Rob J. Wang
I am a Data Scientist on the Payments team at Airbnb (San Francisco).
From 2011-2017, I was a Ph.D. student in the Department of Management Science and Engineering (MS&E) at Stanford University, specializing in Operations Research. My advisor was Prof. Peter W. Glynn, and my thesis was titled Brownian Modeling of Queues: Rates of Convergence to Equilibrium, Departure Variability, and Large Deviations.
In addition to stochastic modeling and applied probability, I am also interested in statistical methods, machine learning, and operations management (particularly revenue management).
- Ph.D. in Management Science and Engineering (Operations Research), Stanford University (2011-2017)
- M.S. in Statistics, Stanford University (2015-2016)
- B.Sc. (Honours) in Mathematics, Queen's University (2007-2011)
- Natural Sciences and Engineering Research Council of Canada Postgraduate Scholarships (2011-2015)
- Arvanitidis Stanford Graduate Fellowship in Memory of William Linvill (2011-2014)
- Governor General's Academic Medal, Queen's University (2011)
- On the Rate of Convergence to Equilibrium for Reflected Brownian Motion (with Peter W. Glynn)
Submitted for Publication (2017)
- On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods (with Peter W. Glynn)
ACM Transactions on Modeling and Computer Simulation, Vol. 27, No. 1, Article 1, Publication date: August 2016
- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (with Peter W. Glynn)
Fields Communications Series: Asymptotic Laws and Methods in Stochastics (2015) p.329-345
- Measuring the Initial Transient: Reflected Brownian Motion (with Peter W. Glynn)
Proceedings of the Winter Simulation Conference (2014) p.652-661
- Zeros of Ramanujan Polynomials (with M. Ram Murty and C. Smyth)
J. Ramanujan Math. Soc. 26, No.1 (2011) p.107–125
- On Departure Process Variability and the BRAVO Effect: A Brownian Perspective (with Peter W. Glynn)