Soumik Pal

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Langevin diffusion approximation to same marginal Schrödinger bridge
Journal of Functional Analysis
2026-04-22Paper
Stochastic optimization on matrices and a graphon McKean-Vlasov limit
The Annals of Applied Probability
2026-03-10Paper
Asymptotics of discrete Schrödinger bridges via chaos decomposition
Bernoulli
2024-07-02Paper
On the difference between entropic cost and the optimal transport cost
The Annals of Applied Probability
2024-04-10Paper
Community detection in the sparse hypergraph stochastic block model
Random Structures & Algorithms
2023-10-12Paper
Projected Langevin dynamics and a gradient flow for entropic optimal transport2023-09-15Paper
Path convergence of Markov chains on large graphs2023-08-17Paper
Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm2023-07-31Paper
The Aldous diffusion: a stationary evolution of the Brownian CRT2023-05-26Paper
Ranked masses in two-parameter Fleming–Viot diffusions
Transactions of the American Mathematical Society
2023-01-12Paper
Stochastic optimization on matrices and a graphon McKean-Vlasov limit2022-10-02Paper
Shuffling cards by spatial motion
Stochastic Processes and their Applications
2022-08-29Paper
Can coherent predictions be contradictory?
Advances in Applied Probability
2022-01-18Paper
Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates2021-12-31Paper
Gradient flows on graphons: existence, convergence, continuity equations2021-11-17Paper
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
The Annals of Probability
2021-07-02Paper
The random transposition dynamics on random regular graphs and the Gaussian free field
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2021-06-03Paper
The random transposition dynamics on random regular graphs and the Gaussian free field
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2021-06-03Paper
Diffusions on a space of interval partitions: construction from marked Lévy processes
Electronic Journal of Probability
2021-05-04Paper
Diffusions on a space of interval partitions: construction from marked Lévy processes
Electronic Journal of Probability
2021-05-04Paper
Projections of the Aldous chain on binary trees: intertwining and consistency
Random Structures & Algorithms
2020-11-30Paper
Asymptotics of Discrete Schr\"odinger Bridges via Chaos Decomposition2020-11-17Paper
Multiplicative Schrödinger problem and the Dirichlet transport
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2020-09-22Paper
Metrics on sets of interval partitions with diversity
Electronic Communications in Probability
2020-07-29Paper
Metrics on sets of interval partitions with diversity
Electronic Communications in Probability
2020-07-29Paper
Twin peaks
Random Structures & Algorithms
2020-06-19Paper
Floodings of metric graphs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2020-05-21Paper
Contradictory predictions2019-11-29Paper
Exponentially concave functions and high dimensional stochastic portfolio theory
Stochastic Processes and their Applications
2019-09-19Paper
A note on transportation cost inequalities for diffusions with reflections
Electronic Communications in Probability
2019-05-16Paper
A note on transportation cost inequalities for diffusions with reflections
Electronic Communications in Probability
2019-05-16Paper
Uniform control of local times of spectrally positive stable processes
The Annals of Applied Probability
2018-11-07Paper
Uniform control of local times of spectrally positive stable processes
The Annals of Applied Probability
2018-11-07Paper
Aldous diffusion I: a projective system of continuum $k$-tree evolutions2018-09-20Paper
Exponentially concave functions and a new information geometry
The Annals of Probability
2018-04-24Paper
Exponentially concave functions and a new information geometry
The Annals of Probability
2018-04-24Paper
Embedding optimal transports in statistical manifolds
Indian Journal of Pure & Applied Mathematics
2018-04-18Paper
Interval partition evolutions with emigration related to the Aldous diffusion2018-04-03Paper
Diffusions on a space of interval partitions with Poisson-Dirichlet stationary distributions2016-09-21Paper
The geometry of relative arbitrage
Mathematics and Financial Economics
2016-06-29Paper
Systems of Brownian particles with asymmetric collisions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2016-03-04Paper
On meteors, earthworms and wimps
The Annals of Applied Probability
2015-07-27Paper
On meteors, earthworms and wimps
The Annals of Applied Probability
2015-07-27Paper
Cycles and eigenvalues of sequentially growing random regular graphs
The Annals of Probability
2014-08-22Paper
Concentration of measure for Brownian particle systems interacting through their ranks
The Annals of Applied Probability
2014-08-06Paper
Concentration of measure for Brownian particle systems interacting through their ranks
The Annals of Applied Probability
2014-08-06Paper
Brownian earthworm
The Annals of Probability
2014-01-31Paper
Crowding of Brownian spheres
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-03Paper
Crowding of Brownian spheres
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-03Paper
Functional limit theorems for random regular graphs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2013-09-09Paper
Energy, entropy, and arbitrage2013-08-25Paper
Convergence rates for rank-based models with applications to portfolio theory
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2013-06-19Paper
Intertwining diffusions and wave equations2013-06-04Paper
Wright-Fisher diffusion with negative mutation rates
The Annals of Probability
2013-05-24Paper
Wright-Fisher diffusion with negative mutation rates
The Annals of Probability
2013-05-24Paper
Concentration for multidimensional diffusions and their boundary local times
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2013-01-14Paper
Brownian approximation to counting graphs
SIAM Journal on Discrete Mathematics
2013-01-04Paper
Sparse regular random graphs: spectral density and eigenvectors
The Annals of Probability
2012-11-29Paper
Sparse regular random graphs: spectral density and eigenvectors
The Annals of Probability
2012-11-29Paper
Extinction of Fleming-Viot-type particle systems with strong drift
Electronic Journal of Probability
2012-06-22Paper
A combinatorial analysis of interacting diffusions
Journal of Theoretical Probability
2012-02-13Paper
Archimedes' principle for Brownian liquid
The Annals of Applied Probability
2012-01-10Paper
Markov processes on time-like graphs
The Annals of Probability
2011-10-10Paper
Analysis of market weights under volatility-stabilized market models
The Annals of Applied Probability
2011-07-19Paper
An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems
Applied Mathematics and Optimization
2011-05-11Paper
An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems
Applied Mathematics and Optimization
2011-05-11Paper
On the Aldous diffusion on Continuum Trees. I2011-04-21Paper
Amendments and Corrections: 'On a conjectured sharpness principle for probabilistic forecasting with calibration'
Biometrika
2011-01-20Paper
Analysis of continuous strict local martingales via \(h\)-transforms
Stochastic Processes and their Applications
2010-08-03Paper
A phase transition behavior for Brownian motions interacting through their ranks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2010-04-12Paper
A note on a conjectured sharpness principle for probabilistic forecasting with calibration
Biometrika
2009-12-18Paper
Symmetrization of Bernoulli
Electronic Communications in Probability
2009-11-20Paper
Symmetrization of Bernoulli
Electronic Communications in Probability
2009-11-20Paper
Symmetrization of Bernoulli
Electronic Communications in Probability
2009-11-20Paper
A passage to the Poisson-Dirichlet through the Bessel square processes2009-02-01Paper
One-dimensional Brownian particle systems with rank-dependent drifts
The Annals of Applied Probability
2009-01-13Paper
Computing strategies for achieving acceptability: a Monte Carlo approach
Stochastic Processes and their Applications
2007-12-17Paper


Research outcomes over time


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