Soumik Pal

57 papers hereh-index 211.6k citations79 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author12
  • first author10
  • middle author20
  • last author15

Across the 57 of 57 papers where every author was matched, so the position is known.

fields
  • math.PR51
  • q-fin.PM2
  • stat.ML2
  • math.OC1
  • math.ST1
same name
  • Soumik Pal — 12 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedAnalysis of continuous strict local martingales via h-transforms

65 citations · 377 across the 50 of their papers we have counts for

collaborators
Showing 2011Show all

4 papers · 1 filter

math.PR2011

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…

math.PR2011★ 33 cited

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…

math.PR2011★ 2 cited

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…

math.PR2011★ 9 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.