Academic Qualifications |
Working Experience |
- PhD in Mathematics, Imperial College London, UK (2008)
- Master in Mathematics, Peking University, Beijing (2004)
- Bachelor in Mathematics, Shandong University, Jinan (2001)
- 01/2014-present Assistant Professor, University of Macau, Macau.
- 09/2013-12/2013 Research Faculty, Boston College, Boston, US.
- 09/2011-09/2013 Lecturer (permanent position), Brunel University, London, UK.
- 10/2010-09/2011 Postdoc, TU Berlin, Berlin, Germany.
- 09/2010-10/2010 Academic Visitor, Hausdorff Center for Mathematics, Bonn, Germany.
- 10/2008-08/2010 Postdoc, EURANDOM, Eindhoven, the Netherlands.
- 09/2007-08/2008 Postdoc, Hausdorff Center for Mathematics, Bonn, Germany.
- Introduction to Real Analysis and Hilbert Spaces (University of Macau)
- Topics in Probability Theory (University of Macau)
- Probability and Statistics (University of Macau)
- Probability Theory (University of Macau)
- Introduction to Stochastic Calculus (University of Macau)
- Mathematical Analysis (Brunel University London)
- Probability Theory (Brunel University London)
- Final year project: Quantile regression (Brunel University London)
- Introduction to stochastic partial differential equations (TU Berlin)
- Ms. Fang XIE (2015--): Applications of probability method to high dimensional statistics.
- Mr. Peng CHEN (2017--):
- Mr. Xing-Hu JING (2017--):
- Ms. Xin XU (2017--): Joint with Prof. Xuefeng WANG at SUSTech.
- Ms. Fang XIE (2013---2015): High dimensional lasso regressions
- Mr. Libang DENG (2013---2015): Asset pricing models and an SPDEs
- Mr. Zhilei FAN (2015---2017): False discovery rate and self-normalized Cramer type moderate deviations
- Ms. Qiuran YAO (2016---):
Final year project students
- Mr. Yong MA (2015): Least angle regression and square-root lasso
- Mr. Yiyuan YU (2016): False discovery rate in Statistics
- Mr. Mu LI (2017): Fused Kolmogorov filter: a nonparametric model-free screening method (honor project)
- Mr. Jingxiu WANG (2017): Dictionary identification-sparse matrix-factorization via l_1 minimization
- Mr. Bo WU (2018): High dimensional negative binomial regression (honor project)
- Stochastic PDEs, Ergodic Theory, Levy Processes, Large (Moderate) Deviations, Limit Theorems, Theory on High Dimensional Statistics
- Large deviation of stochastic Gierer-Meinhardt and Schnakenberg models, PI, SRG2013-00064-FST, 01/01/2014-31/01/2015.
- Stochastic Gierer-Meinhardt and Schnakenberg models in biology, PI, FDCT/049/2014/A1, 20/01/2015-19/01/2017.
- Applications of the LASSO and the Squre-root LASSO methods to correlated big data, PI, MYRG2016-00025-FST, 01/04/2015-31/03/2018.
- Large and moderate deviations for empirical measure of stochastic partial differential equations, PI, FDCT/030/2016/A1, 01/09/2016-31/08/2019.
- Ergodicity of Stochastic PDEs driven highly degenerate pure jump noises, PI, NSFC 11571390 (general program 国家自然科学基金面上项目), 01/01/2016-31/12/2019.
- Applications of coupling method to studying the ergodicity of stochastic PDEs driven by degenerated pure jump Levy processes, PI, MYRG2016-00025-FST, 01/01/2017-31/12/2019.
- Fluctuation of entropy production rate, PI, FDCT 038/2017/A1, 01/09/2017-31/09/2020.
- Xiaobin Sun, Yimin Xiao, Lihu Xu* and Jianliang Zhai: Uniform dimension results for a family of Markov processes, Bernoulli, (accepted).
- Ran Wang and Lihu Xu*: Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motions, Stochastic Processes and Their Applications (to appear). https://doi.org/10.1016/j.spa.2017.08.010.
- Fang Xie, Lihu Xu* and Youcai Yang: Lasso for sparse linear regression with exponentially β-mixing errors. Statistics and Probability Letters, 125 (2017), 64–70.
- Ran Wang, Jie Xiong and Lihu Xu*: Irreducibility of stochastic real Ginzburg-Landau equation driven by alpha-stable noises and applications, Bernoulli, 23 (2017), no. 2, 1179–1201.
- Lihu Xu, Wen Yue and Tusheng Zhang: Smooth densities of the laws of perturbed diffusion processes, Statistics and Probability Letters, 119 (2016), 55–62.
- Yong Chen, Hao Ge, Jie Xiong and Lihu Xu*: The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields, Journal of Mathematical Physics, 57 (2016), no. 7, 073302, 16 pp.
- Xiao-Hong Chen, Qi-Man Shao, Wei Biao Wu and Lihu Xu: Self-normalized Cramer Type Moderate Deviations under Dependence, Annals of Statistics, 44 (2016), no. 4, 1593–1617.
- Feng-Yu Wang, Jie Xiong and Lihu Xu*: Asymptotics of sample entropy production rate for stochastic differential equations, Journal of Statistical Physics, 163 (2016), no. 5, 1211–1234.
- Zhao Dong, Symon Peszat and Lihu Xu*: On some smoothening effects of the transition semigroup of a Levy process, Journal of Mathematical Analysis and Applications, 434 (2016), no. 2, 1566–1580.
- Matthias Winter, Lihu Xu*, Jianliang Zhai and Tusheng Zhang: The dynamics of the stochastic shadow Gierer-Meinhardt system, Journal of Differential Equations 260 (2016), no. 1, 84–114
- Fang Li and Lihu Xu*: Finite time blowup of the stochastic shadow Gierer-Meinhardt System, Electronic Communication on Probability, 20 (2015).
- Feng-Yu Wang, Lihu Xu and Xicheng Zhang: Gradient estimates for SDEs driven by multiplicative Levy noise, Journal of Functional Analysis, 269 (2015), 3195–3219.
- Ran Wang and Lihu Xu*: Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes. Journal of Statistical Physics, 160 (2015), no. 5, 1336–1353.
- Feng-Yu Wang and Lihu Xu: Log-Harnack inequality for Grushin type semigroup, Revista Mathematica Iberoamericna, 30 (2014), no. 2, 405-418.
- Lihu Xu: Exponential mixing for 2D SDEs forced by degenerate Levy noises, Journal of Evolution Equations14 (2014), no. 2, 249-272.
- Zhao Dong, Lihu Xu* and Xicheng Zhang: Exponential ergodicity of stochastic Burgers equations forced by alpha-stable processes, Journal of Statistical Physics, (2014), no. 4, 929-949.
- Lihu Xu: Ergodicity of stochastic real Ginzburg-Landau equations forced by alpha-stable noises, Stochastic Processes and their Applications, 123, no 10, (2013), 3710-3736.
- Feng-Yu Wang and Lihu Xu: Derivative Formula and Applications for Hyperdissipative Stochastic Navier-Stokes/Burgers Equations, Infinite Dimensional Analysis Quantum Probability and Related Topics, Vol. 15, No. 3 (2012), pp 19.
- Sergio Albeverio, Arnaud Debussche and Lihu Xu*: Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises, Applied Mathematics & Optimizations, 66, 2 (2012), 273-308.
- Enrico Priola, Armen Shirikyan, Lihu Xu* and Jerzy Zabczyk: Exponential ergodicity and regularity for equations with Levy noise, Stochastic Processes and their Applications, 122, 1 (2012), 106-133.
- Zhao Dong, Lihu Xu and Xicheng Zhang: Invariance measures of stochastic 2D Navier-Stokes equations driven by alpha-stable processes, Electronic Communication on Probability, Vol. 16 (2011), 678-688.
- Lihu Xu: A modified log-Harnack inequality and asymptotically strong Feller property, Journal of Evolution Equations, 11 (2011), 925-942.
- Feng-Yu Wang, Jiang-Lun Wu and Lihu Xu*: Log-Harnack inequality of stochastic Burgers equations, Journal of Mathematical Analysis and Applications, 384 (2011), 151--159.
- Enrico Priola, Lihu Xu and J. Zabczyk: Exponential mixing for SPDEs with Levy noises, Stochastic and Dynamics, 11 (2011), 521-534.
- Marco Romito and Lihu Xu: Ergodicity of 3D stochastic Navier-Stokes equations driven by mildly degenerate noises, Stochastic Processes and their Applications, 121, (2011), no. 4, 673-700.
- Lihu Xu and Boguslaw Zegarlinski: Existence and exponential mixing of the alpha-stable systems with unbounded interactions, Electronic Journal of Probability, Vol. 15 (2010), 1994-2018.
- Lihu Xu and Boguslaw Zegarlinski: Ergodicity of finite and infinite dimensional alpha-stable systems, Stochastic Analysis and its Applications, 27 (2009), no. 4, 797--824.
- Robert Olkiewicz, Lihu Xu and Boguslaw Zegarlinski: Nonlinear problems in infinite interacting particle systems, Infinite Dimensional Analysis Quantum Probability and Related Topics, 11 (2008), no. 2, 179--211.
Selected invited talks:
- Approximation of stable law (special invited speaker), 2nd Sino-Russian probability and large sample conference, Changchun, 2017.
- Approximation of stable law, International conference on probability theory and statistical physics, Beijing, 2017.
- Convergence rate of stable law, CNRS-IMPAN mathematics summer institute conference, Crakow, 2017.
- Irreducibility of stochastic Burgers equations, International conference of Markov processes and their related fields, Wuhan, 2017.
- The long time behaviour of stochastic system with singular coefficients, 10th ICSA international conference, Shanghai, 2016.
- The Large Deviation Principle and Steady-state Fluctuation Theorem for the Entropy Production Rate of a Stochastic Process in Magnetic Fields, Workshop of Young Probabilists, Hefei, 08/2016.
- The Large Deviation Principle and Steady-state Fluctuation Theorem for the Entropy Production Rate of a Stochastic Process in Magnetic Fields, Conference of Stochastic Dynamics and SPDEs, Shanghai, 07/2016.
- Large deviation for monotone SPDEs, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, Hong Kong, 06/2016.
- Large deviation for monotone SPDEs, 8th International Conference on Stochastic Analysis and Applications, Beijing, 06/2016.
- Asymptotics of the entropy production rate for d-dimensional Ornstein-Uhlenbeck processes, 2015 IMS-China International Conference on Statistics and Probability, Kunmin, 07/2015.
- Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes, Workshop of Young Probabilists at Peking University, Beijing, 07/2015.
- Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes, Workshop of Young Probabilists, Wuhan, 05/2015.
- Exponential mixing for stochastic 2d SDEs driven by degenerate noises, CAS, Beijing, 12/2014.
- Exponential mixing for stochastic 3D Navier-Stokes equations driven by mildly degenerate noises, IMS Probability Day, NUS, Singapore, 12/2014.
- Exponential mixing for stochastic 2d SDEs driven by degenerate noises, International Conference on SPDEs, Xuzhou, 12/2014.
- Stochastic shadow Gierer-Meinhardt system, International Conference on SPDEs, Hefei, 09/2014.
- Exponential mixing for stochastic 3D Navier-Stokes equations driven by mildly degenerate noises, CAS, Beijing, 07/2014.
- Smoothness of the densities of degenerate SDEs driven by stable like noises, Workshop 'Stochastic Processes and Differential Equations in Infinite Dimensional Spaces', London, UK, 04/2014.
- Fellow of Chao Kuang Piu College (2015-).
- Member of new academic staff club (2014).
- Member of final year project oral examination committee, (2015-).
- Member of president recommendation students admission committee, (2015-).
- Leader of minor program of mathematics, (2015-).
- Member of master student recruitment committee, (2015-).
- Member of Ph.D. advisory committees: Mr. Wenfei WANG, Mr. Yiqi LIU, Ms. Jiayu ZHENG, Mr. Yashan ZHANG, Mr. Jianyu OU, Mr. Xucheng Meng, Mr. Xiaofei LI, Ms. Fang XIE, Ms. Qizhu LIANG, Ms. Hancheng GUO.
- Working secretary of PhD oral defenses: Dr. Weixiong MAI, Dr. Wenfei WANG.
- 'Tea with professors' activity (2014, 2017).
- Supervision of summer research of undergraduates: Mr. Jingxiu WANG (2016), Mr. Bo WU (2017).
- Supervision of honor final year projects: Mr. Mu LI (2016-2017), Mr. Bo WU (2017-2018).
- Supervision of final year projects: Mr. Yong MA (2015), Mr. Zhiyuan YU (2016), Mr. Jingxiu WANG (2017), Mr. Mu LI (2017), Bo WU (2018).
- Organizer of the workshop 'Probability and Statistics with Applications' (2015).
- Research Excellence Award of FST, UM, Macau, 2016-2017.
- Research Fellowship from Hausdorff Research Institute, Germany, 2007-2008.
- DAAD Research Fellowship, Germany, 2006.
- Overseas Research Students Awards, UK, 2004-2007.
Faculty of Science and Technology
University of Macau, E11
Avenida da Universidade, Taipa,
Telephone: (853) 8822-4429
Fax: (853) 8822-2426