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: nonlinear dispersive PDEs, SPDEs, Malliavin calculus, Stein’s method, fractional Brownian motion, local time, limit theorems, random matrix theory

Link to my  arXiv preprints.

Work in progress:

[?] Stein’s method, Gaussian processes and Palm measures, with applications to queuing, joint work with Andrew D. Barbour and Nathan Ross. In preparation.


[20] Quantitative central limit theorems for the parabolic Anderson model driven by colored noise, joint work with David Nualart and Panqiu Xia. submitted. arXiv link

[19] A simplified second-order Gaussian Poincaré inequality in discrete setting with applications, joint work with Peter Eichelsbacher, Benedikt Rednoß and Christoph Thäle. Submitted. arXiv link

[18] Stein’s method, smoothing and functional approximation, joint work with Andrew D. Barbour and Nathan Ross. Submitted. arXiv file.

[17] The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications, joint work with Raluca Balan, David Nualart and Lluís Quer-Sardanyons. Submitted. arXiv file

Published/Accepted papers:

[16] Averaging 2D Stochastic wave equation, joint work with Raul Bolaños Guerrero and David Nualart. Electron. J. Probab. 26 (2021), article no. 102, 1–32. arXiv file & journal version

[15] Asymptotic behavior of large Gaussian correlated Wishart matrices, joint work with Ivan Nourdin. (2021+) To appear in: J. Theor. Probab.  arXiv file

[14] Central limit theorems for stochastic wave equations in dimensions one and two, joint work with David Nualart. Stoch PDE Anal Comp (2021). arXiv file & journal version

[13] Spatial average for the parabolic Anderson model driven by rough noise, joint work with David Nualart and Xiaoming Song. ALEA, Lat. Am. J. Probab. Math. Stat. 18, 907–943 (2021). arXiv file and journal version.

[12] Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3, joint work with David Nualart. Electron. Commun. Probab. 25 (2020), no. 80, 1–11. arXiv file & journal version.

[11] A central limit theorem for the stochastic wave equation with fractional noise, joint work with Francisco Delgado-Vences and David Nualart. Ann. Inst. Henri Poincaré Probab. Stat. 2020, Vol. 56, No. 4, 3020–3042 arXiv file & journal version.

[10] The probability of Intransitivity in Dice and Close Elections, joint work with Jan Hązła, Elchanan Mossel, Nathan Ross. (2020) Probab. Theory Relat. FieldsarXiv file & Journal version

[9] Averaging Gaussian functionals, joint work with David Nualart. Electron. J. Probab. 25 (2020), no. 48, 1–54. arXiv file & Journal version

[8] Oscillatory Breuer-Major theorem with application to the random corrector problem, joint work with David Nualart. (2020) Asymptotic Analysis, vol. 119, no. 3-4, pp. 281-300. arXiv file & Journal version.

[7] Gaussian fluctuations for the stochastic heat equation with colored noise, joint work with Jingyu Huang, David Nualart and Lauri Viitasaari. Stoch PDE: Anal Comp (2020) 8:402–421   arXiv file & Journal version

[6] Almost sure convergence on chaoses, joint work with Guillaume Poly.  Proc. Amer. Math. Soc. Volume 147, Number 9, September 2019, Pages 4055–4065. Journal versionarXiv file.

[5.01] Ph.D 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].)

[5] A Peccati-Tudor type theorem for Rademacher chaoses.   ESAIM: Probability and Statistics. Vol. 23, 2019 Page(s) 874 – 892.  Journal versionarXiv 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.  Journal version & arXiv file

[3] Exchangeable pairs on Wiener chaos, joint work with Ivan Nourdin. Chapter 14 In: High Dimensional Probability VIII: The Oaxaca Volume. Volume 74 of Progress in Probability edited by N. Gozlan, R. Latała, K. Lounici and M. Madiman. (2019)  arXiv file & Journal version.

[2] Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization,  Probab. Math. Stat. Vol 38.2, 2018, joint work with Atef Lechiheb, Ivan Nourdin and Ezedine Haouala. Journal versionarXiv 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.      Journal version  &   arXiv file

Some Links:

  • A webpage on Malliavin-Stein approach (maintained by Ivan Nourdin): link
  • [Seminar] Stochastic analysis under Covid 2020: SAUCY20
  • The Probability Group of Victoria, Australia: link
  • My friends: Anna, Maurizia