Zhenyao Sun's Home Page

• I am an Assitant Professor at School of Mathmatics and Statistics at Beijing Institute of Technology

• Before, I was a Postdoc student of Faculty of Data and Decision Sciences at the Technion - Israel Institute of Technology hosted by Prof. Leonid Mytnik.

• I got my Ph.D. at the School of Mathematical Sciences at Peking University under the supervision of Prof. Yan-Xia Ren.

• I also visited Prof. Renming Song as a joint Ph.D. student at Mathematics at the University of Illinois at Urbana-Champaign.

• I got my B.S. at the School of Mathematical Sciences at Peking University.

• My research interest is probability theory, with a focus on models related to branching processes.

• Email: zhenyao dot sun at gmail dot com

• Office: 411B Wen-Cui building E, Beijing Institute of Technology Liangxiang, Beijing.

Preprints

1. C. Barnes, L. Mytnik, and Z. Sun, Wright-Fisher stochastic heat equations with irregular drifts.

2. L. Qian, and Z. Sun, On the spetral radius of of the $(L,\kappa )$$(L,\kappa)$-lazy Markov chain.

3. C. Barnes, L. Mytnik, and Z. Sun, Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift. To appear in Ann. Inst. Henri Poincaré Probab. Stat.

Publications

1. C. Barnes, L. Mytnik, and Z. Sun, On the coming down from infinity of coalescing Brownian motions. Ann. Probab. 52 (2024), no. 1, 67-92

2. R. Liu, Y.-X. Ren, R. Song, and Z. Sun, Subcritical superprocesses conditioned on non-extinction. Stochastic Process. Appl. 163 (2023), 498-534.

3. Y.-X. Ren, R. Song, Z. Sun and J. Zhao: Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes, II. Acta Math. Sin. (Engl. Ser.) 38 (2022), no. 3, 487-498.

4. R. Liu, Y.-X. Ren, R. Song and Z. Sun: Quasi-stationary distributions for subcritical superprocesses. Stochastic Process. Appl. 132 (2021), 108-134.

5. Y.-X. Ren, R. Song and Z. Sun: Limit theorems for a class of critical superprocesses with stable branching. Stochastic Process. Appl. 130 (2020), no. 7, 4358-4391.

   • There is a mistake when we cite H. Kesten, P. Ney and F. Spitzer’s 1966 paper: we can not obtain (1.2) when $\sigma =\mathrm{\infty }$$\sigma = \infty$. This does not affect the other part of the paper.

6. Y.-X. Ren, R. Song, Z. Sun, and J. Zhao: Stable central limit theorems for super Ornstein-Uhlenbeck processes. Electron. J. Probab. 24 (2019), Paper no. 141, 42 pp.

7. Y.-X. Ren, R. Song and Z. Sun: Spine decompositions and limit theorems for a class of critical superprocesses. Acta. Appl. Math. 165 (2020), 91-131.

8. Y.-X. Ren, R. Song and Z. Sun: A 2-spine decomposition of the critical Galton-Waston tree and a probabilistic proof of Yaglom's theorem. Electron. Commun. Probab. 23 (2018), Paper no. 42, 12 pp.

9. T. Hu and Z. Sun: Purchase limit policy and social welfare: A theoretical exploration. Economic Science. 6 (2011), 42-50, in Chinese.

Slides

• Wright-Fisher stochastic heat equations with irregular drifts

• Subcritical superprocesses conditioned on non-extinction

• On the coming down from infinity of coalescing Brownian motions

• Effect of small noise on the speed of reaction-diffusion equation with non-Lipschitz drift

• Quasi-stationary distributions for subcritical superprocesses

• Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes

• Limit theorems for a class of critical superprocesses with stable branching

• Spine decompositions and limit theorems for a class of critical superprocesses

Events

• 2024 Nov. 7-10, Xiamen, 第十三届全国概率统计会议

• 2024 Nov. 11-15, Shenzhen, The 10th Workshop on Branching Processes and Related Topics

• 2024 Nov. 22-24, Beijing, 北京数学会学术年会

• 2024 Dec. 16-20, Abu Dhubi, The 14th AIMS conference

• 2025 Sept. 8-12, Bucharest, 12th international conference on stochastic analysis and its applications

Teachings

• 2024 Fall, Topics in Probability theory, Beijing Institute of Technology

  • 上课时间地点：周一和周三 15:15--17:40 文萃楼 F202

  • 答疑时间地点：周二 14:00--17:00 文萃楼 E411

  • 教学大纲.doc (含考核标准)

  • 教学日历.doc (含具体上课、答疑日期和学术报告提交截止日期)

  • 1_Measure_Theory.pdf and Two envelopes problem

  • 2_Independence.pdf and Why does the Cauchy distribution have no mean?

  • 3_Martingales.pdf and Martingale betting strategy

  • 4_Markov_Process.pdf and Why do we need regularly conditional distribution?

  • 5_Brownian_Motion.pdf and Evidence for Atoms

  • 6_Ito_calculus.pdf and Trillon dollars equations

  • 7_Large_Deviation

  • 8_Ergodic_Theory

  • 9_Random_Measures

• 2023 Fall, Topics in Probability theory, Beijing Institute of Technology

Links

• I am maintaining the bilibili channel for the One World Probability Seminar

• I was one of the organizers of the Technion probability seminar jointly with Maximilian Fels in 2022

• My Phd Thesis

• I was the teaching assistant of class Stochastic processes at Peking University, spring 2019. Here are my Solutions to the homeworks

• I was the organizer of the Welcome Workshop for New Students in Probability Group, Peking University, Sept. 2018.