Current/previous Position and education:

(Current) Postdoctoral Research Associate at The University of Edinburgh. Mentor: Tadahiro Oh.

(August 2018 to May 2021): Black-Babcock visiting assistant professor at University of Kansas. Postdoc mentor: David Nualart. 

(April 2-July 26, 2018) Research fellow in probability at The University of Melbourne within the research group of Andrew Barbour, Nathan Ross and Aihua Xia.

(September 1,2015 – March 28, 2018) Ph.D student at Université du Luxembourg, supervised by Ivan Nourdin.   

(Sept. 2014-June 2015) M2 (Probabilités et Statistiques) student at Université Paris-Sud, Orsay supported by Fondation Mathématiques Jacques Hadamard

(September 2007 – June 2011) Undergraduate student in the school of Economics and management, Wuhan University. 

Research interest: Malliavin calculus, Stein’s method, (Singular) SPDEs, nonlinear dispersive PDEs, limit theorems, random matrix theory

Preprints: (Link to all  arXiv preprints)

[21] Stein’s method, Gaussian processes and Palm measures, with applications to queuing (joint with A. D. Barbour and N. Ross) submitted (2021) arXiv link

[20] Quantitative central limit theorems for the parabolic Anderson model driven by colored noise (joint with D. Nualart and P. Xia) submitted (2021) arXiv link

[19] Stein’s method, smoothing and functional approximation (joint with A. D. Barbour and N. Ross) Submitted (2021) arXiv link

publications/in press:

[18] A simplified second-order Gaussian Poincaré inequality in discrete setting with applications (joint with P. Eichelsbacher, B. Rednoß and Ch. Thäle) To appear in: Ann. Inst. H. Poincaré Probab. Statist. arXiv link

[17] The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications (joint with R. Balan, D. Nualart and L. Quer-Sardanyons) Stoch PDE: Anal Comp. (2022) arXiv link

[16] Asymptotic behavior of large Gaussian correlated Wishart matrices (joint with I. Nourdin) J. Theor. Probab. (2021). arXiv link

[15] Spatial averages for the parabolic Anderson model driven by rough noise (joint with D. Nualart and X. Song) ALEA, Lat. Am. J. Probab. Math. Stat. 18 (2021) arXiv link

[14] Spatial ergodicity of stochastic wave equations in dimensions 1,2 and 3 (joint with D. Nualart) Electron. Commun. Probab. 25 (2020) arXiv link

[13] Central limit theorems for stochastic wave equations in dimensions one and two (joint with D. Nualart) Stoch PDE: Anal Comp. (2021) arXiv link

[12] Averaging 2D Stochastic wave equation (joint with R. Bolaños-Guerrero and D. Nualart) Electron. J. Probab. 26 (2021) arXiv link

[11] Oscillatory Breuer-Major theorem with application to the random corrector problem (joint with D. Nualart)  Asymptotic Analysis, 119 (2020) arXiv link

[10] Averaging Gaussian functionals (joint with D. Nualart). Electron. J. Probab. 25 (2020) arXiv link

[9] Gaussian fluctuations for the stochastic heat equation with colored noise (joint with J. Huang, D. Nualart and L. Viitasaari) Stoch PDE: Anal Comp. 8 (2020) arXiv link

[8] A Central Limit Theorem for the stochastic wave equation with fractional noise (joint with F. Delgado-Vences and D. Nualart) Ann. Inst. H. Poincaré Probab. Statist. 56 (2020) arXiv link

[7] Almost sure convergence on chaoses (joint with G. Poly)  Proc. Amer. Math. Soc. 147 (2019)  arXiv link

[6] The probability of Intransitivity in Dice and Close Elections (joint with J. Hązła, E. Mossel, N. Ross) Probab. Theory Relat. Fields. 178 (2020)  arXiv link

[5] A Peccati-Tudor type theorem for Rademacher chaoses. ESAIM: PS 23 (2019) arXiv link

[4] Fourth moment theorems on the Poisson space in any dimension (joint with C. Döbler and A. Vidotto)  Electron. J. Probab. 23 (2018) arXiv link

[3] Exchangeable pairs on Wiener chaos (joint with I. Nourdin) Ch14 in: High dimensional Probability VIII, Progress in Probability 74. Edited by N. Gozlan and R. Latała, K. Lounici, M. Madiman, Springer (2019) arXiv link

[2] Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization (joint with A. Lechiheb, I. Nourdin and E. Haouala) Probab. Math. Stat., 38.2 (2018) arXiv link

[1] Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals. Stoch Process Their Appl. 127 (2017) arXiv link.

Some Links:

  • A webpage on Malliavin-Stein approach (maintained by Ivan Nourdin): link
  • The Probability Group of Victoria, Australia: link
  • My friends: Anna, Maurizia

(Douby Zhang in the pictures)