Version 2

(Picture by Robert Baumgarth at my Ph.D defense)

Position (Since Aug. 2018): Black-Babcock visiting assistant professor at University of Kansas, Department of Mathematics.  Post-doc mentor: David Nualart.

Prior to this,  I had a short but very pleasant stay at The University of Melbourne within the research group of Andrew Barbour, Nathan Ross and Aihua Xia. (April 2-July 26, 2018)

I defended my Ph.D thesis 《Recent developments around the Malliavin-Stein approach》on 28/03/2018 at Université du Luxembourg. My thesis is devoted to the fourth moment phenomena on chaoses and the main tool is Stein’s method of exchangeable pairs coupled with some spectral consideration.   My advisor is Ivan Nourdin.   Here is the manuscript of my thesis: PDF file (Part I is an almost self-contained survey about “the fourth moment phenomena via exchangeable pairs”; part II is a compilation of my papers [1]-[5].)


Teaching at KU:

Fall 2018: I teach the course 《MA526: Applied Mathematical Statistics I》on MWF 2:00-2:50pm at Snow Hall 120. (Class number:19185, 3 credits ; See the course webpage for more details.)



Link to the  arXiv preprints.

[6] Asymptotic behavior of large Gaussian correlated Wishart matrices, joint work with Ivan Nourdin. submitted.  arXiv file

[5] A Peccati-Tudor type theorem for Rademacher chaoses, submitted.  arXiv file

[4] Fourth moment theorems on the Poisson space in any dimensionjoint work with Christian Döbler and Anna Vidotto.  Electron. J. Probab. Vol. 23 (2018), paper no. 36, 27 pp.  Published version & arXiv file

[3] Exchangeable pairs on Wiener chaos, submitted, joint work with Ivan Nourdin. arXiv file

[2] Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization,  Probab. Math. Stat., joint work with Atef Lechiheb, Ivan Nourdin and Ezedine Haouala.       In press.    arXiv file

[1] Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals, Stoch. Process. Appl. Volume 127, Issue 5, May 2017, Pages 1622–1636.      Published version  &   arXiv file

Some Links:

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

Some pics:


(Photo by Maurizia Rossi @RTG2131 workshop,Bochum)



(A moment with Kangaroos.)