Research Interest

  • Random motion in random media

  • Large deviation and its applications

  • Bayesian statistics with its applications in high performance computing(HPC)

    • Publications

    1. Fei Xing. Quenched Asymptotics for Ornstein-Uhlenbeck processes of Poisson Potential, in Statistics & Probability Letters, 82(2012), 2091-2102 PDF

    2. Lin He, Zongxia Liang and Fei Xing. The influence of transaction costs on optimal control for an insurance company with a new value function, in Recent development in stochastic dynamics and stochastic analysis, 143-160, World Sci. Publ., Hackensack, NJ, 2010.PDF

    3. Fei Xing, Bokai Yan, and Yang Zhang. Scheme of Water Allocation in Transferring Water from South to North, in Water Resources & Hydropower of Northeast China (2007: 2) (in Chinese)

    Slides

    1. Almost sure aymptotics for Ornstein-Uhlenbeck processes of poisson potential.

    2. Particle Filters for Nonlinear/Heavy-tailed Model: Bootstrap Method.

    Other Research Experience

    In the summer 2012, I worked as a summer intern in National Institute for Computational Science at Oak Ridge National Laboratory. My project lies in two parts: optimizing performance tools using statistical approach, and simulating user behaviors on supercomputer by stochastic modeling.

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