Soumik Pal

soumikpal (at) gmail (dot) com
Assistant Professor
Department of Mathematics
C-547 Padelford Hall
University of Washington
Seattle WA 98195

Alert: If you have sent me an e-mail before May 2009 at my math.washington or
u.washington address and I did not reply, kindly send it to me again. I just got to
know that the mail server was not sending me mails and deleting them automatically.

Hello and welcome to my webpage

Please see my CV for details about my background and my research.

Teaching

I am teaching Math 396 (undergraduate calculus) in Spring 2009. Please see this webpage for more details.

Research

I am interested in both applied and theoretical probability. I consider myself problem-oriented. I also find it interesting to work on problems that bridge the gap between discrete and continuous probability models.

I am proud to be a part of the Seattle group of Probabilists. Please visit this page to get a flavor of the vibrant probability research community in Seattle.

Slides of some of recent talks:
(1) On rank-based Brownian motions - slides.
(2) On volatility-stabilized market models - slides.

Professional activities

I am one of the current associate editors of the The Annals of Applied Probability.

Some selected research papers and preprints

Analysis of the market weights under the volatility-stabilized market models.

A combinatorial analysis of interacting diffusions.
- (with Sourav Chatterjee).

An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems.
- (With Debasish Chatterjee)

A phase transition behavior for Brownian motions interacting through their ranks
- (with Sourav Chatterjee) - To appear in Probability Theory and Related Fields.

On a conjectured sharpness principle for probabilistic forecasting with calibration
- To appear in Biometrika.

One-dimensional Brownian particle systems with rank-dependent drifts
- (with Jim Pitman) - Annals of Applied Probability, 18(6), 2179--2207, 2008.

Symmetrization of Bernoulli.
- Electronic Communications in Probability, 13, 194--197, 2008.

Computing strategies for achieving acceptability: a Monte-Carlo approach
- Stochastic Processes and Their Applications, 117, 2179--2207, 2007.

Diversions and Causes

The Onion, Protect whales, The revolutionary encyclopedia, Animal welfare in India, The Probability ArXiv, Indian Institue of Cerebral Palsy, Naz foundation India, World Wildlife Fund, Seattle Humane Society.