Probability · Approximation · Stein's Method

Research in probability and distributional approximation.

My research focuses on probability theory, Stein's method, distributional approximation, stochastic processes, and applications of probabilistic approximation techniques.

Faculty of Science, Chulalongkorn University · Bangkok, Thailand

Wasamon Jantai
About

Mathematics with a probabilistic lens.

My work centers on probability theory, distributional approximation, and Stein's method, with an emphasis on methods that are mathematically rigorous and useful in applications.

I am an Assistant Professor in the Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University.

I received my Ph.D. in Mathematics from Oregon State University in 2021, under the supervision of Professor Yevgeniy Kovchegov.

My research interests lie in probability theory, distributional approximation, and Stein's method. I am particularly interested in developing probabilistic approximation techniques and applying them to both theoretical and practical problems.

Stein's Method Distributional Approximation Probability Theory Stochastic Processes Normal Approximation Poisson Approximation Random Sums Random Walks
Research

Current directions.

I develop approximation techniques for stochastic models, with a particular focus on explicit error bounds and methods inspired by Stein's method.

01 · ZERO-BIAS

Approximate Zero-Bias Transformations

Development of approximate zero-bias techniques for normal approximation, including extensions to random sums and non-identically distributed summands.

02 · RANDOM SUMS

Random Sums & Applications

Normal approximation for random sums arising in applied stochastic models, including sampling with outliers, insurance, and generative AI response times.

03 · FUNCTIONAL STEIN

Functional Stein's Method and Random Fields

I am interested in functional versions of Stein's method and their applications to random fields, including Gaussian free fields.

04 · POISSON

Poisson Approximation

Poisson approximation with applications to stop-loss metrics and other probability models where explicit approximation guarantees are useful.

Publications

Selected work.

Selected journal articles, proceedings, and recent preprints.

2026
An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI
Wasamon Jantai and Nathakhun Wiroonsri · arXiv preprint arXiv:2608.27143
arXiv ↗
2025
Poisson Approximation for Stop-Loss Metrics of Order 1 and 2
Nat Yonghint and Wasamon Jantai · Sankhya A, 87, 302–326
DOI ↗
2025
On Combinatorial Central Limit Theorems with Different Underlying Permutations via Approximate Zero Biasing
Wasamon Jantai and Nathakhun Wiroonsri · Sankhya A, 87(2), 261–301
DOI ↗
2026
Proving One-Dimensional Convergence of Trinomial Random Walks Conditioned on End Points via Stein's Method
Kooakachai, Gaengaew and Wasamon Jantai · AIP Conference Proceedings 3444, 050005
Talks

Selected presentations.

Recent conference presentations on distributional approximation and Stein's method.

August 27, 2026 · Lugano, Switzerland

European Meeting of Statisticians 2026 (EMS 2026)

Approximate Zero-Bias Transformation for Random Sums with Its Applications

December 4, 2024 · Penang, Malaysia

The International Conference on Mathematical Sciences and Technology 2024 (MathTech 2024)

Proving One-Dimensional Convergence of Trinomial Random Walks Conditioned on End Points via Stein's Method

Contact

Research collaboration

I am happy to discuss potential research collaborations in probability, Stein's method, distributional approximation, stochastic processes, and related areas.