LINGJIONG ZHU 885 21st Ave SE Minneapolis, MN 55414 Email: [email protected] EDUCATION New York University, Courant Institute of Mathematical Sciences (2008-2013) Ph.D. in Mathematics (May 2013) Adviser: S. R. S. Varadhan MS in Mathematics (January 2010) University of Cambridge (2005-2008) First Class BA Hons. in Mathematics (June 2008) MA Honorary Degree (January 2012) Ranked top 10 out of 240 candidates for all 3 academic years (2005-2008) Shanghai High School (2002-2005) EMPLOYMENT Dunham Jackson Assistant Professor (January 2014-) School of Mathematics, University of Minnesota-Twin Cities Intern Associate (June-December 2013) Strats & Modeling, Morgan Stanley, New York Summer Intern (May-August 2010) ACE Global Actuarial, ACE Group, New York RESEARCH INTERESTS Probability Theory: Point Processes, Hawkes Processes, Large Deviations, Phase Transitions, Random Graphs Mathematical Finance: Jump Processes, Default, Stochastic Volatility, Ruin Theory RESEARCH PAPERS 1. Process-level large deviations for nonlinear Hawkes point processes. to appear in Annales ´ et Statistiques. de l’Institut Henri Poincare´ (B) Probabilites 2. Large deviations for Markovian nonlinear Hawkes processes. to appear in Annals of Applied Probability. 3. Central limit theorem for nonlinear Hawkes processes. (2013). Journal of Applied Probability. 50, 760-771. 4. The speed of a biased walk on a Galton-Watson tree without leaves is monotonic with respect to progeny distributions for high values of bias. with Behzad Mehrdad and Sanchayan Sen. ´ et Statistiques. to appear in Annales de l’Institut Henri Poincare´ (B) Probabilites 5. Moderate deviations for Hawkes processes. (2013). Statistics & Probability Letters. 83, 885890. 6. Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims. (2013). Insurance: Mathematics and Economics. 53, 544-550. 7. On the large deviations for Engel’s, Sylvester’s series and Cantor’s products. (2014). Electronic Communications in Probability. 19 Article 2, 1-9. 8. Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps. to appear in Journal of Applied Probability. LINGJIONG ZHU Page 2 9. Large deviations for product of sums of random variables. (2014). Statistics & Probability Letters. 89, 17-22. 10. Optimal strategies for a long-term static investor. to appear in Stochastic Models. 11. Limit theorems for marked Hawkes processes with application to a risk model. Submitted. with Dmytro Karabash. Submitted. 2012. 12. Limit theorems for empirical density of greatest common divisors. with Behzad Mehrdad. Submitted. 2013. 13. Large deviations for one-dimensional random walks on discrete point processes. Submitted. 2013. ˝ 14. Moderate and large deviations for Erdos-Kac theorem. with Behzad Mehrdad. Submitted. 2013. 15. On the Hawkes process with different exciting functions. with Behzad Mehrdad. Submitted. 2014. 16. On the phase transition curve in a directed exponential random graph model. with David Aristoff. Submitted. 2014. 17. Asymptotic structure and singularities in constrained directed graphs. with David Aristoff. Submitted. 2014. 18. Asymptotics for nonlinear Hawkes processes. In preparation. 19. Variable volatility and financial failure. In preparation. with Peter Carr 20. Large deviations for self-correcting point processes. In preparation. with Sanchayan Sen 21. Large deviations for multivariate Hawkes processes. In preparation. ACADEMIC AWARDS 2013 Kurt O. Friedrichs Prize for an outstanding dissertation in mathematics, Courant Institute 2008-2013 MacCracken Fellowship, GSAS, New York University 2008 Stumbles Prize & Senior 1912 Scholarship, Fitzwilliam College, University of Cambridge 2007 College Prize & 1912 Scholarship, Fitzwilliam College, University of Cambridge 2006 Thatcher Prize & 1912 Scholarship, Fitzwilliam College, University of Cambridge 2005 Silver Medal in China’s Mathematical Olympiad 2004 First Prize in China’s Math Competition for High School Students 2004 First Prize in Shanghai’s Math Competition for High School Students 2001 Silver Medal in Australia-China Math Competition, Queensland, Australia TEACHING EXPERIENCE Instructor Elementary Probability, University of Minnesota (Spring 2014) Calculus I, University of Minnesota (Spring 2014) Calculus II, New York University (Summer 2012) Teaching Assistant Stochastic Calculus (Graduate Course), New York University (Spring 2013) Probability, Statistics & Decision Making, New York University (Fall 2012) Stochastic Calculus (Graduate Course), New York University (Spring 2012) Mathematics of Finance, New York University (Fall 2011) Theory of Probability, New York University (Fall 2011) LINGJIONG ZHU Math Patterns in Nature, New York University (Spring 2011) Calculus I, New York University (Fall 2010) Basic Probability (Graduate Course), New York University (Spring 2010) Linear Algebra I (Graduate Course), New York University (Fall 2009) Undergraduate Research Research Assistant Imperial College, London, UK (Summer 2007) Project: Quantitative Results of Parameter Exclusions in One-Dimensional Dynamics Supervisor: Dr Stefano Luzzatto, Imperial College, London, UK INVITED AND CONTRIBUTED TALKS The 7th International Symposium on BSDE, Shandong University, June 22-27, 2014 Frontier Probability Days, University of Arizona, Tucson, May 18-20, 2014 Probability and Mathematical Physics Seminar, Courant Institute, May 16, 2014 Probability Seminar, University of Minnesota, February 14, 2014 Seminar on Stochastic Processes, UC San Diego, March 26-29, 2014 Columbia Probability Seminar, Columbia University, December 6, 2013 Twelfth Northeast Probability Seminar, CUNY, November 21-22, 2013 Quantitative Finance Seminar, Morgan Stanley, New York, December 11, 2013 Quantitative Finance Seminar, Morgan Stanley, New York, November 8, 2013 Courant Student Probability Seminar, Courant Institute, April 11, 2013 Seminar on Stochastic Processes, Duke University, March 13-16, 2013 Probability and Mathematical Physics Seminar, Courant Institute, May 4, 2012 Quantitative Finance Seminar, Morgan Stanley, New York, November 8, 2012 Quantitative Finance Seminar, Morgan Stanley, New York, June 6 & May 24, 2012 Six Graduate Student Probability Conference, Georgia Tech, April 27-29, 2012 Seminar on Stochastic Processes, University of Kansas, March 22-24, 2012 Courant Student Probability Seminar, Courant Institute, December 2, 2011 Tenth Northeast Probability Seminar, Courant Institute, November 17-18, 2011 Fifth Graduate Student Probability Conference, Georgia Tech, April 29-May 1, 2011 Courant Student Probability Seminar, Courant Institute, February 25, 2011 SUMMER SCHOOLS AND CONFERENCES ATTENDED Abel in New York, Courant Institute, February 21, 2013 Eleventh Northeast Probability Seminar, Columbia University, November 15-16, 2012 Page 3 LINGJIONG ZHU Page 4 Random Structures and Limit Objects: A Conference to Celebrate the 60th Birthday of David Aldous, NYU, September 15-16, 2012 St. Petersburg School in Probability and Statistical Physics, Chebyshev Laboratory, St. Petersburg State University, June 18-29, 2012 Probability, Control and Finance: A Conference in Honor of Ioannis Karatzas, Columbia University, June 4-8, 2012 Columbia-Princeton Probability Day, Columbia University, March 2, 2012 Third Graduate Student Probability Conference, UNC Chapel Hill, May 1-3, 2009 REFEREE SERVICE Annals of Applied Probability, Mathematical Communications, SIAM Journal of Financial Mathematics, Hacettepe Journal of Mathematics and Statistics, Journal of Applied Probability/Advances in Applied Probability LANGUAGE SKILLS Mandarin (native), Shanghainese (native) and English (lived in UK and US since 2005) COMPUTER SKILLS Q, R, Matlab, C++, Excel, LaTeX
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