Rob J. WangDepartment of Management Science and Engineering,
My interests include simulation output analysis, statistical inference for stochastic processes, diffusion processes, queueing theory, and applications to revenue management. 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).
- On Convergence to Equilibrium of Reflected Brownian Motion, Working Paper (with Peter W. Glynn).
- 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 2014 (with Peter W. Glynn).