Soumik Pal
Soumik Pal
Verified email at uw.edu - Homepage
TitleCited byYear
One-dimensional Brownian particle systems with rank-dependent drifts
S Pal, J Pitman
The Annals of Applied Probability 18 (6), 2179-2207, 2008
932008
Sparse regular random graphs: spectral density and eigenvectors
I Dumitriu, S Pal
The Annals of Probability 40 (5), 2197-2235, 2012
872012
Analysis of continuous strict local martingales via h-transforms
S Pal, P Protter
Stochastic Processes and their Applications 120 (8), 1424-1443, 2010
73*2010
A phase transition behavior for Brownian motions interacting through their ranks
S Chatterjee, S Pal
Probability theory and related fields 147 (1-2), 123-159, 2010
662010
Convergence rates for rank-based models with applications to portfolio theory
T Ichiba, S Pal, M Shkolnikov
Probability Theory and Related Fields 156 (1-2), 415-448, 2013
402013
Surfactant‐Free Shape Control of Gold Nanoparticles Enabled by Unified Theoretical Framework of Nanocrystal Synthesis
MA Wall, S Harmsen, S Pal, L Zhang, G Arianna, JR Lombardi, CM Drain, ...
Advanced Materials 29 (21), 1605622, 2017
352017
Exponentially concave functions and a new information geometry
S Pal, TKL Wong
The Annals of Probability 46 (2), 1070-1113, 2018
332018
The geometry of relative arbitrage
S Pal, TKL Wong
Mathematics and Financial Economics 10 (3), 263-293, 2016
312016
Analysis of market weights under volatility-stabilized market models
S Pal
The Annals of Applied Probability 21 (3), 1180-1213, 2011
292011
Energy, entropy, and arbitrage
S Pal, TKL Wong
arXiv preprint arXiv:1308.5376, 2013
282013
Functional limit theorems for random regular graphs
I Dumitriu, T Johnson, S Pal, E Paquette
Probability Theory and Related Fields 156 (3-4), 921-975, 2013
272013
Concentration of measure for Brownian particle systems interacting through their ranks
S Pal, M Shkolnikov
The Annals of Applied Probability 24 (4), 1482-1508, 2014
26*2014
Concentration for multidimensional diffusions and their boundary local times
S Pal
Probability Theory and Related Fields 154 (1-2), 225-254, 2012
252012
Intertwining diffusions and wave equations
S Pal, M Shkolnikov
arXiv preprint arXiv:1306.0857, 2013
212013
Systems of Brownian particles with asymmetric collisions
I Karatzas, S Pal, M Shkolnikov
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 52 (1 …, 2016
192016
Extinction of Fleming-Viot-type particle systems with strong drift
M Bieniek, K Burdzy, S Pal
Electronic Journal of Probability 17, 2012
182012
A combinatorial analysis of interacting diffusions
S Chatterjee, S Pal
Journal of Theoretical Probability 24 (4), 939-968, 2011
162011
Wright–Fisher diffusion with negative mutation rates
S Pal
The Annals of Probability 41 (2), 503-526, 2013
15*2013
On meteors, earthworms and WIMPs
S Billey, K Burdzy, S Pal, BE Sagan
The Annals of Applied Probability 25 (4), 1729-1779, 2015
142015
Systems of brownian particles with asymmetric collisions. 2012
I Karatzas, S Pal, M Shkolnikov
Preprint. Available at, 0
12
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Articles 1–20