Applied Probability

Selected Publications

• Fuqing Gao and Lingjiong Zhu "Large deviations for the mean-field limit of Hawkes processes" (2023) arXiv:2301.07585.

• Fuqing Gao, Yunshi Gao and Lingjiong Zhu "Fluctuations and moderate deviations for the mean fields of Hawkes processes" (2023) arXiv:2307.15903.

• Thanh Dang and Lingjiong Zhu "Euler-Maruyama schemes for stochastic differential equations driven by stable Levy processes with i.i.d. stable components" (2024) arXiv:2402.12502.

• Fuqing Gao and Lingjiong Zhu "Precise deviations for Hawkes processes" (2021) Bernoulli, 27, 221-248.

• Fuqing Gao and Lingjiong Zhu "Some asymptotic results for nonlinear Hawkes processes" (2018) Stochastic Processes and their Applications, 128, 4051-4077.

• Xuefeng Gao and Lingjiong Zhu "Limit theorems for Markovian Hawkes processes with a large initial intensity" (2018) Stochastic Processes and their Applications, 128, 3807-3839.

• Xuefeng Gao and Lingjiong Zhu "Large deviations and applications for Markovian Hawkes processes with a large initial intensity" (2018) Bernoulli, 24, 2875-2905.

• David Aristoff and Lingjiong Zhu "On the phase transition curve in a directed exponential random graph model" (2018) Advances in Applied Probability, 50, 272-301.

• Lingjiong Zhu "Asymptotic structure of constrained exponential random graph models" (2017) Journal of Statistical Physics, 166, 1464-1482.

• David Aristoff and Lingjiong Zhu "Asymptotic structure and singularities in constrained directed graphs" (2015) Stochastic Processes and their Applications, 125, 4154-4177.

• Lingjiong Zhu "Large deviations for Markovian nonlinear Hawkes processes" (2015) Annals of Applied Probability, 25, 548-581.

• Behzad Mehrdad, Sanchayan Sen and Lingjiong Zhu "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" (2015) Annales de l'Institut Henri Poincare-Probabilites et Statistiques, 51, 304-318.

• Lingjiong Zhu "Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps" (2014) Journal of Applied Probability, 51, 699-712.

• Lingjiong Zhu "Process-level large deviations for nonlinear Hawkes point processes" (2014) Annales de l'Institut Henri Poincare-Probabilites et Statistiques, 50, 845-871.

• Lingjiong Zhu "Central limit theorem for nonlinear Hawkes processes" (2013) Journal of Applied Probability, 50, 760-771