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researcher

Philip A. Ernst

36 papers hereh-index 8275 citations63 works total

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

author position
  • sole author1
  • first author29
  • middle author6

Across the 36 of 36 papers where every author was matched, so the position is known.

fields
  • math.PR22
  • math.ST4
  • math.OC2
  • q-fin.MF2
  • q-fin.PM2
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
20132025
most citedEscape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

9 citations · 24 across the 24 of their papers we have counts for

collaborators
Showing 2017Show all

2 papers · 1 filter

stat.AP2017★ 2 cited

Sequential rerandomization

Quan Zhou, Philip Ernst, Kari Lock Morgan +2

The seminal work of Morgan and Rubin (2012) considers rerandomization for all the units at one time. In practice, however, experimenters may have to rerandomize units sequentially.…

math.PR2017

MEXIT: Maximal un-coupling times for stochastic processes

P. A. Ernst, W. S. Kendall, G. O. Roberts +1

Classical coupling constructions arrange for copies of the \emph{same} Markov process started at two \emph{different} initial states to become equal as soon as possible. In this pa…

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