Research
Please find my doctoral thesis titled "Asymptotic properties of Non-linear Filters" here.
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with Vivek S. Borkar, Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques, submitted pdf
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with Guodong Pang, Ergodic risk sensitive control of large-scale parallel server networks with abandonment, pdf
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with Guodong Pang and Nicola Sassone, New relative value iteration algorithms for the ergodic risk-sensitive control of Markov chains, pdf
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with Guodong Pang, On sample path moderate deviation principles for random walks, submitted pdf
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with Guodong Pang, Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis, under second round of review, Annals of Applied Probability, pdf
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with Guodong Pang, Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment, Ann. Appl. Probab. 35(3): 1570-1621, 2025, pdf
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Large deviation principle in discrete time non-linear filtering, SIAM Journal on Control and Optimization, Vol. 62, No. 6, pp. 3121-3144, 2024, pdf
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with Guodong Pang, Large Deviations and Long Time Behavior of Stochastic Fluid Queues with Generalized Fractional Brownian Motion Input, Queueing Systems: Theory and Applications, Volume 105, pp 47–98, 2023
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with Guodong Pang, Sample Path Moderate Deviations for Shot Noise Processes in the High Intensity Regime, Stochastic Processes and Applications, Stochastic Processes and their Applications,
Volume 176, 2024, pdf -
with Vivek S. Borkar, A Selection Procedure for Extracting the Unique Feller Weak Solution of Degenerate Diffusions, Applied Mathematics & Optimization 87 (3), 46, 2023, pdf
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with Amarjit Budhiraja and Amit Apte, Some Large Deviations Asymptotics in Small Noise Filtering Problems, SIAM Journal on Control and Optimization, 60(1):385–409, 2022 pdf
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with Amit Apte, Stability of Non-linear Filter for Deterministic Dynamics, Foundations of Data Science, 2021, 3 (3) : 647-675. pdf
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with Amit Apte and Sreekar Vadlamani, Asymptotic Properties of Linear Filter for Noise Free Dynamical System, Systems & Control Letters 139 (2020) 104676. pdf