Guangqu Zheng

…Hi…

Guangqu Zheng with Douby in Marcellus park, Syracuse, NY, July 27, 2024
[With Douby in Marcellus park, Syracuse, NY, July 27, 2024]

From 2024 fall: Tenure-track assistant professor at Dept. Math. & Stat., Boston University (faculty profile)

665 Commonwealth Ave, office CCDS 429, Boston, MA 02215

Email: gzheng90@bu.edu

Teaching at BU

2024 Fall: (Link→previous teaching)

CASMA 577 (class number=4189) Mathematics of Financial derivatives

  • Time: Monday 6:30PM – 9:15PM (1st lecture on September 9)
  • Room: 685-725 Comm Ave CAS 203
  • Recommended textbook: 《Options, Futures, And Other Derivatives》by J.C. Hull (11th edition)
  • Office hours: Mondays + Wednesdays 2-3pm; or email me for an appointment.

2025 Spring:

CASMA 116 (class number=13752) Statistics II

  • Time:  TuTh 9:30AM – 10:45AM
  • Room: 871 Commonwealth Ave CGS 505
  • Recommended textbook: 《Statistics-informed decisions using data》by M. Sullivan III (6th or 7th edition)
  • Office hours: TuTh 11AM-noon; or email me for an appointment.
More information about the course can be found at http://learn.bu.edu/

Research interests

  • Malliavin calculus, Gaussian analysis
  • Stein’s method, limit theorems
  • (Singular) SPDEs
  • Rough path theory
  • Machine learning, Bayesian statistics

Links to all→arXiv preprints and google scholar profile

Preprints:

  • Hyperbolic P(φ)2-model on the plane (jointly with T. Oh, L. Tolomeo, and Y. Wang) arXiv link
  • On the deep-water and shallow-water limits of the intermediate long wave equation from a statistical viewpoint (jointly with G. Li and T. Oh) arXiv link
  • Pathwise well-posedness of the stochastic nonlinear Schrödinger equation with multiplicative noises (jointly with T. Oh)
  • Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise (jointly with R.M. Balan and P. Xia) arXiv link
  • Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises (with P. Xia) arXiv link
  • Quantitative and almost sure central limit theorems via chaos expansions (with L. Maini and M. Rossi)

Publications/in press:

  1. Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation, (jointly with R.M. Balan) Trans. Amer. Math. Soc. 377 (2024), 4171-4221, arXiv link
  2. Stein’s method, smoothing and functional approximation (joint with A. D. Barbour and N. Ross) Electronic Journal of Probability 29 (2024) 1-29, arXiv link
  3. Stein’s method, Gaussian processes and Palm measures, with applications to queuing (joint with A. D. Barbour and N. Ross) Ann. Appl. Probab. 33(5): 3835-3871 (2023), arXiv link
  4. Quantitative central limit theorems for the parabolic Anderson model driven by colored noise (joint with D. Nualart and P. Xia) Electron. J. Probab. 27, 1-43 (2022) arXiv link
  5. A simplified second-order Gaussian Poincaré inequality in discrete setting with applications (joint with P. Eichelsbacher, B. Rednoß, and Ch. Thäle) Ann. Inst. H. Poincaré Probab. Statist. 59(1): 271-302 (2023) arXiv link
  6. The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications (joint with R. Balan, D. Nualart and L. Quer-Sardanyons) Stoch PDE: Anal Comp 10, 757-827 (2022) arXiv link
  7. Asymptotic behavior of large Gaussian correlated Wishart matrices (joint with I. Nourdin) J. Theor. Probab. 35, pp. 2239–2268 (2022) arXiv link
  8. Spatial averages for the parabolic Anderson model driven by rough noise (pdf) (joint with D. Nualart and X. Song) ALEA, Lat. Am. J. Probab. Math. Stat. 18 (2021) arXiv link
  9. Spatial ergodicity of stochastic wave equations in dimensions 1,2 and 3 (joint with D. Nualart) Electron. Commun. Probab, 25, 1-11 (2020) arXiv link
  10. Central limit theorems for stochastic wave equations in dimensions one and two (joint with D. Nualart) Stoch PDE: Anal Comp, 10, 392–418 (2022) arXiv link
  11. Averaging 2D Stochastic wave equation (joint with R. Bolaños-Guerrero and D. Nualart) Electron. J. Probab. 26 (2021) arXiv link
  12. Oscillatory Breuer-Major theorem with application to the random corrector problem(joint with D. Nualart) Asymptotic Analysis, 119 (2020) arXiv link
  13. Averaging Gaussian functionals (joint with D. Nualart). Electron. J. Probab. 25 (2020) arXiv link
  14. Gaussian fluctuations for the stochastic heat equation with colored noise (joint with J. Huang, D. Nualart and L. Viitasaari) Stoch PDE: Anal Comp. 8 (2020) arXiv link
  15. A Central Limit Theorem for the stochastic wave equation with fractional noise (joint with F. Delgado-Vences and D. Nualart) Ann. Inst. H. Poincaré Probab. Statist. 56 (2020) arXiv link
  16. Almost sure convergence on chaoses (joint with G. Poly)  Proc. Amer. Math. Soc. 147 (2019) arXiv link
  17. The probability of Intransitivity in Dice and Close Elections (joint with J. Hązła, E. Mossel, N. Ross) Probab. Theory Relat. Fields. 178 (2020)  arXiv link
  18. A Peccati-Tudor type theorem for Rademacher chaoses. ESAIM: PS 23 (2019) arXiv link
  19. Fourth moment theorems on the Poisson space in any dimension (joint with C. Döbler and A. Vidotto)  Electron. J. Probab. 23 (2018) arXiv link
  20. Exchangeable pairs on Wiener chaos (joint with I. Nourdin) Ch14 in: High dimensional Probability VIII, Progress in Probability 74. Edited by N. Gozlan and R. Latała, K. Lounici, M. Madiman, Springer (2019) arXiv link
  21. Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization (joint with A. Lechiheb, I. Nourdin and E. Haouala) Probab. Math. Statist. 38 (2018), no. 2, 271–286  arXiv link
  22. Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals. Stochastic Process. Appl. 127 (2017), no. 5, 1622–1636 arXiv link

Ph.D. thesis (2018): Recent developments around Malliavin-Stein approach – fourth moment phenomena via exchangeable pairs (pdf) (defended on March 28, 2018, Université du Luxembourg, advisor: Ivan Nourdin)

 

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