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.


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.


[16] Parallel search for information .
with T. Tony Ke, J. Miguel Villas-Boas and Yuming Zhang. Submitted.

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

[14] A stochastic game and stochastic free boundary problem .
with Xin Guo and Renyuan Xu. Submitted.

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


[12] Mallows ranking models: maximum likelihood estimate and regeneration .
Proceedings of the 36th International Conference on Machine Learning (ICML 2019) PMLR 97, 6125-6134.

[11] Exponential ergodicity and convergence for generalized reflected Brownian motion .
Queueing Systems: Theory and Applications (2019) vol.92, no.1, 83-101.

[10] Renewal sequences and record chains related to multiple zeta sums .
with Jean-Jil Duchamps and Jim Pitman. Transactions of AMS (2019) vol.371, no.8, 5731-5755.

[9] Regenerative random permutations of integers .
with Jim Pitman. Annals of Probability (2019) vol.47, no.3, 1378-1416.

[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.

[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.

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

[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.

[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.

[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.

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

[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.

Recent talks

June, 2019: Los Angeles, ICML Oral .
Feb, 2019: Los Angeles, Combinatorics seminar .
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 .


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