Research Interests

Applied Probability, Stochastic Processes, Large Deviations.

Selected Publications

• 2016. On exact sampling of the first passage event of L´evy process with infinite L´evy measure and bounded variation. Stochastic Process. Appl. 126, 1124–1144.
• 2016. Random reversible Markov matrices with tunable extremal eigenvalues. Ann. Appl. Probab. 26, 2257–2272.
• 2015. Strong renewal theorems with infinite mean beyond local large deviations. Ann. Appl. Probab. 25, 1513–1539.
• (With A. Sinha and M.-H. Chen) 2015. Bayesian inference of hidden Gamma process Cox model for survival data with ties. Statist. Sinica. 25, 1613- 1635. doi:10.5705/ss.2012.351..