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Xiangfeng Yang

Associate Professor, Docent

I am mainly interested in the theory of large deviations. Objects along this direction I have studied include sample covariance matrices, longest runs/gaps and stochastic bridges (such as Bernstein bridges and Markov bridges).

Publications

2024

Denise Uwamariya, Xiangfeng Yang (2024) On the Ratio of Extremal Eigenvalues of ß-Laguerre Ensembles THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, Vol. 111, p. 167-179 (Article in journal) https://dx.doi.org/10.1090/tpms/1221
Stefane Saize, Xiangfeng Yang (2024) On the definitions of hidden Markov models Applied Mathematical Modelling, Vol. 125, p. 617-629 (Article in journal) https://dx.doi.org/10.1016/j.apm.2023.10.017

2023

Stefane Saize, Xiangfeng Yang (2023) Large Deviations for Brownian Bridges with Prescribed Terminal Densities Probability and Mathematical Statistics, Vol. 43, p. 141-154 (Article in journal)
Denise Uwamariya, Xiangfeng Yang (2023) Large deviations of extremal eigenvalues of sample covariance matrices Journal of Applied Probability, Vol. 60, p. 1275-1280 (Article in journal) https://dx.doi.org/10.1017/jpr.2022.130

2021

Martin Singull, Denise Uwamariya, Xiangfeng Yang (2021) Large-deviation asymptotics of condition numbers of random matrices Journal of Applied Probability, Vol. 58, p. 1114-1130 (Article in journal) https://dx.doi.org/10.1017/jpr.2021.13
Zhi Wang, Xiangfeng Yang (2021) On a type of superlinear growth variational problems Quaestiones Mathematicae. Journal of the South African Mathematical Society, Vol. 44, p. 1653-1659 (Article in journal) https://dx.doi.org/10.2989/16073606.2020.1818643

2020

Torkel Erhardsson, Stefane Saize, Xiangfeng Yang (2020) Reciprocal Chains: Foundations IEEE Transactions on Automatic Control, Vol. 65, p. 4840-4845 (Article in journal) https://dx.doi.org/10.1109/TAC.2019.2958834
Joseph Okello Omwonylee, Xiangfeng Yang (2020) General large deviations of longest gaps in homogeneous Poisson processes Journal of Mathematical Analysis and Applications, Vol. 489, Article 124194 (Article in journal) https://dx.doi.org/10.1016/j.jmaa.2020.124194

2019

Jinjun Li, Xiangfeng Yang (2019) On longest matching consecutive subsequence International Journal of Number Theory, Vol. 15, p. 1745-1758 (Article in journal) https://dx.doi.org/10.1142/S1793042119500970

2018

Zhenxia Liu, Xiangfeng Yang (2018) ON THE LONGEST RUNS IN MARKOV CHAINS Probability and Mathematical Statistics, Vol. 38, p. 407-428 (Article in journal) https://dx.doi.org/10.19195/0208-4147.38.2.8
Emanuel Evarest Sinkwembe, Fredrik Berntsson, Martin Singull, Xiangfeng Yang (2018) Weather Derivatives Pricing Using Regime Switching Model Monte Carlo Methods and Applications, Vol. 24, p. 13-27 (Article in journal) https://dx.doi.org/10.1515/mcma-2018-0002
Jinjun Li, Min Wu, Xiangfeng Yang (2018) On the longest block in Luroth expansion Journal of Mathematical Analysis and Applications, Vol. 457, p. 522-532 (Article in journal) https://dx.doi.org/10.1016/j.jmaa.2017.08.036
Xiangfeng Yang (2018) Asymptotic expansions for Laplace transforms of Markov processes Journal of Mathematical Analysis and Applications, Vol. 457, p. 694-721 (Article in journal) https://dx.doi.org/10.1016/j.jmaa.2017.08.041

2017

Zhenxia Liu, Zhi Wang, Xiangfeng Yang (2017) A Gaussian expectation product inequality Statistics and Probability Letters, Vol. 124 (Article in journal) https://dx.doi.org/10.1016/j.spl.2016.12.018
Emanuel Evarest Sinkwembe, Fredrik Berntsson, Martin Singull, Xiangfeng Yang (2017) Weather derivatives pricing using regim switching models (Report)

2016

Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang (2016) LAPLACE TRANSFORM ASYMPTOTICS AND LARGE DEVIATION PRINCIPLES FOR LONGEST SUCCESS RUNS IN BERNOULLI TRIALS Journal of Applied Probability, Vol. 53, p. 747-764 (Article in journal) https://dx.doi.org/10.1017/jpr.2016.38
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini (2016) Large deviations for Bernstein bridges Stochastic Processes and their Applications, Vol. 126, p. 1285-1305 (Article in journal) https://dx.doi.org/10.1016/j.spa.2015.11.003
Zhenxia Liu, Xiangfeng Yang (2016) A general large deviation principle for longest runs Statistics and Probability Letters, Vol. 110, p. 128-132 (Article in journal) https://dx.doi.org/10.1016/j.spl.2015.12.015

2015

FuChang Gao, Xiangfeng Yang (2015) Upper tail probabilities of integrated Brownian motions Science China Mathematics, Vol. 58, p. 1091-1100 (Article in journal) https://dx.doi.org/10.1007/s11425-015-4981-9
Xiangfeng Yang (2015) On the large deviation principle of generalized Brownian bridges Journal of Mathematical Analysis and Applications, Vol. 430, p. 845-856 (Article in journal) https://dx.doi.org/10.1016/j.jmaa.2015.05.036

PhD Students

Photo of Mainza Mbokoma

Mainza Mbokoma

Former PhD Students

  • Joseph Okello Omwonylee (2018-2022). Dissertation title: Limiting behaviours of the longest gaps between occurrence epochs in Poisson processes.
  • Denise Uwamariya (2018-2023). Dissertation title: Large deviations of condition numbers and extremal eigenvalues of random matrices.
  • Stefane Draiva Saize (2018-2023). Dissertation title: Contributions to reciprocal processes.

Research

Abstract 3D pattern.

Modern Multivariate Statistical Analysis

Nowadays there is a great need to analyse complex high-dimensional data. Modern theories must be developed through the knowledge of the classical methods of multivariate statistics.

Organisation

Illustrative picture representing mathematics

Applied Mathematics (TIMA)

Applied mathematics is used to study advanced methods for modeling in technology as well as natural and social sciences. The division conducts research in computational mathematics, mathematical statistics and optimization.
Fractal Plant

Department of Mathematics (MAI)

The department conducts research in computational mathematics, mathematics and applied mathematics, mathematical statistics, and optimization. We provide courses to students in most degree programmes in mathematics, science and engineering.
Studenthuset on Campus Valla in Linköping

About LiU

Linköping University, LiU, offers innovative education and boundary-crossing research. The students are among the most desirable in the labour market and international rankings consistently place LiU as a leading global university.