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.