Ramon van Handel Associate Professor • ORFE Associated Faculty • PACM Associated Faculty • Mathematics Fine Hall, Room 207 Princeton University Princeton, NJ 08544 (609) 258 0973 E-mail: rvan AT princeton.edu

Teaching and seminars

• Julia Robinson Mathematics Festival [2014] [2015] [2016] [2017]
• Probability Seminar [Schedule]
• Stochastic Analysis Seminar [Lectures / Blog]
• Columbia-Princeton Probability Day [2011] [2013] [2015] [2017]
• APC 550/ORF 550: Probability in High Dimension (Spring 2014, Fall 2016). [Syllabus: PDF] [Lecture notes: PDF (updated 12/21/2016)]
• 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]

Publications and preprints

Probability

• The dimension-free structure of nonhomogeneous random matrices (with Rafał Latała and Pierre Youssef). [PDF] [arXiv]
  
• The equality cases of the Ehrhard-Borell inequality (with Yair Shenfeld)
  Adv. Math. 331, 339-386 (2018). [Journal] [arXiv]
  
• Chaining, interpolation, and convexity II: The contraction principle
  Ann. Probab. 46, 1764-1805 (2018). [Journal] [arXiv]
  
• The Borell-Ehrhard game
  Probab. Th. Rel. Fields 170, 555-585 (2018). [Journal] [arXiv]
  
• Beyond the blowing-up lemma: sharp converses via reverse hypercontractivity (with Jingbo Liu, Sergio Verdu)
  Proc. ISIT 2017 (Aachen), 943--947 (2017). [Journal] [PDF]
  
• Chaining, interpolation, and convexity
  J. Eur. Math. Soc., to appear. [PDF] [arXiv]
  
• On the spectral norm of Gaussian random matrices
  Trans. Amer. Math. Soc. 369, 8161-8178 (2017). [Journal] [arXiv]
  
• Structured random matrices
  In Convexity and Concentration (Carlen et al., eds.), IMA Vol. 161, Springer, 2017, pp. 107-165. [PDF] [arXiv]
  
• 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]

Physics

• 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]