Jag är främst intresserad av teorin om stora avvikelser. Objekt som jag har studerat inkluderar stickprov kovariansmatriser, längsta runs/gaps och stokastiska broar (som Bernstein-broar och Markov-broar).
Xiangfeng Yang
Universitetslektor, Docent
Publikationer
2024
On the Ratio of Extremal Eigenvalues of ß-Laguerre Ensembles
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, Vol. 111, s. 167-179
(Artikel i tidskrift)
https://dx.doi.org/10.1090/tpms/1221
On the definitions of hidden Markov models
Applied Mathematical Modelling, Vol. 125, s. 617-629
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.apm.2023.10.017
2023
Large Deviations for Brownian Bridges with Prescribed Terminal Densities
Probability and Mathematical Statistics, Vol. 43, s. 141-154
(Artikel i tidskrift)
Large deviations of extremal eigenvalues of sample covariance matrices
Journal of Applied Probability, Vol. 60, s. 1275-1280
(Artikel i tidskrift)
https://dx.doi.org/10.1017/jpr.2022.130
2021
Large-deviation asymptotics of condition numbers of random matrices
Journal of Applied Probability, Vol. 58, s. 1114-1130
(Artikel i tidskrift)
https://dx.doi.org/10.1017/jpr.2021.13
On a type of superlinear growth variational problems
Quaestiones Mathematicae. Journal of the South African Mathematical Society, Vol. 44, s. 1653-1659
(Artikel i tidskrift)
https://dx.doi.org/10.2989/16073606.2020.1818643
2020
Reciprocal Chains: Foundations
IEEE Transactions on Automatic Control, Vol. 65, s. 4840-4845
(Artikel i tidskrift)
https://dx.doi.org/10.1109/TAC.2019.2958834
General large deviations of longest gaps in homogeneous Poisson processes
Journal of Mathematical Analysis and Applications, Vol. 489, Artikel 124194
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.jmaa.2020.124194
2019
On longest matching consecutive subsequence
International Journal of Number Theory, Vol. 15, s. 1745-1758
(Artikel i tidskrift)
https://dx.doi.org/10.1142/S1793042119500970
2018
ON THE LONGEST RUNS IN MARKOV CHAINS
Probability and Mathematical Statistics, Vol. 38, s. 407-428
(Artikel i tidskrift)
https://dx.doi.org/10.19195/0208-4147.38.2.8
Weather Derivatives Pricing Using Regime Switching Model
Monte Carlo Methods and Applications, Vol. 24, s. 13-27
(Artikel i tidskrift)
https://dx.doi.org/10.1515/mcma-2018-0002
On the longest block in Luroth expansion
Journal of Mathematical Analysis and Applications, Vol. 457, s. 522-532
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.jmaa.2017.08.036
Asymptotic expansions for Laplace transforms of Markov processes
Journal of Mathematical Analysis and Applications, Vol. 457, s. 694-721
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.jmaa.2017.08.041
2017
A Gaussian expectation product inequality
Statistics and Probability Letters, Vol. 124
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.spl.2016.12.018
Weather derivatives pricing using regim switching models
(Rapport)
2016
LAPLACE TRANSFORM ASYMPTOTICS AND LARGE DEVIATION PRINCIPLES FOR LONGEST SUCCESS RUNS IN BERNOULLI TRIALS
Journal of Applied Probability, Vol. 53, s. 747-764
(Artikel i tidskrift)
https://dx.doi.org/10.1017/jpr.2016.38
Large deviations for Bernstein bridges
Stochastic Processes and their Applications, Vol. 126, s. 1285-1305
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.spa.2015.11.003
A general large deviation principle for longest runs
Statistics and Probability Letters, Vol. 110, s. 128-132
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.spl.2015.12.015
2015
Upper tail probabilities of integrated Brownian motions
Science China Mathematics, Vol. 58, s. 1091-1100
(Artikel i tidskrift)
https://dx.doi.org/10.1007/s11425-015-4981-9
On the large deviation principle of generalized Brownian bridges
Journal of Mathematical Analysis and Applications, Vol. 430, s. 845-856
(Artikel i tidskrift)
https://dx.doi.org/10.1016/j.jmaa.2015.05.036
Doktorander
Tidigare doktorander
- Joseph Okello Omwonylee (2018-2022). Avhandlingens titel: Limiting behaviours of the longest gaps between occurrence epochs in Poisson processes.
- Denise Uwamariya (2018-2023). Avhandlingens titel: Large deviations of condition numbers and extremal eigenvalues of random matrices.
- Stefane Draiva Saize (2018-2023). Avhandlingens titel: Contributions to reciprocal processes.