Wenpin Tang's Home Page

About me

I am an Assistant Professor at Department of Mathematics, UCLA. I obtained my Ph.D. from Department of Statistics, UC Berkeley. My advisor was Jim Pitman . Before coming to Berkeley, I obtained an engineer diploma (Diplôme d'ingénieur) from Ecole Polytechnique, France.

Research

My research interests are probability theory and its applications. I have been working on paths embedding in Brownian motion (with Jim Pitman ), and paths intersection of Brownian motion (with Steve Evans and Jim Pitman ). I also solved a conjecture of David Aldous on Up the River problem (with Li-Cheng Tsai ).

More generally, I am interested in topics as random combinatorial objects, stochastic differential equations, and interacting particle systems.

Publications

1. The Vervaat transform of Brownian bridges and Brownian motion .
with Titus Lupu, Jim Pitman. Electro. J. Probab 20 (2015) no.51, 1-31.

2. Patterns in random walks and Brownian motion .
with Jim Pitman. Séminaire de probabilité XLVII - In Memoriam Marc Yor (2015), 49-88.

3. The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift .
with Jim Pitman. Electro. J. Probab 20 (2015) no.61, 1-28.

4. The spans in Brownian motion .
with Steve Evans and Jim Pitman. Annales de l'Institut Henri Poincaré 53 (2017) no.3, 1108-1135.

5. Tree formulas, mean first passage times and Kemeny's constant of a Markov chain .
with Jim Pitman. To appear Bernoulli.

6. Optimal surviving strategy for drifted Brownian motions with absorption .
with Li-Cheng Tsai. To appear Annals of Probability.

7. Transporting random measures on the line and embedding excursions into Brownian motion .
with Günter Last and Hermann Thorisson. To appear Annales de l'Institut Henri Poincaré.

Preprints

1. The argmin process of Brownian motion and Brownian extrema of a given length .
with Jim Pitman. Under revision Electronic Journal of Probability.

2. Regenerative random permutations of integers .
with Jim Pitman. Under revision Annals of Probability.

3. Renewal sequences and record chains related to multiple zeta sums .
with Jean-Jil Duchamps and Jim Pitman. Submitted to Transactions of AMS.

Recent talks

Sept, 2013: Berkeley, SGSA student seminar .
July, 2013: Saint-Flour, 43rd probability summer school.
June, 2014: San Diego, Combinatorial Stochastic Processes: A conference in celebration of Jim Pitman's 65th birthday .
July, 2014: Saint-Flour, 44th probability summer school.
Oct, 2014: Berkeley, Student Probability/PDE seminar .
Feb, 2015: Berkeley, Probability seminar .
Feb, 2015: Davis, Mathematical physics and probability seminar .
Mar, 2016: Berkeley, Berkeley-Columbia Meeting in Engineering and Statistics .
July, 2016: Edmonton, IMS-FIPS Workshop .
Mar, 2017: Berkeley, Probability seminar .
Mar, 2017: Los Angeles, Probability seminar .
Nov, 2017: Los Angeles, Probability seminar .
Dec, 2017: Chicago, Probability and Statistical physics seminar .

Teaching

This semester, I am serving as an instructor for Math 31B and Math 170A. In Summer 2016, I served as the instructor for Stat 134. I also worked as a teaching assistant for Stat 205A (Fall 2013, Fall 2014, Fall 2016) taught by David Aldous , and Stat 205B taught by Steve Evans (Spring 2013, Spring 2014, Spring 2015).