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Soumik Pal
Soumik Pal
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One-dimensional Brownian particle systems with rank-dependent drifts
S Pal, J Pitman
1232008
Sparse regular random graphs: spectral density and eigenvectors
I Dumitriu, S Pal
1082012
Exponentially concave functions and a new information geometry
S Pal, TKL Wong
The Annals of probability 46 (2), 1070-1113, 2018
912018
Analysis of continuous strict local martingales via h-transforms
S Pal, P Protter
Stochastic Processes and their Applications 120 (8), 1424-1443, 2010
80*2010
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
792017
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
742010
The geometry of relative arbitrage
S Pal, TKL Wong
Mathematics and Financial Economics 10, 263-293, 2016
612016
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
532013
Analysis of market weights under volatility-stabilized market models
S Pal
422011
Energy, entropy, and arbitrage
S Pal, TKL Wong
arXiv preprint arXiv:1308.5376, 2013
372013
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
372013
Concentration of measure for Brownian particle systems interacting through their ranks
S Pal, M Shkolnikov
34*2014
Concentration for multidimensional diffusions and their boundary local times
S Pal
Probability Theory and Related Fields 154 (1-2), 225-254, 2012
342012
Systems of Brownian particles with asymmetric collisions
I Karatzas, S Pal, M Shkolnikov
312016
On the difference between entropic cost and the optimal transport cost
S Pal
arXiv preprint arXiv:1905.12206, 2019
292019
Extinction of Fleming-Viot-type particle systems with strong drift
M Bieniek, K Burdzy, S Pal
292012
Intertwining diffusions and wave equations
S Pal, M Shkolnikov
arXiv preprint arXiv:1306.0857, 2013
282013
Wright–Fisher diffusion with negative mutation rates
S Pal
262013
Diffusions on a space of interval partitions: Poisson–Dirichlet stationary distributions
N Forman, S Pal, D Rizzolo, M Winkel
232021
Systems of Brownian particles with asymmetric collisions
I Karatzas, S Pal, M Shkolnikov
arXiv preprint arXiv:1210.0259, 2012
22*2012
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