Ramon van Handel Assistant Professor Operations Research & Financial Engineering Sherrerd Hall, Room 227 Princeton University Princeton, NJ 08544 (609) 258 0973 E-mail: rvan AT princeton.edu

Teaching

• ORF 474: Stochastic Methods for Quantitative Finance (Spring 2009, 2010). [Syllabus: PDF]
• ORF 526: Stochastic Modeling (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]

Publications and preprints

Probability

• Consistent order estimation and the local geometry of mixtures (with Elisabeth Gassiat). [PDF] [arXiv]
  
• Consistency of the maximum likelihood estimator for general hidden Markov models (with Randal Douc, Eric Moulines, Jimmy Olsson). [PDF] [arXiv]
  
• A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains (with Pavel Chigansky). [PDF] [arXiv]
  
• On the minimal penalty for Markov order estimation. [PDF] [arXiv]
  
• 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]
  
• Intrinsic methods in filter stability (with Pavel Chigansky, R. Liptser), in Oxford University Handbook of Nonlinear Filtering (D. Crisan and B. Rozovsky, eds.), Oxford University Press, to appear. [PDF]
  
• Discrete time nonlinear filters with informative observations are stable, Electr. Commun. Probab. 13, 562-575 (2008). [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]
  
• 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]

Mathematical physics

• The stability of quantum Markov filters, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12, 153-172 (2009). [PDF] [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]
  
• A discrete invitation to quantum filtering and feedback control (with Luc Bouten, Matt James), SIAM Review 51, 239-316 (2009). [Journal] [arXiv]
  
• An introduction to quantum filtering (with Luc Bouten, Matt James), SIAM J. Control Optim. 46, 2199-2241 (2007). [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]
  
• 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]

Physics

• 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]