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.

Publications

1. C. Barnes, L. Mytnik, and Z. Sun, Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift. Ann. Inst. H. Poincaré Probab. Statist. 60 (2024), no. 4, 2382-2414

2. 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

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

4. 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.

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

6. 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.

7. 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.

8. 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.

9. 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.

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

• 2025 Jan. 6-10, Sanya, Conference on Probability and Statistical Physics

• 2025 May, Kyoto, 3rd China-Japan-Korea Joint Probability Workshop

• 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.