Resume - Courant Institute of Mathematical Sciences - New York ...
Resume - Courant Institute of Mathematical Sciences - New York ...
Resume - Courant Institute of Mathematical Sciences - New York ...
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EDUCATION<br />
LINGJIONG ZHU<br />
629 E 5th Street, Apt 24<br />
<strong>New</strong> <strong>York</strong>, NY 10009<br />
Email: ling@cims.nyu.edu<br />
<strong>New</strong> <strong>York</strong> University, <strong>Courant</strong> <strong>Institute</strong> <strong>of</strong> <strong>Mathematical</strong> <strong>Sciences</strong> (2008-2013)<br />
Ph.D. in Mathematics (May 2013)<br />
Adviser: S. R. S. Varadhan<br />
MS in Mathematics (January 2010)<br />
University <strong>of</strong> Cambridge (2005-2008)<br />
First Class BA Hons. in Mathematics (June 2008)<br />
MA Honorary Degree (January 2012)<br />
Ranked Top 10 out <strong>of</strong> 240 candidates for all 3 academic years (2005-2008)<br />
EMPLOYMENT<br />
Shanghai High School (2002-2005)<br />
Dunham Jackson Assistant Pr<strong>of</strong>essor (January 2014-)<br />
School <strong>of</strong> Mathematics, University <strong>of</strong> Minnesota-Twin Cities<br />
Intern Associate (June 2013-January 2014)<br />
Strats & Modeling, Morgan Stanley, <strong>New</strong> <strong>York</strong><br />
RESEARCH INTERESTS<br />
Probability Theory, Hawkes Processes, Large Deviations, Self-Exciting Point Processes,<br />
Self-Correcting Point Processes, Hydrodynamic Limits, Biased Random Walk on Galton-Watson<br />
Trees, Random Walk in Random Environment, Malliavin Calculus, Quantitative Finance etc.<br />
RESEARCH PAPERS<br />
1. Process-level large deviations for nonlinear Hawkes point processes. to appear in Annales<br />
de l’Institut Henri Poincaré.<br />
2. Large deviations for Markovian nonlinear Hawkes processes. Submitted. arXiv:1108.2432,<br />
2011<br />
3. Asymptotics for nonlinear Hawkes processes. In preparation.<br />
4. Central limit theorem for nonlinear Hawkes processes. to appear in Journal <strong>of</strong> Applied Probability<br />
5. Limit theorems for marked Hawkes processes with application to a risk model. Submitted.<br />
with Dmytro Karabash, arXiv:1211.4039, 2012<br />
6. The speed <strong>of</strong> a biased walk on a Galton-Watson tree is monotonic with respect to progeny<br />
distributions for high values <strong>of</strong> bias. Submitted. with Behzad Mehrdad and Sanchayan Sen,<br />
arXiv:1212.3004, 2012<br />
7. Moderate deviations for Hawkes processes. (2013) Statistics & Probability Letters. 83, 885-<br />
890.<br />
8. On the rate <strong>of</strong> convergence in the central limit theorem for Hawkes processes. In preparation.<br />
with Dmytro Karabash<br />
9. Large deviations for self-correcting point processes. In preparation. with Sanchayan Sen<br />
10. Large deviations for product <strong>of</strong> sums <strong>of</strong> random variables. Preprint. 2013<br />
11. Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims.<br />
arXiv:1304.1940, 2013
LINGJIONG ZHU Page 2<br />
12. Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps. Preprint. 2013<br />
13. Large deviations for multivariate Hawkes processes. In preparation.<br />
ACADEMIC AWARDS<br />
2013 Kurt O. Friedrichs Prize for an outstanding dissertation in mathematics, <strong>Courant</strong> <strong>Institute</strong><br />
2008-2013 MacCracken Fellowship, GSAS, <strong>New</strong> <strong>York</strong> University<br />
2008 Stumbles Prize & Senior 1912 Scholarship, Fitzwilliam College, University <strong>of</strong> Cambridge<br />
2007 College Prize & 1912 Scholarship, Fitzwilliam College, University <strong>of</strong> Cambridge<br />
2006 Thatcher Prize & 1912 Scholarship, Fitzwilliam College, University <strong>of</strong> Cambridge<br />
2005 Silver Medal in China’s <strong>Mathematical</strong> Olympiad<br />
2004 First Prize in China’s Math Competition for High School Students<br />
2004 First Prize in Shanghai’s Math Competition for High School Students<br />
2001 Silver Medal in Australia-China Math Competition, Queensland, Australia<br />
TEACHING EXPERIENCE<br />
Instructor<br />
Calculus II, <strong>New</strong> <strong>York</strong> University (Summer 2012)<br />
Teaching Assistant<br />
Stochastic Calculus (Graduate Course), <strong>New</strong> <strong>York</strong> University (Spring 2013)<br />
Probability, Statistics & Decision Making, <strong>New</strong> <strong>York</strong> University (Fall 2012)<br />
Stochastic Calculus (Graduate Course), <strong>New</strong> <strong>York</strong> University (Spring 2012)<br />
Mathematics <strong>of</strong> Finance, <strong>New</strong> <strong>York</strong> University (Fall 2011)<br />
Theory <strong>of</strong> Probability, <strong>New</strong> <strong>York</strong> University (Fall 2011)<br />
Math Patterns in Nature (Spring 2011)<br />
Calculus I, <strong>New</strong> <strong>York</strong> University (Fall 2010)<br />
Basic Probability (Graduate Course), <strong>New</strong> <strong>York</strong> University (Spring 2010)<br />
Linear Algebra I (Graduate Course), <strong>New</strong> <strong>York</strong> University (Fall 2009)<br />
OTHER EMPLOYMENT<br />
Summer Intern ACE Global Actuarial, <strong>New</strong> <strong>York</strong>, NY (May 2010-August 2010)<br />
Research Assistant Imperial College, London, UK (Summer 2007)<br />
Project: Quantitative Results <strong>of</strong> Parameter Exclusions in One-Dimensional Dynamics<br />
Supervisor: Dr Stefano Luzzatto, Imperial College, London, UK<br />
INVITED AND CONTRIBUTED TALKS<br />
<strong>Courant</strong> Student Probability Seminar, <strong>Courant</strong> <strong>Institute</strong>, April 11, 2013<br />
Seminar on Stochastic Processes, Duke University, March 13-16, 2013<br />
Probability and <strong>Mathematical</strong> Physics Seminar, <strong>Courant</strong> <strong>Institute</strong>, May 4, 2012<br />
Quantitative Finance Seminar, Morgan Stanley, <strong>New</strong> <strong>York</strong>, November 8, 2012<br />
Quantitative Finance Seminar, Morgan Stanley, <strong>New</strong> <strong>York</strong>, June 6 & May 24, 2012
LINGJIONG ZHU Page 3<br />
Six Graduate Student Probability Conference, Georgia Tech, April 27-29, 2012<br />
Seminar on Stochastic Processes, University <strong>of</strong> Kansas, March 22-24, 2012<br />
<strong>Courant</strong> Student Probability Seminar, <strong>Courant</strong> <strong>Institute</strong>, December 2, 2011<br />
Tenth Northeast Probability Seminar, <strong>Courant</strong> <strong>Institute</strong>, November 17-18, 2011<br />
Fifth Graduate Student Probability Conference, Georgia Tech, April 29-May 1, 2011<br />
<strong>Courant</strong> Student Probability Seminar, <strong>Courant</strong> <strong>Institute</strong>, February 25, 2011<br />
SUMMER SCHOOLS AND CONFERENCES ATTENDED<br />
Abel in <strong>New</strong> <strong>York</strong>, <strong>Courant</strong> <strong>Institute</strong>, February 21, 2013<br />
Eleventh Northeast Probability Seminar, Columbia University, November 15-16, 2012<br />
Random Structures and Limit Objects: A Conference to Celebrate the 60th Birthday <strong>of</strong> David Aldous,<br />
NYU, September 15-16, 2012<br />
St. Petersburg School in Probability and Statistical Physics, Chebyshev Laboratory, St. Petersburg<br />
State University, June 18-29, 2012<br />
Probability, Control and Finance: A Conference in Honor <strong>of</strong> Ioannis Karatzas, Columbia University,<br />
June 4-8, 2012<br />
Columbia-Princeton Probability Day, Columbia University, March 2, 2012<br />
Third Graduate Student Probability Conference, UNC Chapel Hill, May 1-3, 2009<br />
REFEREE SERVICE<br />
Annals <strong>of</strong> Applied Probability, <strong>Mathematical</strong> Communications, SIAM Journal <strong>of</strong> Financial Mathematics<br />
LANGUAGE SKILLS<br />
Mandarin (native), Shanghainese (native) and English (lived in UK and US since 2005)<br />
COMPUTER SKILLS<br />
C++, Excel, LaTeX<br />
CURRENT EXTRACURRICULAR ACTIVITIES<br />
REFERENCES<br />
NYU Squash Club, NYU Hiking Club, NYU Fine Arts Society, Classical Music<br />
Pr<strong>of</strong> S. R. S. Varadhan (PhD Adviser), <strong>Courant</strong> <strong>Institute</strong>, <strong>New</strong> <strong>York</strong> University<br />
Email: varadhan@cims.nyu.edu<br />
Pr<strong>of</strong> Sourav Chatterjee, <strong>Courant</strong> <strong>Institute</strong>, <strong>New</strong> <strong>York</strong> University<br />
Email: sourav@cims.nyu.edu<br />
Pr<strong>of</strong> Gérard Ben Arous, <strong>Courant</strong> <strong>Institute</strong>, <strong>New</strong> <strong>York</strong> University
LINGJIONG ZHU Page 4<br />
Email: benarous@cims.nyu.edu<br />
Pr<strong>of</strong> Alex Hanhart (Teaching), <strong>Courant</strong> <strong>Institute</strong>, <strong>New</strong> <strong>York</strong> University<br />
Email: hanhart@cims.nyu.edu
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