Fotografi av Xiangfeng Yang

Xiangfeng Yang

Universitetslektor, Docent

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).

Publikationer

2024

Stefane Saize, Xiangfeng Yang (2024) On the definitions of hidden Markov models Applied Mathematical Modelling, Vol. 125, s. 617-629 Vidare till DOI

2023

Stefane Saize, Xiangfeng Yang (2023) Large Deviations for Brownian Bridges with Prescribed Terminal Densities Probability and Mathematical Statistics, Vol. 43, s. 141-154
Denise Uwamariya, Xiangfeng Yang (2023) Large deviations of extremal eigenvalues of sample covariance matrices Journal of Applied Probability Vidare till DOI

2021

Martin Singull, Denise Uwamariya, Xiangfeng Yang (2021) Large-deviation asymptotics of condition numbers of random matrices Journal of Applied Probability, Vol. 58, s. 1114-1130 Vidare till DOI
Zhi Wang, Xiangfeng Yang (2021) On a type of superlinear growth variational problems Quaestiones Mathematicae. Journal of the South African Mathematical Society, Vol. 44, s. 1653-1659 Vidare till DOI

2020

Torkel Erhardsson, Stefane Saize, Xiangfeng Yang (2020) Reciprocal Chains: Foundations IEEE Transactions on Automatic Control, Vol. 65, s. 4840-4845 Vidare till DOI
Joseph Okello Omwonylee, Xiangfeng Yang (2020) General large deviations of longest gaps in homogeneous Poisson processes Journal of Mathematical Analysis and Applications, Vol. 489, Artikel 124194 Vidare till DOI

2019

Jinjun Li, Xiangfeng Yang (2019) On longest matching consecutive subsequence International Journal of Number Theory, Vol. 15, s. 1745-1758 Vidare till DOI

2018

Zhenxia Liu, Xiangfeng Yang (2018) ON THE LONGEST RUNS IN MARKOV CHAINS Probability and Mathematical Statistics, Vol. 38, s. 407-428 Vidare till DOI
Emanuel Evarest Sinkwembe, Fredrik Berntsson, Martin Singull, Xiangfeng Yang (2018) Weather Derivatives Pricing Using Regime Switching Model Monte Carlo Methods and Applications, Vol. 24, s. 13-27 Vidare till DOI
Jinjun Li, Min Wu, Xiangfeng Yang (2018) On the longest block in Luroth expansion Journal of Mathematical Analysis and Applications, Vol. 457, s. 522-532 Vidare till DOI
Xiangfeng Yang (2018) Asymptotic expansions for Laplace transforms of Markov processes Journal of Mathematical Analysis and Applications, Vol. 457, s. 694-721 Vidare till DOI

2017

Zhenxia Liu, Zhi Wang, Xiangfeng Yang (2017) A Gaussian expectation product inequality Statistics and Probability Letters, Vol. 124 Vidare till DOI
Emanuel Evarest Sinkwembe, Fredrik Berntsson, Martin Singull, Xiangfeng Yang (2017) Weather derivatives pricing using regim switching models

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, s. 747-764 Vidare till DOI
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini (2016) Large deviations for Bernstein bridges Stochastic Processes and their Applications, Vol. 126, s. 1285-1305 Vidare till DOI
Zhenxia Liu, Xiangfeng Yang (2016) A general large deviation principle for longest runs Statistics and Probability Letters, Vol. 110, s. 128-132 Vidare till DOI

2015

FuChang Gao, Xiangfeng Yang (2015) Upper tail probabilities of integrated Brownian motions Science China Mathematics, Vol. 58, s. 1091-1100 Vidare till DOI
Xiangfeng Yang (2015) On the large deviation principle of generalized Brownian bridges Journal of Mathematical Analysis and Applications, Vol. 430, s. 845-856 Vidare till DOI
Xiangfeng Yang (2015) Exact upper tail probabilities of random series Statistics and Probability Letters, Vol. 99, s. 13-19 Vidare till DOI

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.

Forskning

Organisation