Rob J. Wang

Department of Management Science and Engineering,
Stanford University

About Me

Working Papers

  • On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods, Working Paper (with Peter W. Glynn)
  • On Departure Processes in Brownian Queues: CLT, Large Deviations, and the BRAVO Effect, Working Paper (with Peter W. Glynn)
  • On Convergence to Equilibrium for Brownian Queueing Models, Working Paper (with Peter W. Glynn).

Publications

  • 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

Teaching

    At Stanford, I have served as a Course Assistant (CA) for MS&E 321 Stochastic Systems and MS&E 322 Stochastic Calculus and Control.