About Me
I am a Byrne research post-doctoral assistant professor in the Department of Mathematics at University of Michigan, working with Professor Erhan Bayraktar. Before coming to Ann Arbor, I was a postdoctoral research associate in the Division of Applied Mathematics at Brown University, mentored by Professor Paul Dupuis. In 2016, I completed my Ph.D. in the Department of Statistics and Operations ResearchUNC at Chapel Hill, under the supervision of Professor Amarjit Budhiraja. Before that, I got my B.S. degree from the School of Mathematical Sciences (Yuanpei Program)Peking University in 2012.

Click here for my complete CV.

In 2017 Fall semester I helped organize the Brown Probability Seminar.

My research interests lie in probability and its applications. In particular, I am interested in weakly interacting particle systems, moderate and large deviations (with applications in rare events simulation), random graphs, uncertainty quantification, queuing theory, and mean-field games.

Publications and Preprints

  1. Supermarket model on graphs. With A. Budhiraja and D. Mukherjee. Accepted by The Annals of Applied Probability, 2018. [arXiv:1712.07607]
  2. Weakly interacting particle systems on inhomogeneous random graphs. With S. Bhamidi and A.Budhiraja. To appear in Stochastic Processes and their Applications, 2018. [arXiv:1612.00801]
  3. Large deviations for Brownian particle systems with killing. With A. Budhiraja and W.-T. Fan. Journal of Theoretical Probability, 31(3):1779–1818, 2018. [arXiv:1609.03107][Journal]
  4. Large deviation principle for the exploration process of the configuration model. With S. Bhamidi, A. Budhiraja and P. Dupuis. Submitted, 2017. [arXiv:1708.01832]
  5. Moderate deviation principles for weakly interacting particle systems. With A. Budhiraja. Probability Theory and Related Fields, 168(3):721–771, 2017. [arXiv:1510.02187] [Journal]
  6. Some fluctuation results for weakly interacting multi-type particle systems. With A. Budhiraja. Stochastic Processes and their Applications, 126(8):2253–2296, 2016. [arXiv:1505.00856] [Journal]
  7. Weakly interacting diffusions on sparse random graphs. With D. Lacker and K. Ramanan. Ready to submit.
  8. Weakly interacting Markov chains on sparse random graphs. With D. Lacker and K. Ramanan. Near completion.
  9. A large deviation principle for the JSQ load balancing mechanism in the heavy traffic regime. With A. Budhiraja and E. Friedlander. Near completion.
  10. Calculus of variations problem arising in large deviation analysis for the exploration process of the configuration model. With S. Bhamidi, A. Budhiraja and P. Dupuis. Near completion.
  11. Large deviations for M/M/1 queue with abandonment and long-time analysis. With R. Atar, A. Budhiraja and P. Dupuis. Near completion.
  12. Analysis of rare events in queueing systems with model uncertainty. With R. Atar, A. Budhiraja and P. Dupuis. Working paper.

Last updated: 2018-11