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, statistics and stochastic control. I worked on Brownian motion (with Steve Evans and Jim Pitman ), and random discrete objects (with Jim Pitman ). I also solved a conjecture of David Aldous on Up the River problem (with Li-Cheng Tsai ). Recently I have been working on the MLE of some statistical ranking models, and a state-dependent stochastic game (with Xin Guo and Renyuan Xu).

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

Publications

1. The Vervaat transform of Brownian bridges and Brownian motion .
with Titus Lupu, Jim Pitman. Electro. J. Probab (2015) vol.20, 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 (2015) vol.20, no.61, 1-28.

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

5. Tree formulas, mean first passage times and Kemeny's constant of a Markov chain .
with Jim Pitman. Bernoulli (2018) vol.24, no.3, 1942-1972.

6. Optimal surviving strategy for drifted Brownian motions with absorption .
with Li-Cheng Tsai. Annals of Probability (2018) vol.46, no.3, 1597-1650.

7. The argmin process of random walks, Brownian motion and Lévy processes .
with Jim Pitman. Electro. J. Probab (2018) vol.23, no.60, 1-35.

8. Transporting random measures on the line and embedding excursions into Brownian motion .
with Günter Last and Hermann Thorisson. Annales de l'Institut Henri Poincaré (2018) vol.54, no. 4, 2286-2303.

9. Regenerative random permutations of integers .
with Jim Pitman. To appear Annals of Probability.

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

Preprints

1. One-dependent hard-core processes and colorings of the star graph .
with Thomas Liggett. Submitted.

2. Exponential drift condition and ergodicity for generalized reflected Brownian motion .
Submitted.

3. Finite and infinite Mallows ranking models, maximum likelihood estimator, and regeneration .
Submitted.

4. A stochastic game and stochastic free boundary problem .
with Xin Guo and Renyuan Xu. Submitted.

5. Ergodicity of the infinite swapping algorithm at low temperature .
with Georg Menz and André Schlichting.

Recent talks

Dec, 2018: Los Angeles, Southern California Probability Symposium .
Oct, 2018: San Francisco, AMS meeting .
July, 2018: Stanford, Workshop in memory of Larry Shepp .
Feb, 2018: Stanford, Probability seminar .
Feb, 2018: Berkeley, IEOR department colloquium .
Dec, 2017: Chicago, Probability and Statistical physics seminar .
Nov, 2017: Los Angeles, Probability seminar .
Mar, 2017: Los Angeles, Probability seminar .
Mar, 2017: Berkeley, Probability seminar .
July, 2016: Edmonton, IMS-FIPS Workshop .
Mar, 2016: Berkeley, Berkeley-Columbia Meeting in Engineering and Statistics .
Feb, 2015: Davis, Mathematical physics and probability seminar .
Feb, 2015: Berkeley, Probability seminar .
Oct, 2014: Berkeley, Student Probability/PDE seminar .
July, 2014: Saint-Flour, 44th probability summer school.
June, 2014: San Diego, Combinatorial Stochastic Processes: A conference in celebration of Jim Pitman's 65th birthday .
July, 2013: Saint-Flour, 43rd probability summer school.
Sept, 2013: Berkeley, SGSA student seminar .

Teaching

In Fall 2018, I am teaching Math 31B and Math 170A.