selected scholarly activity
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academic article
- Short Positions in the First Principal Component Portfolio. North American Actuarial Journal. 22:223-251. 2018
- Diffusion Processes and the Ewens Sampling Formula. Statistical Science. 31:20-22. 2016
- Harnack Inequality and Applications for Infinite-Dimensional GEM Processes. Potential Analysis. 44:137-153. 2016
- Large deviations for homozygosity. Electronic Communications in Probability. 21. 2016
- Poincar\'e Inequality for Dirichlet Distributions and Infinite-Dimensional Generalizations. arXiv:1504.02829 [math]. 2015
- Gamma-Dirichlet algebra and applications. Frontiers of Mathematics in China. 9:797-812. 2014
- Asymptotics for the number of blocks in a conditional Ewens-Pitman sampling model. Electronic Journal of Probability. 19. 2014
- ASYMPTOTIC BEHAVIOR OF THE MORAN PARTICLE SYSTEM. Advances in Applied Probability. 45:379-397. 2013
- Reversibility of Interacting Fleming–Viot Processes with Mutation, Selection, and Recombination. Canadian Journal of Mathematics. 63:104-122. 2011
- Functional inequalities for the two-parameter extension of the infinitely-many-neutral-alleles diffusion. Journal of Functional Analysis. 260:399-413. 2011
- Some diffusion processes associated with two parameter Poisson–Dirichlet distribution and Dirichlet process. Probability Theory and Related Fields. 148:501-525. 2010
- Asymptotic results for the two-parameter Poisson–Dirichlet distribution. Stochastic Processes and their Applications. 120:1159-1177. 2010
- Poisson–Dirichlet distribution with small mutation rate. Stochastic Processes and their Applications. 119:2082-2094. 2009
- Moderate deviations for Poisson–Dirichlet distribution. Annals of Applied Probability. 18:1794-1824. 2008
- Robust Stochastic Discount Factors. Review of Financial Studies. 21:1077-1122. 2008
- A Class of Infinite-Dimensional Diffusion Processes with Connection to Population Genetics. Journal of Applied Probability. 44:938-949. 2007
- Large deviations associated with Poisson–Dirichlet distribution and Ewens sampling formula. Annals of Applied Probability. 17:1570-1595. 2007
- Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters. Electronic Journal of Probability. 12:787-807. 2007
- Asymptotic behavior of the Poisson–Dirichlet distribution for large mutation rate. Annals of Applied Probability. 16:562-582. 2006
- Occupation time processes of super-Brownian motion with cut-off branching. Journal of Applied Probability. 41:984-997. 2004
- Diffusive Scaling Limits of Mutually Interacting Particle Systems. SIAM Journal on Mathematical Analysis. 35:1512-1533. 2004
- The valuation of American call options on the minimum of two dividend-paying assets. Annals of Applied Probability. 13:953-983. 2003
- Large Deviations and Quasi-Potential of a Fleming-Viot Process. Electronic Communications in Probability. 7:13-25. 2002
- Large deviation principles for some random combinatorial structures in population genetics and Brownian motion. Annals of Applied Probability. 8:975-994. 1998
- The propagation of chaos of multitype mean field interacting particle systems. Journal of Applied Probability. 34:346-362. 1997
- A microscopic mechanism for the porous medium equation. Stochastic Processes and their Applications. 66:147-182. 1997
- A class of stochastic evolutions that scale to the porous medium equation. Journal of Statistical Physics. 85:513-517. 1996
- Critical phenomenon of a two component nonlinear stochastic system. Statistics and Probability Letters. 30:147-155. 1996
- Nonlinear master equation of multitype particle systems. Stochastic Processes and their Applications. 57:247-271. 1995
- Phase transitions of some non-linear stochastic models. Journal of Applied Probability. 32:193-201. 1995
- Large Deviations for Empirical Process of Mean-Field Interacting Particle System with Unbounded Jumps. Annals of Probability. 22:2122-2151. 1994
- Large deviations for Markov processes with mean field interaction and unbounded jumps. Probability Theory and Related Fields. 100:227-252. 1994
- Solutions of a class of nonlinear master equations. Stochastic Processes and their Applications. 43:65-84. 1992
- A dynamic model for the two-parameter Dirichlet process
- Bayesian nonparametric analysis of Kingman's coalescent
- Gamma-Dirichlet Structure and Two Classes of Measure-valued Processes
- Large deviation principles for the Ewens-Pitman sampling model
- Large deviations for the Fleming-Viot process with neutral mutation and selection
- Limit Theorems Associated With The Pitman-Yor Process
- Moderate deviations for Ewens-Pitman exchangeable random partitions
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chapter