| Publication | Date of Publication | Type |
|---|
Foundations of market power in monetary economies
Journal of Economic Theory | 2025-01-16 | Paper |
Systematic approaches to generate reversiblizations of Markov chains
IEEE Transactions on Information Theory | 2024-07-22 | Paper |
Information divergences of Markov chains and their applications
| 2023-12-08 | Paper |
Systematic approaches to generate reversiblizations of Markov chains
| 2023-03-06 | Paper |
Generalized Markov chain tree theorem and Kemeny's constant for a class of non-Markovian matrices
Statistics \& Probability Letters | 2022-12-08 | Paper |
Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Money mining and price dynamics: the case of divisible currencies
Journal of Economic Dynamics and Control | 2022-08-31 | Paper |
Landscape modification meets spin systems: from torpid to rapid mixing, tunneling and annealing in the low-temperature regime
| 2022-08-22 | Paper |
Improved annealing for sampling from multimodal distributions via landscape modification
| 2021-11-04 | Paper |
Analysis of non-reversible Markov chains via similarity orbits
Combinatorics, Probability and Computing | 2021-06-15 | Paper |
An improved variant of simulated annealing that converges under fast cooling
| 2021-05-25 | Paper |
Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime
Journal of Mathematical Analysis and Applications | 2021-03-03 | Paper |
Improved Metropolis-Hastings algorithms via landscape modifcation with applications to simulated annealing and the Curie-Weiss model
| 2020-11-19 | Paper |
On the convergence of an improved and adaptive kinetic simulated annealing
| 2020-08-31 | Paper |
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
Journal of Theoretical Probability | 2020-05-19 | Paper |
Frictional goods markets: theory and applications
Review of Economic Studies | 2020-05-14 | Paper |
Metropolis-Hastings reversiblizations of non-reversible Markov chains
Stochastic Processes and their Applications | 2020-01-24 | Paper |
A Hoeffding's inequality for uniformly ergodic diffusion process
Statistics \& Probability Letters | 2019-09-05 | Paper |
Universality of the Langevin diffusion as scaling limit of a family of Metropolis-Hastings processes I: fixed dimension
| 2019-07-24 | Paper |
On resistance distance of Markov chain and its sum rules
Linear Algebra and its Applications | 2019-05-29 | Paper |
Skip-free Markov chains
Transactions of the American Mathematical Society | 2019-05-06 | Paper |
Imperfect information transmission and adverse selection in asset markets
Journal of Economic Theory | 2019-01-15 | Paper |
Consumer search and price competition
Econometrica | 2018-09-19 | Paper |
Velocity formulae between entropy and hitting time for Markov chains
Statistics \& Probability Letters | 2018-07-27 | Paper |
Hitting time, access time and optimal transport on graphs
| 2018-07-20 | Paper |
Hitting time and mixing time bounds of Stein's factors
Electronic Communications in Probability | 2018-05-11 | Paper |
Ordinal aggregation results via Karlin's variation diminishing property
Journal of Economic Theory | 2017-02-10 | Paper |
A sufficient condition for continuous-time finite skip-free Markov chains to have real eigenvalues
Mathematical and Computational Approaches in Advancing Modern Science and Engineering | 2017-02-03 | Paper |
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Insurance Mathematics \& Economics | 2015-02-03 | Paper |
