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, see [5.01]. My advisor was Ivan Nourdin.
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 2020: 《MA865: Introduction to stochastic processes》
Research interest: Malliavin calculus, Stein’s method, SPDEs, fractional Brownian motion, local time, limit theorems.
Link to the arXiv preprints.
 Spatial average of the parabolic Anderson model driven by rough noise, joint work with David Nualart and Xiaoming Song. In preparation.
 Averaging Gaussian functionals, joint work with David Nualart. arXiv file
 Gaussian fluctuations for the stochastic heat equation with colored noise, joint work with Jingyu Huang, David Nualart and Lauri Viitasaari. Stoch. PDE: Anal. Comp (2019) arXiv file & Journal version
 A central limit theorem for the stochastic wave equation with fractional noise, joint work with Francisco Delgado-Vences and David Nualart. (2018) Minor revision for: Ann. Inst. Henri Poincaré Probab. Stat. arXiv file
 The probability of Intransitivity in Dice and Close Elections, joint work with Jan Hązła, Elchanan Mossel, Nathan Ross. (2018) submitted. arXiv file
 Asymptotic behavior of large Gaussian correlated Wishart matrices, joint work with Ivan Nourdin. (2018) submitted. arXiv 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 -.)
 Fourth moment theorems on the Poisson space in any dimension, joint work with Christian Döbler and Anna Vidotto. Electron. J. Probab. Vol. 23 (2018), paper no. 36, 27 pp. Journal version & arXiv file
 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.
 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 version & arXiv file
 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
- A webpage on Malliavin-Stein approach (maintained by Ivan Nourdin): link
- The Probability Group of Victoria, Australia: link