Welcome!

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 March 28, 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].)

I obtained a M2 (Probabilités et Statistiques) degree at Université Paris-Sud, Orsay (Sept. 2014-June 2015) supported by FMJH.  I obtained a BA degree in Economics from Wuhan University (Sept. 2007-May 2011).


 

Teaching at KU:

Spring 2019:  《MA526: Applied Mathematical Statistics I》See the course-website


 

Research: Malliavin calculus, Stein’s method, SPDEs, limit theorems.

Link to the  arXiv preprints.

[11] Oscillatory Breuer-Major theorem with application to the random corrector problem, joint work with David Nualart. (2019) PDF

[10] Gaussian fluctuations for the stochastic heat equation with colored noise, joint work with Jingyu Huang, David Nualart and Lauri Viitasaari. (2019) submitted. arXiv file

[9] A central limit theorem for the stochastic wave equation with fractional noise, joint work with Francisco Delgado-Vences and David Nualart. (2018) submitted. arXiv file

[8] Almost sure convergence on chaoses, joint work with Guillaume Poly. To appear in Proc. Amer. Math. Soc. (2018) arXiv file.

[7] The probability of Intransitivity in Dice and Close Elections, joint work with Jan Hązła, Elchanan Mossel, Nathan Ross. (2018) submittedarXiv file

[6] Asymptotic behavior of large Gaussian correlated Wishart matrices, joint work with Ivan Nourdin. (2018) submitted.  arXiv file

[5] A Peccati-Tudor type theorem for Rademacher chaoses, (2017) 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, joint work with Ivan Nourdin. To appear in High Dimensional Probability VIII proceedings. (2017) arXiv file

[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. Published 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.      Published version  &   arXiv file


Some Links:

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