## Rob J. WangDepartment of Management Science and Engineering,Stanford University ## About Me-
I am a fourth year Ph.D. student in the Department of Management Science and Engineering (MS&E) at Stanford University, specializing in Operations Research. My advisor is Prof. Peter W. Glynn. Before coming to Stanford, I studied mathematics and statistics at Queen's University in Kingston, Ontario (Canada), where I was awarded the Governor General's Academic Medal.
- simulation output analysis, initial transient problem
- convergence rates to equilibrium of queueing processes, heavy-traffic approximations, large deviations
- theory of Markov processes, diffusion processes
- statistical inference for stochastic processes.
Broadly speaking, my research interests include: I am grateful to be supported by an Arvanitidis Stanford Graduate Fellowship in Memory of William K. Linvill, as well as an NSERC Postgraduate Scholarship (PGS D).
## Journal Papers-
- On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods, Under Review (with Peter W. Glynn).
## Working Papers-
- On the Departure Process for Brownian Queues: CLT's and Large Deviations, Working Paper (with Peter W. Glynn).
- On Convergence to Equilibrium of Infinite-server Queues, Working Paper (with Peter W. Glynn). - On Convergence to Equilibrium of Reflected Brownian Motion, Working Paper (with Peter W. Glynn). ## Conference Papers-
- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes, To Appear in
Fields Communications Series: Asymptotic Laws and Methods in Stochastics 2015 (with Peter W. Glynn).- Measuring the Initial Transient: Reflected Brownian Motion, Winter Simulation Conference 2014 (with Peter W. Glynn).## Other Projects-
- Zeros of Ramanujan Polynomials,
J. Ramanujan Math. Soc. 26, No.1: 107-125, 2011 (with M. Ram Murty and C. Smyth). |