Research interests:

stochastic interacting systems, branching processes, random walks, percolation, random matrices
statistical inference for financial models

Papers:

With Steven Lalley Occupation Statistics of Critical Branching Random Walks, arXiv:0707.3829, submitted

Spatial Epidemics in Higher Dimensions, in preparation

Forecasting Volatility via Re-sampling, with Per A. Mykland, in preparation

Master thesis: Linking Solutions to the One Well Problem and its Corresponding Parabolic Flow (abstract)

Presentations:

Seminar for Fourth Year PhD Students (University of Chicago, Nov 2007)

The 32nd Conference on Stochastic Processes and their Applications (SPA07) (University of Illinois at Urbana-Champaign, Aug 2007)

IAS/Park City Mathematics Institute 2007, with travel award (Park City, Utah, Jul 2007)

Seminaire Europeen de Statistique 2007, with travel award (Cartagena, Spain, May 2007)

mini-seminars for second year Ph.D. students (University of Chicago, Mar 2006)

mini-seminars for first year Ph.D. students (University of Chicago, May 2005)

Computer Simulations:

2-D Critical BRW ( IC = 1 particle per site in [-50,50]^2):

distribution of particles AT time 101^2

distribution of all particles UP TO time 101^2