I am currently a Quantitative Reserach Intern at Citadel Securities.
My curriculum vitae.
Research interests: Probability theory, particularly the asymptotic behaviors of interacting particle systems, and the interplay among PDEs, stochastic PDEs, and integrable probability.
Before moving to industry, I was a Kruskal Instructor of of Department of Statistics, University of Chicago . Before that, I was a postdoctoral researcher at Mathematical Sciences Research Institute. I obtained my Ph.D. in Mathematics at Columbia University in 2021. I obtained my B.S. in Mathematics at Tsinghua University in 2016.
Publications
See also Google Scholar.
- A lower-tail limit in the weak noise theory [arXiv]
with Li-Cheng Tsai. Ann. Inst. H. Poincaré Probab. Statist. 61 (2) 1334 - 1347, August 2025 - Spacetime limit shapes of the KPZ equation in the upper tails [arXiv]
with Li-Cheng Tsai. Comm. Math. Phys. Volume 406, article number 113, 2025 - Exact Multi-Point Correlations in the Stochastic Heat Equation for Strictly Sublinear
Coordinates [arXiv]
with Pierre Yves Gaudreau Lamarre. Electron. Commun. Probab. 29 1–13, 2024 - Multi-point Lyapunov exponents of the Stochastic Heat Equation [arXiv].
Electron. J. Probab. 29 1–22, 2024 - Long and short time laws of iterated logarithms for the KPZ fixed point [arXiv]
with Sayan Das and Promit Ghosal. Electron. J. Probab. 29 1–38, 2024 - Hydrodynamics of the t-PNG model via a colored t-PNG model [arXiv]
with Hindy Drillick. Ann. Inst. H. Poincaré Probab. Statist. 60 (2) 1215 - 1245, February 2023 - Strong law of large numbers for the stochastic six vertex model [arXiv]
with Hindy Drillick. Electron. J. Probab. 28 1–21, 2023 - Classification of stationary distributions for the stochastic vertex models [arXiv]
Electron. J. Probab. 28 1–40, 2023 - KPZ equation with a small noise, deep upper tail and limit shape [arXiv]
with Pierre Yves Gaudreau Lamarre and Li-Cheng Tsai. Probab. Theory Related Fields. 185 885–920, 2023 - Lyapunov exponents of the SHE under general initial data [arXiv]
with Promit Ghosal. Ann. Inst. H. Poincaré Probab. Statist. 59 (1) 476 - 502, February 2023 - Lyapunov Exponents of the Half-Line SHE [arXiv]
J Stat Phys 183, 37 (2021) - Short time large deviations of the KPZ equation [arXiv]
with Li-Cheng Tsai. Comm. Math. Phys. 386 (1) 359–393, 2021 - The stochastic telegraph equation limit of the stochastic higher spin six vertex model
[arXiv]
Electron. J. Probab. 25 1–30, 2020 - KPZ equation limit of stochastic higher spin six vertex model [arXiv]
Math Phys Anal Geom 23, 1 (2020) - Markov duality for stochastic six vertex model [arXiv]
Electron. Commun. Probab. 24 1–17, 2019. - Second order behavior of the block counting process of beta coalescents [arXiv]
with Bastien Mallein. Electron. Commun. Probab. 22 1–8, 2017
Teaching
University of Chicago
- STAT 38520 Topics on Random Matrix Theory 2024 Spring
- STAT 23400 Statistical Theory and method 2024 Spring
- STAT 23400 Statistical Theory and method 2023 Spring
- STAT 36510 Topics on Random Growth Model 2023 Winter
- STAT 23400 Statistical Theory and method 2022 Spring
- STAT 36510 Topics on Random Growth Model 2022 Spring
Columbia University
- MATHUN 1102 Calculus II 2021 Spring
- MATHUN 1003 College Algebra-Analytic Geometry 2020 Spring