pith. machine review for the scientific record. sign in

Lingjiong Zhu

Identifiers

No identifiers captured yet.

Papers (37)

  1. Stochastic Transition-Map Distillation for Fast Probabilistic Inference cs.LG · 2026 · author #3
  2. Decentralized Proximal Stochastic Gradient Langevin Dynamics stat.ML · 2026 · author #2
  3. Accelerating Constrained Sampling: A Large Deviations Approach stat.ML · 2025 · author #4
  4. Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing math.PR · 2025 · author #3
  5. Affine Point Processes: Refinements to Large-Time Asymptotics math.PR · 2019 · author #2
  6. Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading q-fin.TR · 2017 · author #3
  7. Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model q-fin.MF · 2017 · author #2
  8. Asymptotics for the Discrete-Time Average of the Geometric Brownian Motion and Asian Options q-fin.PR · 2017 · author #2
  9. Asymptotic Normality of Extensible Grid Sampling math.NA · 2017 · author #2
  10. Some asymptotic results for nonlinear Hawkes processes math.PR · 2017 · author #2
  11. Short Maturity Asian Options for the CEV Model q-fin.PR · 2017 · author #2
  12. Short Maturity Asian Options in Local Volatility Models q-fin.PR · 2016 · author #2
  13. Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options q-fin.PR · 2016 · author #2
  14. Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues math.PR · 2016 · author #2
  15. Lattice Gas Models with Long Range Interactions math-ph · 2016 · author #2
  16. Large deviations and applications for Markovian Hawkes processes with a large initial intensity math.PR · 2016 · author #2
  17. Limit theorems for Markovian Hawkes processes with a large initial intensity math.PR · 2015 · author #2
  18. A reduced-form model for level-1 limit order books q-fin.TR · 2015 · author #2
  19. Dynamics of Order Positions and Related Queues in a Limit Order Book q-fin.TR · 2015 · author #3
  20. On the growth rate of a linear stochastic recursion with Markovian dependence math.PR · 2015 · author #2
  21. Asymptotics for a Class of Self-Exciting Point Processes math.PR · 2014 · author #2
  22. Reciprocity in directed networks cond-mat.stat-mech · 2014 · author #2
  23. Asymptotics for Sparse Exponential Random Graph Models math.PR · 2014 · author #2
  24. Asymptotic Structure of Constrained Exponential Random Graph Models math.PR · 2014 · author #1
  25. Asymptotic structure and singularities in constrained directed graphs math.PR · 2014 · author #2
  26. On the phase transition curve in a directed exponential random graph model math.PR · 2014 · author #2
  27. Moderate and Large Deviations for the Erd\H{o}s-Kac Theorem math.PR · 2013 · author #2
  28. Optimal Strategies for a Long-Term Static Investor q-fin.PM · 2013 · author #1
  29. Limit Theorems for Empirical Density of Greatest Common Divisors math.PR · 2013 · author #2
  30. Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps math.PR · 2013 · author #1
  31. Nonlinear Hawkes Processes math.PR · 2013 · author #1
  32. Ruin Probabilities for Risk Processes with Non-Stationary Arrivals and Subexponential Claims q-fin.RM · 2013 · author #1
  33. 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 math.PR · 2012 · author #3
  34. Limit Theorems for Marked Hawkes Processes with Application to a Risk Model math.PR · 2012 · author #2
  35. Central Limit Theorem for Nonlinear Hawkes Processes math.PR · 2012 · author #1
  36. Large deviations for Markovian nonlinear Hawkes processes math.PR · 2011 · author #1
  37. Process-Level Large Deviations for Nonlinear Hawkes Point Processes math.PR · 2011 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors