Fangjun Xu

2007.08--2010.08    University of Connecticut     Department of Mathematics              Ph.D.

2004.09--2007.06    Nankai University                 School of Mathematical Sciences      M.S

2000.09--2004.06    Nankai University                 School of Mathematical Sciences      B.S.

2010.8-2013.5    Department of Mathematics, University of Kansas

                           Robert Adams Visiting Assistant Professor 

2013.7-Present   School of Statistics, East China Normal University

Fangjun Xu is a Professor of School of Statistics at East China Normal University. He received B.S. and M.S. from Nankai University, and Ph.D. from University of Connecticut.  His research interests are probability limit theory, stochastics analysis and applications.

2016.12-Present, Affiliated Faculty, NYU-ECNU Institute for Mathematical Sciences.

Current Courses

Undergraduate: Advanced Algebra I

Past Courses

Undergraduate: Differential Equations, Probability Theory and Mathematical Statistics, Mathematical Analysis I, Mathematical Analysis II, 

Graduate: Advanced Probability, Stochastic Analysis I, Stochastic Analysis II.

NSFC Funds, 2024.1-2027.12.

NSFC Funds, 2019.1-2022.12.

NSFC Young Scientist Funds, 2015.1-2017.12.

Selected Publications:

10. (with M. Hong and H. Liu) Limit theorems for additive functionals of some self-similar Gaussian processes. Annals of Applied Probability,  accepted, 2024.

9. (with H. Liu and Y. Xiong) Limit theorems for functionals of long memory linear processes with infinite variance, Stochastic Processes and their Applications, 167, 104237, 2024.

8. (with J. Song and X. Song) Fractional stochastic wave equation driven by a Gaussian noise rough in space. Bernoulli, 26(4), 2699-2726, 2020.

7. (with J. Song and Q. Yu) Limit theorems for functionals of two independent Gaussian processes, Stochastic Processes and their Applications,129(11), 4791-4836, 2019.

6. (with D. Nualart) Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes, Stochastic Processes and their Applications,129(10), 3981-4008, 2019.

5. (with H. Sang and Y. Sang) Kernel estropy estimation for linear processes, Journal of Time Series Analysis, 39(4), 563-591, 2018.

4.(with Y. Hu, D. Nualart, and S. Tindel) Density convergence in the Breuer-Major theorem for Gaussian stationary sequences, Bernoulli 21(4), 2336-2350, 2015.

3. (with D. Nualart) Central limit theorem for functionals of two independent fractional Brownian motions, Stochastic Processes and their Applications 124(11), 3782-3806, 2014.

2. (with Y. Hu and D. Nualart) Central limit theorem for an additive functional of the fractional Brownian motion, Annals of Probability 42(1), 168-203, 2014.

1. A class of singular symmetric Markov processes, Potential Analysis 38(1), 207-232, 2013.

Preprints:

3. (with H. Liu, H. Sang and Y. Sang) On the wavelet quadratic entropy estimation for linear processes, submitted, 2023.

2. A limit theorem for some linear processes with innovations in the domain of attraction of a stable law, arXiv:2306.10893, 2023.

1. (with H. Liu) Kernel entropy estimation for long memory linear processes with infinite variance, arXiv:2210.03644, 2022.

2018 ECNU Teaching Awards 

2017 Shanghai Teaching Awards