Research Areas

Probability theory and its connections with analysis and geometry, including subjects such as partial differential equations, functional analysis, Gaussian measures and applications in random geometry.

Education

• Ph.D. MIT 2011 (Supervisor: Daniel Strook)

• B.Sc. Tsinghua University 2006

History

• Assistant Professor of Mathematics, McGill Math and Stat Department 2014-present

• Postdoc McGill Math and Stat Department 2011-2014

Memberships

• Probability Lab. of the Centre de Recherches Mathematiques, 2014-present

• CNRS-Unite Mixte Internationale CNRS-UMI, 2014-present

At McGill

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At MIT

Under Review

• X.-Y. Yin, L. Chen, J.-C Nave. A diffusion-driven Characteristic Mapping method for particle management.
  [ArXiv:2008.13076]
• L. Chen and I. Weih-Wadman. Fundamental Solution to 1D Degenerate Diffusion Equation with Locally Bounded Coefficients.
  [ArXiv:2008.13092]

Published / Accepted

• L. Chen. Steep Points of Gaussian Free Fields in Any Dimension (2020), to appear in Journal of Theoretical Probability Theory.
  Journal Link
• L. Chen and I. Weih-Wadman. The Fundamental Solution to 1D Degenerate Diffusion Equation with One-sided Boundary, Journal of Mathematical Analysis and Applications Vol. 492, No. 1 (2020).
  Journal Link
• L. Chen, F. Clerc and P. Panangaden. Bisimulation for Feller-Dynkin Processes, Electronic Notes in Theoretical Computer Science Vol. 347 (2019), pp 45-63.
  Journal Link
• L. Chen and N. Shu. A Geometric Treatment of Log-Correlated Gaussian Free Fields, Contemporary Mathematics No. 739 (2019), pp 1-16.
  Journal Link
• I. Gibbs and L. Chen. Asymptotic Properties of Random Voronoi Cells with Arbitrary Underlying Density, to appear in Advances in Applied Probability (2019).
  Journal Link
• L. Chen. Thick points of high-dimensional Gaussian free fields, Annales. Institut Henri Poincare, Vol. 54, No. 3 (2018), pp 1492-1526.
  Journal Link
• L. Chen and D. Jakobson. Gaussian free fields and KPZ relation in R^4, Annales Henri Poincaré, Vol. 15, No. 7 (2014), pp 1245-1283.
  Journal Link
• L. Chen and D. Stroock. Additive functions and Gaussian measures, Prokhorov and Contemporary Probability Theory, Springer Proceedings in Mathematics and Statistics 33 (2012).
  Journal Link
• L. Chen and D. Stroock. The fundamental solution to the Wright-Fisher equation, SIAM Journal on Mathematical Analysis, Vol. 42, No. 2 (2010), pp. 539-567.
  Journal Link

In Preparation

• L. Chen. An extension of the Liouville quantum gravity measure to polynomial-correlated Gaussian free field setting, in preparation.
  
• L. Chen and N. Shu, Regularization of Log-Correlated Gaussian Free Fields in Arbitrary Dimension Based on the Fourier-Bessel Expansion, in preparation.
  
• L. Chen. Random Measures Constructed with Polynomials of Polynomial-Correlated Gaussian Free Fields, in preparation.
  
• L. Chen and A. Zlotchevski, Fluctuations in the Thick Points of the Two-Dimensional Log-Correlated Gaussian Free Fields in preparation.
  
• L. Chen, D. Jakobson and D. Knapik, Zero Curves of Random Bivariate Polynomials, in preparation.
  

Notes

• L. Chen. Spherical averages of Gaussian free fields, pp 1-19 -- short note (2014).
  [PDF]