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Xinghua ZHENG
Assistant Professor
Email:xhzhengi@ust.hk

PhD 2008, The University of Chicago, Statistics
M.Sc. 2003, Peking University, Mathematics
B.Sc. 2000, Beijing Normal University, Mathematics

Personal Home Page (http://ihome.ust.hk/~xhzheng)
 

ACADEMIC AND PROFESSIONAL EXPERIENCE
  • Assistant Professor of ISOM, Hong Kong University of Science and Technology, 2011 - present
  • Visiting Assistant Professor of ISOM, Hong Kong University of Science and Technology, 2009 - 2011
  • Postdoctoral Research Fellow, Department of Mathematics, The University of British Columbia, 2008 - 2009


SELECTED PUBLICATIONS

  Articles

  • "On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes", with Yingying Li, Annals of Statistics, to appear
  • "Occupation Statistics of Critical Branching Random Walks in Two or Higher Dimensions", with Steven P. Lalley, Annals of Probability, 39 (2011), 327 - 368
  • "Critical Branching Random Walks" with Small Drift, Stochastic Processes and their Applications, 120 (2010), 1821-1836
  • "Spatial Epidemics and Local Times for Critical Branching Random Walks in Dimensions 2 and 3", with Steven P. Lalley, Probability Theory and Related Fields, 148 (2010), 527-566
  • "The Random Conductance Model with Cauchy Tails", with Martin T. Barlow, Annals of Applied Probability, 20 (2010), 869-889


SERVICE ACTIVITIES WITHIN COLLEGE AND PROFESSION

  • Reviewer for Annals of Statistics, Bernoulli, Electronic Communications in Probability, Journal of the American Statistical Association, Journal of Time Series Analysis, Mathematical Finance, Mathematical Reviews, Probability Theory and Related Fields, Statistica Sinica, etc


 HONORS AND AWARDS

  • Hong Kong RGC General Research Fund (GRF) (2011 - 2014, PI), "Statistical Inference for High Dimensional and High Frequency Data"
  • Hong Kong RGC General Research Fund (GRF) (2010 - 2013, PI), "Critical Behavior of Stochastic Spatial Models"
  • Hong Kong RGC General Research Fund (GRF) (2010 - 2013, Co-I), "Statistical Analysis of High frequency Financial Data in the Presence of Random Transaction Times and Market Microstructure Errors"
  • Hong Kong RGC Direct Allocation Grant (DAG) (2010 - 2013, PI), "Estimating Covariation Matrix for High Dimensional Diffusion Processes Using High Frequency Data"
  • Research grant from Department of Mathematics, The University of British Columbia (2008-2009)


PROFESSIONAL ASSOCIATION MEMBERSHIPS

  • Institute of Mathematical Statistics (IMS)