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.
- 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
Current/Selected Professional Services
- Chair (09-10) and Member (07-09), IMS Committee on
Travel Awards and Tweedie New Researcher Award Sep. 2007-Aug. 2010
- Editorial Board, Journal of Mathematical Research and Exposition (JMRE),
2009-present.
- Associate Editor,
Journal of Theoretical Probability, 2007-present.
- Associate Editor,Journal of Applied Mathematics and
Stochastic Analysis, 2004-present.
- Associate Editor, The Annals of Probability, 2003-2008
- 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 No. DMS-1106938, 2011-2014.
- NSF Grant No. DMS-0805929, 2008-2011.
- NSF Grant AMC-SS-0706713, 2007-2011, PI from Oct. 2010.
- NSF-China No. A011003, 2010-2011.
- K.C. Wong Education Foundation, Hong Kong, Summer of 2008.
- NSF U.S.-China Joint Research Grant No. DMS-0720977, 2007--2009.
- NSF Grant No. DMS-0505805, 2005--2008.
- NSF Grant No. DMS-0204513, 2002--2005.
- NSF Grant No. DMS-9972012, 1999--2002.
- NSF U.S.-France Cooperative Research Grant No. INT-9603070, 1997--2000.
- NSF Grant No. DMS-9627494, 1996--1999.
- NSF Grant No. DMS-9503458, 1995--1997.
- UDRF grant, 1993-1995.
Upcoming/Recent Conferences; Past Conferences --2011
Group Testing Designs, Algorithms, and Applications to Biology, Institute for Mathematics and Its Applications (IMA), Feb. 13-17, 2012.
Network Links: Connecting Social, Communication and Biological Network Analysis, Institute for Mathematics and Its Applications (IMA), Feb. 27-March 2, 2012.
Arizona School of Analysis and Mathematical Physics, Tucson, Arizona, March 12-16, 2012.
Seminar on Stochastic Processes 2012, University of Kansas, Lawrence, March 22-24, 2012.
Machine Learning: Theory and Computation, Institute for Mathematics and Its Applications (IMA), March 26-30, 2012.
Stochastic Analysis and Stochastic Partial Differential Equations, Banff international research station, April 1-6, 2012.
Spring School in Probability, IUC, Dubrovnik, Croatia, April 23-27, 2012.
The 6th Annual Graduate Student Probability Conference (GSPC), School of Mathematics, Georgia Institute of Technology, April 27-29, 2012.
User-Centered Modeling, Institute for Mathematics and Its Applications (IMA), May 7-11, 2012.
The second “Southeastern Probability Conference, Duke, May 14-15, 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.
Probability and Analysis, Conference Center of Polish Academy of Sciences in Bedlewo, Poland, June 10-16, 2012.
The Third Summer school on Probability and Statistics, Zhejiang University, June 18-22, 2012.
New Directions Short Course: Advances in Random Matrix Theory, Institute for Mathematics and Its Applications (IMA), June 18-29, 2012.
St. Petersburg School in Probability and Statistical Physics, St. Petersburg, June 18-29, 2012
6th World Congress of Nonlinear Analysts (WCNA 2012), University of Athens, Greece, June 25 – July 1, 2012.
The Second IMS Asia Pacific Rim Meeting, Tsukuba, Japan, July 1–4, 2012
Fields Institute-MITACS International Symposium on Asymptotic Methods in Stochastics, Ottawa, July 3–6, 2012
The eighth World Congress in Probability and Statistics, Istanbul, Turkey, July 9-14, 2012.
The Eighth Workshop on Markov Processes and Related Topics, Beijing Normal University, July 16-20, 2012.
Probability workshop, Dalian, China, Aug. 4-7, 2012.
AMS Eastern Sectional Meeting, Rochester Institute of Technology, Sep. 22-23, 2012.
Workshop for Women in Probability, Duke, Oct. 14-16, 2012.
Sino-German probability workshop, Xuzhou, China, Oct. 2012.
Thirty Fourth Midwest Probability Colloquium, Northwestern University, Evanston, IL , Oct. 2012
The Eleventh Northeast Probability Seminar (NEPS) , Columbia University, Nov. 2012.
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AMS Western Sectional Meeting, University of Colorado Boulder, Boulder, April 13-14, 2013.
Advances in High Dimensional Probability, Denmark, May 27-31, 2013.
IMS-China, summer of 2013.
29th European Meeting of Statisticians (EMS), Budapest, Hungary, July 20-25, 2013
36th Conference on Stochastic Processes and their Applications, July 29 - August 2, 2013, Boulder, Colorado, USA
XVII Brazilian School of Probability (XVII EBP), Rio de Janeiro State, Brazil, August 4-10, 2013.
AMS Eastern Sectional Meeting, Temple university, Philadelphia, Oct. 12-13, 2013.
Thirty Fifth Midwest Probability Colloquium, Northwestern University, Evanston, IL , Oct. 2013.
AMS Western Sectional Meeting, University of California-Riverside, Riverside, CA, Nov. 2-3, 2013.
The 12th Northeast Probability Seminar (NEPS) , New York City, Nov. 2013.
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The 7th Int. Conf. on High Dimensional Probability, Institut Scientifique de Cargese, Corsica, France, May 26-June 02, 2014.
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.
Teaching: Math 630
Math 850.
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 .
Mathematisches Forschungsinstitut Oberwolfack .
Pacific Institute , Vancouver, Canada.
Samsi , Research Triangle Park, NC.
Last modified
Nov. 2009 by W.V. Li,