## Ramon van HandelAssociate Professor •
ORFE
Associated Faculty •
PACM
Sherrerd Hall, Room 227 Princeton University Princeton, NJ 08544 (609) 258 0973 E-mail: rvan AT princeton.edu |

My research interests lie broadly in probability theory and its interactions with other fields. Probability theory—the mathematical description of random phenomena—plays an increasingly fundamental role in numerous areas of mathematics and science. I am particularly fascinated by the development of probabilistic principles and methods that explain the common structure in a variety of pure and applied mathematical problems. Recent research focus has been on conditional phenomena, high-dimensional probability, and ergodic theory.

- Julia Robinson Mathematics Festival [2014] [2015] [2016]
- Probability Seminar [Schedule]
- Stochastic Analysis Seminar [Lectures / Blog]
- Columbia-Princeton Probability Day [2011] [2013] [2015]
- APC 550/ORF 550: Probability in High Dimension (Spring 2014, Fall 2016). [Syllabus: PDF] [Lecture notes: PDF]
- ORF 309/MAT 380: Probability and Stochastic Systems (Fall 2014-15, Spring 2017).
- ORF 527: Stochastic Calculus (Spring 2011-13, 2015-16). [Syllabus: PDF]
- ORF 473/474: Stochastic Methods for Quantitative Finance (Spring 2009-11, Fall 2011-13). [Syllabus: PDF]
- ORF 526: Stochastic Processes (Fall 2009). [Syllabus: PDF]
- ORF 557: Hidden Markov Models (Fall 2008). [Lecture notes: PDF]
- ACM 217: Stochastic Calculus and Stochastic Control (Caltech, Spring 2007). [Lecture notes: PDF]

- The Borell-Ehrhard game [PDF] [arXiv]

- Chaining, interpolation, and convexity

J. Eur. Math. Soc., to appear. [PDF] [arXiv] - On the spectral norm of Gaussian random matrices

Trans. Amer. Math. Soc., to appear. [PDF] [arXiv] - Structured random matrices

IMA Volume "Discrete Structures: Analysis and Applications" (Springer), to appear. [PDF] - Sharp nonasymptotic bounds on the norm of random matrices with independent entries (with Afonso Bandeira)

Ann. Probab. 44, 2479-2506 (2016). [Journal] [arXiv] - Phase transitions in nonlinear filtering (with Patrick Rebeschini)

Electron. J. Probab. 20, no. 7, 1-46 (2015). [Journal] [arXiv] - Can local particle filters beat the curse of dimensionality? (with Patrick Rebeschini)

Ann. Appl. Probab. 25, 2809-2866 (2015). [Journal] [arXiv] - Conditional ergodicity in infinite dimension (with X. Thomson Tong)

Ann. Probab. 42, 2243-2313 (2014). [Journal] [arXiv] - Comparison theorems for Gibbs measures (with Patrick Rebeschini)

J. Stat. Phys. 157, 234-281 (2014). [Journal] [arXiv] - Ergodicity, decisions, and partial information

Séminaire de Probabilités XLVI, Lecture Notes in Mathematics 2123, Springer (2014). [PDF] [arXiv] - The local geometry of finite mixtures (with Elisabeth Gassiat)

Trans. Amer. Math. Soc. 366, 1047-1072 (2014). [Journal] [arXiv] - Constructing sublinear expectations on path space (with Marcel Nutz)

Stoch. Proc. Appl. 123, 3100-3121 (2013). [Journal] [arXiv] - The universal Glivenko-Cantelli property

Probab. Th. Rel. Fields 155, 911-934 (2013). [Journal] [arXiv] - Consistent order estimation and minimal penalties (with Elisabeth Gassiat)

IEEE Trans. Inform. Theory 59, 1115-1128 (2013). [Journal] [arXiv] - On the exchange of intersection and supremum of σ-fields in filtering theory

Israel J. Math. 192, 763-784 (2012). [Journal] [arXiv] - Ergodicity and stability of the conditional distributions of nondegenerate Markov chains (with X. Thomson Tong)

Ann. Appl. Probab. 22, 1495-1540 (2012). [Journal] [arXiv] - On the minimal penalty for Markov order estimation

Probab. Th. Rel. Fields 150, 709-738 (2011). [Journal] [arXiv] - Consistency of the maximum likelihood estimator for general hidden Markov models (with Randal Douc, Eric Moulines, Jimmy Olsson)

Ann. Statist. 39, 474-513 (2011). [Journal] [arXiv] - Intrinsic methods in filter stability (with Pavel Chigansky, R. Liptser)

In Oxford Handbook of Nonlinear Filtering (D. Crisan and B. Rozovsky, eds.), Oxford University Press, 2011. [PDF] - A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains (with Pavel Chigansky)

Ann. Appl. Probab. 20, 2318-2345 (2010). [Journal] [arXiv] - Nonlinear filtering and systems theory

Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010 semi-plenary paper). [PDF] - When do nonlinear filters achieve maximal accuracy?

SIAM J. Control Optim. 48, 3151-3168 (2009). [Journal] [arXiv] - Uniform time average consistency of Monte Carlo particle filters

Stoch. Proc. Appl. 119, 3835-3861 (2009). [Journal] [arXiv] - The stability of conditional Markov processes and Markov chains in random environments

Ann. Probab. 37, 1876-1925 (2009). [Journal] [arXiv] - Uniform observability of hidden Markov models and filter stability for unstable signals

Ann. Appl. Probab. 19, 1172-1199 (2009). [Journal] [arXiv] - Observability and nonlinear filtering

Probab. Th. Rel. Fields 145, 35-74 (2009). [Journal] [arXiv] - Discrete time nonlinear filters with informative observations are stable

Electr. Commun. Probab. 13, 562-575 (2008). [Journal] [arXiv] - Filtering, Stability, and Robustness

Ph.D. Thesis, California Institute of Technology (2007). [PDF] - Model robustness of finite state nonlinear filtering over the infinite time horizon (with Pavel Chigansky)

Ann. Appl. Probab. 17, 688-715 (2007). [Journal] [arXiv] - Almost global stochastic stability

SIAM J. Control Optim. 45, 1297-1313 (2006). [Journal] [arXiv]

- The stability of quantum Markov filters

Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12, 153-172 (2009). [PDF] [arXiv] - A discrete invitation to quantum filtering and feedback control (with Luc Bouten, Matt James)

SIAM Review 51, 239-316 (2009). [Journal] [arXiv] - Discrete approximation of quantum stochastic models (with Luc Bouten)

J. Math. Phys. 49, 102109 (2008). [Journal] [arXiv] - Approximation and limit theorems for quantum stochastic models with unbounded coefficients (with Luc Bouten, Andrew Silberfarb)

J. Funct. Anal. 254, 3123-3147 (2008). [Journal] [arXiv] - On the separation principle of quantum control (with Luc Bouten)

In Quantum Stochastics and Information: Statistics, Filtering and Control (V. P. Belavkin and M. I. Guta, eds.), World Scientific, 2008. [arXiv] - An introduction to quantum filtering (with Luc Bouten, Matt James)

SIAM J. Control Optim. 46, 2199-2241 (2007). [Journal] [arXiv] - Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode (with John Gough)

J. Stat. Phys. 127, 575-607 (2007). [Journal] [arXiv] - Stabilizing feedback controls for quantum systems (with Mazyar Mirrahimi)

SIAM J. Control Optim. 46, 445-467 (2007). [Journal] [arXiv] - Feedback Control of Quantum State Reduction (with John K. Stockton, Hideo Mabuchi)

IEEE Trans. Automat. Control 50, 768-780 (2005). [Journal] [arXiv] - Modelling and feedback control design for quantum state preparation (with John K. Stockton, Hideo Mabuchi)

J. Opt. B: Quantum Semiclass. Opt. 7, S179-S197 (2005). [Journal] - Quantum projection filter for a highly nonlinear model in cavity QED (with Hideo Mabuchi)

J. Opt. B: Quantum Semiclass. Opt. 7, S226-S236 (2005). [Journal] [arXiv] - Single-Particle Self-Excited Oscillator (with Brian D'Urso, Brian Odom, D. Hanneke, G. Gabrielse)

Phys. Rev. Lett. 94, 113002 (2005). [Journal] [PDF] - Deterministic Dicke-state preparation with continuous measurement and control (with John K. Stockton, Hideo Mabuchi)

Phys. Rev. A 70, 022106 (2004). [Journal] [arXiv]

Last modified: August 11, 2016