Wenbo V. Li
Professor of Mathematics
Information on how
to reach me is here. Or look here for information on the UD Department of Mathematical Sciences.
Probability Seminar: 2001-present
Research Interests.
Stochastic modelling and analysis in sciences (mathematics, statistics, computation, biology, finance, engineering, networks);
Gaussian processes and applications of Gaussian methods;
Gaussian Random and Free Fields;
Small deviation/value probabilities;
Probability estimates for exit/survival/crossing time;
Boundary crossing probabilities with applications to sequential analysis;
Stochastic and combinatorial optimization/algorithm;
Random polynomials and matrices;
Stochastic inequalities;
Simulation;
Probabilistic methods;
Probability on Banach spaces and geometric functional analysis;
Stochastic partial differential equations and random dynamics.
Publications;
Small Value Probabilities;
Selected Professional and Educational Experience
- Full/Associate/Assistant Professor, Dept. of Mathematical Sciences,
Univ. of Delaware, Sep. 1992-1996, 1996-2002, 2002-present.
- Adjunct Professor, Dept. of Electrical and Computer Engineering, College of Engineering, Univ. Delaware, Jan. 1, 2011--present
- Visiting Professor, Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing, Summer of 2005-present.
- Adjunct Professor, Department of Applied Mathematics and Theoretical Physics, Delaware State University, 2007-present.
- Member, Creative Research Group(CRG), Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing, 2007-present.
- Adjunct Professor, Department of Mathematics, Harbin Institute of Technology, Harbin, China, 2006-present.
- Visiting Professor, Department of Mathematics, Hong Kong University of Science and Technology,
Feb.-March, 2007.
- Visiting Professor, School of Mathematics, Peking University,
July-Aug. 2005, June-July and Sep.-Nov. 2006, March-April 2007.
- Visiting Professor, Dept. of Statistics at Wharton School,
University of Pennsylvania, Sep. 1996--May 1997, Sep. 1999--May 2000.
- NSF Young Investigator, Texas A\&M University, Summer of 1994, 1995.
- Lecturer, Department of Statistics, University of Wisconsin-Madison, Fall 1991.
- Ph.D., Mathematics, University of Wisconsin-Madison, May 1992
- B.S., Applied Mathematics, Jilin University, China, July 1985
Honors and Awards
- Elected Fellow, Institute of Mathematical Statistics (IMS), May, 2006, with citation:
``for his distinguished research in the theory of Gaussian
processes and in using this theory to solve many important problems in diverse areas of probability.''
- Distinguished Overseas Researcher Award, National Science Foundation of China, 2009.
- Teaching Award, Dept. of Mathematics, Univ. of Wisconsin-Madison, 1990-91.
- First prize winner in Jilin University Math. Competition for 1983-84 and 1984-85.
- First prize in High School Math. Competition, Heilongjiang province, China, 1981.
Selected National/International Professional Services
- Associate Editor,
Journal of Theoretical Probability, 2007-present.
- Associate Editor,Journal of Stochastic Analysis, 2004-present.
- Editorial Board, Journal of Mathematical Research and Exposition (JMRE),
2009-present.
- Editorial Board, Translation Series (into Chinese) of Essential Mathematics, Higher education Press, 2011---.
- Associate Editor, The Annals of Probability, 2003-2008
- Co-editor, Special Issue of Science in China, Series A, 2009, 2011.
- Co-editor, Special issue of Stochastics and Dynamics, 2010.
- Chair (09-10) and Member (07-09), IMS Committee on
Travel Awards and Tweedie New Researcher Award Sep. 2007-Aug. 2010
- Panel Reviewer for various NSF programs since 2006.
- Panel Reviewer for various Mathematical programs in China since 2005.
Selected Meetings Organized
- Co-organizer, 7th Int. Conf. on High Dimensional Probability, Institut Scientifique de Cargese, Corsica, France, 05/26-06/02/2014.
- Co-organizer, Advances in High Dimensional Probability, Denmark, 05/27-31/2013.
- Co-organizer for joint China and Russian conference on asymptotic methods in probability and statistics, The Euler International Mathematical Institute, St.Petersburg, June 10-14, 2013.
- Executive Member, Scientific Committee, Fourth IMS-China Int. Conf. on Statistics and Probability, Summer of 2013, China.
- Co-organizer, Probability workshop at Dalian, China, 08/4-7/2012.
- Co-organizer for ``Summer Workshops in Probability and Statistics'', Zhejiang University, Hangzhou, June, 2010, 2011, 2012.
- Co-Organizer,
Annual Northeast Probability Seminar, NYC, Nov. 2003, 2008-present.
- Co-Organizer,
Seminar on Stochastic Processes 2008, University of Delaware, April 3-5, 2008
- Member, Scientific Committee,
IMS-China Int. Conf. on Statistics and Probability, Summer of 2008 (Hangzhou) and 2009 (Weihai), China
- Co-organizer, Int. Workshop on Stochastic Analysis, Laza, Tibet, Aug. 2007.
- Co-organizer, 2nd Int. Conf. on ``Small Deviation Probabilities'' at Euler Center, St. Petersburg, Russia, Sep. 2005.
- Co-organizer, 4th Int. Conf. on High Dimensional Probability, Santa Fe, June, 2005.
- Co-organizer, Mini-Workshop ``Small Deviation Problems for Stochastic Processes'' at Oberwolfach, Germany, Oct. 2003.
- Chair, Organizing Committee, Twenty-third Midwest Probability Colloquium, Northwestern University, Oct. 2001.
Current/Selected Supports
- NSF Grant DMS-1106938, PI, 2011-2014.
- NSF Grant DMS-0805929, PI, 2008-2011.
- NSF Grant AMC-SS-0706713, PI, 2007-2011..
- NSF-China A011003, PI, 2010-2011.
- NSF DMS-0753995, Co-PI, 2007-2008,
- K.C. Wong Education Foundation, Hong Kong, Co-PI, Summer of 2008.
- NSF U.S.-China Joint Research Grant DMS-0720977, PI, 2007--2009.
- NSF DMS-0508349, Co-PI, 2005-2006.
- NSA Grant, Co-PI, 2005-2006,
- NSF Grant DMS-0505805, 2005--2008.
- NSF Grant DMS-0204513, 2002--2005.
- NSF Grant DMS-9972012, 1999--2002.
- NSF U.S.-France Cooperative Research Grant INT-9603070, 1997--2000.
- NSF Grant DMS-9627494, 1996--1999.
- NSF Grant DMS-9503458, 1995--1997.
- UDRF grant, 1993-1995.
Upcoming/Recent Conferences; Past Conferences --2012
Spin glass, Banff int. research station, Canada, 07/20-25/2014.
2014 IMS Annual Meeting, Sydney, Australia, July 7-11, 2014
Probability Theory and Statistics in High and Infinite Dimensions
Empirical Process Theory and Beyond, Center for Mathematical Sciences, University of Cambridge, June 23-25, 2014.
7th Int. Conf. on High Dimensional Probability, Institut Scientifique de Cargese, Corsica, France, 05/26-30/2014.
MCM'Ski IV, Chamonix, France, January 6-8, 2014.
The 12-th Northeast Probability Seminar (NEPS) , New York City, Nov. 21-22, 2013.
Levy Processes and Self-similarity 2013, Oct. 28– Nov. 9, 2013 Tunis, Tunisia.
Thirty Fifth Midwest Probability Colloquium, Northwestern University, Evanston, IL , Oct. , 2013
International Conference Ars Conjectandi 1713-2013 Basel, Switzerland, Oct. 15-16, 2013.
36th Conference on Stochastic Processes and their Applications, Boulder, Colorado, USA, July 29 - August 2, 2013.
The Third International Conference on Random Dynamical Systems ,
S. S. Chern Institute of Mathematics, Tianjin, China, July 15—18, 2013.
8th conference on extreme value analysis Shanghai, July 8-12, 2013.
The Ninth Workshop on Markov Processes and Related Topics,
July 6-13, 2013 at Ermei Campus of Southwest Jiaotong University, Sichuan, China.
4th IMS-China International Conference on Statistics and Probability, Chengdu, China, June 30-July 4, 2013.
Asymptotic Geometric Analysis II The Euler International Mathematical Institute, St.Petersburg, June 20-24, 2013.
Chinese-Russian conference on asymptotic methods in probability and statistics, The Euler International Mathematical Institute, St.Petersburg, June 10-14, 2013.
Progress in High Dimensional Probability, Denmark, May 27-30, 2013.
Seminar on Stochastic Processes 2013, Duke University (Hosted by Duke and UNC) March 14-16, 2013.
Theory and applications of stochastic PDEs, Institute for Mathematics and Its Applications (IMA), 01/14-1/18/2013.
Selected Invited Presentations, -more
- Ten lectures on Small Deviation Probabilities: Theory and Applications, NSF/CBMS Regional Research Conference in the Mathematical Sciences, University of Alabama in Huntsville, to be held on June 04-08, 2012.
The NSF-CBMS Regional Research Conference Series began in 1969 and a total of 341 conferences (including 2012). These conferences are intended to stimulate interest and activity in mathematical research.
Each five day conference features a distinguished lecturer who delivers ten lectures on a topic of important current research in one sharply focused area of the mathematical sciences.
The lecturer subsequently prepares an expository monograph based upon these lectures, which is normally published as a part of a regional conference series.
Support for about 30 participants is provided and the conference organizer invites both established researchers and interested newcomers, including postdoctoral fellows and graduate students, to attend.
- Four special lectures, IMA thematic year on mathematics of information, Minneapolis, 02/20-23/2012. T: Metric entropy and applications.
- Distinguished Lecturer, Third IMS-China Int. Conf. on Statistics and Probability, XiAn, China, 07/8-11/2011. T: Probabilities of all real zeros for random polynomials.
- 45 mins speaker, The XI Latin American Congress in Proba. and Math. Stat., Caracas, Venezuela, 11/1-6/2009. T: Expected number of zeros of random harmonic polynomial.
- 45 mins speaker, Congress of Chinese Probability and Statistics Society, XuZhou, China, 10/2006. T: Small value phenomenons in probability.
- 45 mins speaker, The Second Latin American Congress of Mathematicians Cancun, Mexico, 06/2004. T: Small value problems in Mathematics.
- One of five hourly lectures, ``Seminar on Stochastic Processes 2003", University of Washington, Seattle, 03/2003. T: The large deviations for intersection local times.
- One of six hourly lectures, ``2002 Northeast Probability Colloquium", Graduate School and Univ. Center, CUNY, 11/2002. T: On the positivity exponent of random polynomials.
- One of four hourly lectures, The Twenty-First Midwest Probability Colloquium, Cincinnati, 10/1999. T: Small deviations and/or small ball probabilities.
Here is my Mathematical Geneology .
J. Kuelbs, R. Cameron, W. Hurwitz, D. Hilbert, C. Lindeman, F. Klein, R. Lipschitz, G. Dirichlet, S. Poisson and J. Fourier, J. Lagrange, L. Euler,
J. Bernoulli.
- Mr. Paul F. Gibson, DSU, Ph.D. 5/2007, co-advisor with Xiquan Shi. Job after Ph.D: Assistant Professor at Delaware State University. Thesis: Algebraic structure associated with probability spaces.
- Ms. Xinyi (Cindy) Zhang, UD, Ph.D. 5/2008. Job after Ph.D: Staff Scientist at Quantitative Genetic Epidemiology group, Fred Hutchinson Cancer Research Center at Seattle. Thesis: Expected length of minimum spanning trees.
- Mr. Ang Wei, UD, Ph.D., 5/2009. Job after Ph.D: Visiting Assistant Professor, Dept. of Math., Univ. Rochester. Thesis: Random harmonic functions and multivariate Gaussian estimates.
- Ms. Jun (Jenny) Peng, CSU, Ph.D., 6/2009, co-advisor with Zaiming Liu. Job after Ph.D: Lecturer at School of Math. Sci. \& Computing Technology, Central South University, Changsha, China. Thesis: Diffusions with holding and jumping boundary.
- Mr. Dawei Lu, DIT, Ph.D., 11/2009, co-advisor with Lixin Song. Job after Ph.D: Lecturer at Dept. of Math. Dalian Institute of Technology, China. Thesis: The first exit time of Brownian motion and Mills' ratio.
- Mr. Guoqing Liu, HIT, Ph.D., 3/2010. Job after Ph.D: Regular faculty at Harbin Institute of Technology, China. Thesis: Semi-parametric bounds on means and variance for truncated random variables.
- Ms. Weijuan (Jennifer) Chu, PKU, Ph.D. June 2011, co-advisor with Yanxia. Ren. Job after Ph.D: Lecture at Dept. Math. Nanjing University, China. Thesis: Small value probabilities for supercritical branching processes with immigration.
- Mr. Jintong Zheng, UD, Ph.D. Spring 2012, expected. Job before Ph.D: AVP Quantity analyst, HSBC. Thesis: Explicit Gaussian solutions to stochastic delay differential equations with applications to financial models
- Mr. Zunlei Xiao, UD, Ph.D. Summer 2012, expected. Job before Ph.D: ING Direct at Wilmington, DE. Thesis Topic: Lower tails for Gaussian processes; Fractional Brownian motion;
- Ms. Xiaohui (Amy) Ai, HIT, 2008-current. Thesis Topic: Reproducing kernel Hilbert space and KL expansion for Gaussian processes.
- Mr. Shi Jin, UD, 2008-current. Thesis Topic: Limiting distributions associated with time series in mathematical finance
- Ms. Mihaela Solcan, UD, current, co-advisor with David Stockman in Economics. Thesis Topic: Stochastic growth models with threshold productivity.
- Mr. Jiange Li, UD, 2009-current. Thesis Topic: Random Polynomials and/or Small value probabilities.
- Mr. Peng Xu, UD, 2010-current. Thesis Topic: Small value probabilities and/or fractal geometry.
- Ms. Yang Song, UD, 2011-current, co-advisor with Petr Plechac. Thesis Topic: Computational stochastics and optimization/control.
- Mr. Jin Liu, Tsinghua U., 2011-current, co-advisor with Jinwen Chen. Thesis Topic: Large deviation and change of measure, KL expansion with applications.
Teaching: Math 630 Math 450.
Probability Seminar: 2001-Fall 2011
Useful articles for graduate students:
- The care and maintenance of your adviser .
- Weekend Getaway Guide: A Mathematics Research Conference .
Useful Links:
- Probability Tutorials .
- NIST Digital Library of Mathematical Functions .
- The Bernoulli Society .
- International Mathematical Union.
- Asia Pacific Mathematics Newsletter .
- Electronic Journal for History of Probability and Statistics .
- American Institute of Mathematics (AIM) .
- Banff International Research Station .
- Bernoulli Center (CIB).
- Chern Institute .
- Fields Institute .
- Hausdorff Research Institute for Mathematics .
- Beijing International Centre for Mathematical Research .
- NUS Institute for Mathematical Sciences .
- Institute of Mathematics and Its Applications (IMA).
- Mathematisches Forschungsinstitut Oberwolfack .
- Pacific Institute , Vancouver, Canada.
- Samsi , Research Triangle Park, NC.
Last modified
Nov. 2009 by W.V. Li,