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Lingjiong Zhu

Identifiers

  • name variant Lingjiong Zhu 0.60 · backfill

Papers (39)

  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. Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis math.PR · 2025 · author #4
  5. 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
  6. Large deviations for the mean-field limit of Hawkes processes math.PR · 2023 · author #2
  7. Affine Point Processes: Refinements to Large-Time Asymptotics math.PR · 2019 · author #2
  8. Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading q-fin.TR · 2017 · author #3
  9. Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model q-fin.MF · 2017 · author #2
  10. Asymptotics for the Discrete-Time Average of the Geometric Brownian Motion and Asian Options q-fin.PR · 2017 · author #2
  11. Asymptotic Normality of Extensible Grid Sampling math.NA · 2017 · author #2
  12. Some asymptotic results for nonlinear Hawkes processes math.PR · 2017 · author #2
  13. Short Maturity Asian Options for the CEV Model q-fin.PR · 2017 · author #2
  14. Short Maturity Asian Options in Local Volatility Models q-fin.PR · 2016 · author #2
  15. Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options q-fin.PR · 2016 · author #2
  16. Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues math.PR · 2016 · author #2
  17. Lattice Gas Models with Long Range Interactions math-ph · 2016 · author #2
  18. Large deviations and applications for Markovian Hawkes processes with a large initial intensity math.PR · 2016 · author #2
  19. Limit theorems for Markovian Hawkes processes with a large initial intensity math.PR · 2015 · author #2
  20. A reduced-form model for level-1 limit order books q-fin.TR · 2015 · author #2
  21. Dynamics of Order Positions and Related Queues in a Limit Order Book q-fin.TR · 2015 · author #3
  22. On the growth rate of a linear stochastic recursion with Markovian dependence math.PR · 2015 · author #2
  23. Asymptotics for a Class of Self-Exciting Point Processes math.PR · 2014 · author #2
  24. Reciprocity in directed networks cond-mat.stat-mech · 2014 · author #2
  25. Asymptotics for Sparse Exponential Random Graph Models math.PR · 2014 · author #2
  26. Asymptotic Structure of Constrained Exponential Random Graph Models math.PR · 2014 · author #1
  27. Asymptotic structure and singularities in constrained directed graphs math.PR · 2014 · author #2
  28. On the phase transition curve in a directed exponential random graph model math.PR · 2014 · author #2
  29. Moderate and Large Deviations for the Erd\H{o}s-Kac Theorem math.PR · 2013 · author #2
  30. Optimal Strategies for a Long-Term Static Investor q-fin.PM · 2013 · author #1
  31. Limit Theorems for Empirical Density of Greatest Common Divisors math.PR · 2013 · author #2
  32. Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps math.PR · 2013 · author #1
  33. Nonlinear Hawkes Processes math.PR · 2013 · author #1
  34. Ruin Probabilities for Risk Processes with Non-Stationary Arrivals and Subexponential Claims q-fin.RM · 2013 · author #1
  35. 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
  36. Limit Theorems for Marked Hawkes Processes with Application to a Risk Model math.PR · 2012 · author #2
  37. Central Limit Theorem for Nonlinear Hawkes Processes math.PR · 2012 · author #1
  38. Large deviations for Markovian nonlinear Hawkes processes math.PR · 2011 · author #1
  39. Process-Level Large Deviations for Nonlinear Hawkes Point Processes math.PR · 2011 · author #1

Mentions

  • 2301.07585 #2 · arxiv_oai · confidence 0.70 Lingjiong Zhu
  • 1204.1067 #1 · backfill · confidence 0.70 Lingjiong Zhu
  • 1108.2432 #1 · backfill · confidence 0.70 Lingjiong Zhu
  • 1108.2431 #1 · backfill · confidence 0.70 Lingjiong Zhu
  • 2503.19066 #4 · arxiv_oai · confidence 0.70 Lingjiong Zhu

Frequent Coauthors