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-Spring 2012

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, Summer 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 --2011

XVII Brazilian School of Probability (XVII EBP), Rio de Janeiro State, Brazil, August 4-10, 2013.

36th Conference on Stochastic Processes and their Applications, July 29 - August 2, 2013, Boulder, Colorado, USA

29th European Meeting of Statisticians (EMS), Budapest, Hungary, July 20-25, 2013

IMS-China, summer of 2013.

Advances in High Dimensional Probability, Denmark, May 27-31, 2013.

The Eleventh Northeast Probability Seminar (NEPS) , Columbia University, Nov. 2012.

Thirty Fourth Midwest Probability Colloquium, Northwestern University, Evanston, IL , Oct. 2012

Sino-German probability workshop, Xuzhou, China, Oct. 2012.

Workshop for Women in Probability, Duke, Oct. 14-16, 2012.

AMS Eastern Sectional Meeting, Rochester Institute of Technology, Sep. 22-23, 2012.

Meeting the Challenges of High Dimension: Statistical Methodology, Theory and Applications, Institute for Mathematical Sciences, Singapore, 06/13 - 10/26/2012.

Random Matrix Theory and its Applications II, Institute for Mathematical Sciences, Singapore, 06/18 - 08/15/2012,

Probability workshop, Dalian, China, 08/4-7/2012.

The Eighth Workshop on Markov Processes and Related Topics, Beijing Normal University, July 16-20, 2012.

The eighth World Congress in Probability and Statistics, Istanbul, Turkey, July 9-14, 2012.

Fields Institute-MITACS International Symposium on Asymptotic Methods in Stochastics, Ottawa, July 2–5, 2012

The Second IMS Asia Pacific Rim Meeting, Tsukuba, Japan, July 1–4, 2012

6th World Congress of Nonlinear Analysts (WCNA 2012), University of Athens, Greece, June 25 – July 1, 2012.

St. Petersburg School in Probability and Statistical Physics, St. Petersburg, June 18-29, 2012

New Directions Short Course: Advances in Random Matrix Theory, Institute for Mathematics and Its Applications (IMA), June 18-29, 2012.

Probability and Analysis, Conference Center of Polish Academy of Sciences in Bedlewo, Poland, June 10-16, 2012.

Ten lectures on Small Deviation Probabilities: Theory and Applications, NSF/CBMS Regional Research Conference in the Mathematical Sciences, University of Alabama in Huntsville, June 04-08, 2012.

The second “Southeastern Probability Conference, Duke, May 14-15, 2012.

User-Centered Modeling, Institute for Mathematics and Its Applications (IMA), May 7-11, 2012.

Spring School in Probability, IUC, Dubrovnik, Croatia, April 23-27, 2012.

Stochastic Analysis and Stochastic Partial Differential Equations, Banff international research station, April 1-6, 2012.

Machine Learning: Theory and Computation, Institute for Mathematics and Its Applications (IMA), March 26-30, 2012.

Seminar on Stochastic Processes 2012, University of Kansas, Lawrence, March 22-24, 2012.

Arizona School of Analysis and Mathematical Physics, Tucson, Arizona, March 12-16, 2012.

Network Links: Connecting Social, Communication and Biological Network Analysis, Institute for Mathematics and Its Applications (IMA), Feb. 27-March 2, 2012.

Group Testing Designs, Algorithms, and Applications to Biology, Institute for Mathematics and Its Applications (IMA), Feb. 13-17, 2012.

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.
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.

Current and Past Doctoral Students. Here for new students

Mathematical Geneology

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 .
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,

Wenbo V. Li Professor of Mathematics