Rob J. WangDepartment of Management Science and Engineering,
My interests include stochastic simulation, statistical inference for stochastic processes, stochastic differential equations, and queueing theory. I am grateful to be supported by an Arvanitidis Stanford Graduate Fellowship in Memory of William K. Linvill and an NSERC Postgraduate Scholarship (PGS D).
- A Change-point Connection to the Marginal Standard Error Rule for Initial Transient Deletion, Submitted (with Peter W. Glynn).
- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes, Submitted (with Peter W. Glynn).