黄璐静

发布者:韩伟发布时间:2018-11-22浏览次数:8493

Lu-Jing Huang (黄璐静)


    I am an associate professor at School of Mathematics and Statistics, Fujian Normal University.My research interest is probability theory, especially focuses on Markov processes, percolation, etc.


Email: huanglj@fjnu.edu.cn


Education

Ph.D. in School of Mathematic Science, September 2013 - July 2018 Beijing Normal University

Advisor: Mu-Fa Chen and Yong-Hua Mao

Thesis: Dirichlet principles for non-symmetric Markov processes

BS in School of Mathematics and Computer Science, September 2009 - July 2013

Fujian Normal University

 

Employment

Lecturer, September 2018 to present

College of Mathematics and Informatics, Fujian Normal University

 

Academic Honors

Jia-qing Zhong Mathematics Award, 2018 

 

Journal Publications

● Polynomial lower bound on the effective resistance for the one-dimensional critical long-range percolation (with Jian Ding and Zherui Fan), Comm. Pure Appl. Math., https://doi.org/10.1002/cpa.22243.

● Uniqueness of the critical long-range percolation metrics (with Jian Ding and Zherui Fan), Accepted by Mem. Amer. Math. Soc.

● Symmetry and functional inequalities for stable Lévy-type operators (with Tao Wang), Stochastic Process. Appl., 183 (2025), 104600. 

● Convergence rates for inhomogeneous Markov chains from stochastic approximation algorithms. Accepted by Discrete Contin. Dyn. Syst. Ser. S. 

● Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noises (with Jian Wang), Sci. China Math. 67 (2024), 2823–2842. 

● Variational principles for asymptotic variance of general Markov processes (with Yong-Hua Mao and Tao Wang), Acta Math. Sin. (Engl. Ser.) 39 (2023), 107–118.

● Dirichlet eigenvalues and exit time moments for symmetric Markov processes (with Tao Wang), Statist. Probab. Lett. 193 (2023), Paper No. 109704. 

● Variational formulas for asymptotic variance of general discrete-time Markov chains (with Yong-Hua Mao), Bernoulli 29 (2023), 300–322.

● Strict Kantorovich contractions for Markov chains and Euler schemes with general noise (with Mateusz B. Majka and Jian Wang), Stochastic Process. Appl. 151 (2022), 307–341.

● Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms (with Kyung-Youn Kim, Yong-Hua Mao and Tao Wang), Stochastic Process. Appl. 148 (2022), 380–399. 

● Approximation of heavy-tailed distributions via stable-driven SDEs (with Mateusz B. Majka and Jian Wang), Bernoulli 27 (2021), 2040–2068.

● On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations (with Michael C. H. Choi), J. Theoret. Probab. 33 (2020), 1144–1163.

● The smallest eigenvalues of random kernel matrices: asymptotic results on the min kernel (with Yin-Ting Liao, Lo-Bin Chang and Chii-Ruey Hwang), Statist. Probab. Lett. 148 (2019), 23–29.

● Variational principles of hitting times for non-reversible Markov chains (with Yong-Hao Mao), J. Math. Anal. Appl. 468 (2018), 959–975.

● Optimal variance reduction for Markov chain Monte Carlo (with Yin-Ting Liao, Ting-Li Chen and Chii-Ruey Hwang), SIAM J. Control Optim. 56 (2018), 2977–2996.

● On some mixing times for nonreversible finite Markov chains (with Yong-Hua Mao), J. Appl. Probab. 54 (2017), 627–637.