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个人简介

刘源远,数学与统计学院副院长。1999年6月湖南师范大学数学系毕业,获学士学位;2002年6月中南大学数学与统计学院毕业,获概率统计硕士学位;2006年6月中南大学数学与统计学院毕业,获概率统计博士学位。2002年7月留校工作;2004年9月晋升为讲师;2007年4月到2008年4月在加拿大卡尔顿大学数学和统计学院(Carleton University) 作博士后研究(合作教授:Yiqiang, q. Zhao);2008年9月晋升为副教授;2010.08月-2010.10月访问加拿大卡尔顿大学数学和统计学院;曾入选湖南省青年骨干教师,2010年10月入选中南大学育英计划;2011.11月-2012.10月在比利时布鲁赛尔自由大学作博士后研究(合作教授:Guy Latouche);2014年9月晋升为教授。从2006年至今一直担任《美国数学评论》的评论员。担任《应用概率统计》编委。 科研项目 [1]流体排队的稳定性,刘源远 [2]具有复杂块结构的多维马氏过程的理论及应用,在研,国家自然科学基金面上项目,刘源远

研究领域

[1] 应用概率;马氏过程;数理金融;排队网络

应用概率;马氏过程;数理金融;排队网络

近期论文

查看导师最新文章 (温馨提示:请注意重名现象,建议点开原文通过作者单位确认)

[1]Yuanyuan Liu, Yang Li.V-uniform ergodicity for fluid queues.[J]:Applied Mathematics-A Journal of Chinese Universit,2019,34(1):82-91 [2]Yuanyuan Liu, Wendi Li.Exact tail asymptotics for fluid models driven by M/M/c queue.[J]:Queueing Systems,2019 [3].Error bounds for augmented truncation approximations of Markov chains via the perturbation method.[J]:Advances in Applied Probability,2018,50(2):645-669 [4].The variance constant for continuous-time level dependent quasi-birth-and-death processes:Stochastic Models,2018,34(1):25-44 [5].Integral-type functionals of first hitting times for continuous-time Markov chains:Frontiers of Mathematics in China,2018,13(3):619-632 [6].Error bounds for augmented truncation approximations of continuous-time Markov chains.[J]:Operations Research Letters,46(9):1-6 [7].A unified perturbation analysis framework for countable Markov chains:Linear Algebra and Its Applications,2017,529(15):413-440 [8].Wavelet transform for quasi-birth-death processes with a continous phase set:Applied Mathematics and Computation,2015,252(1):354-376 [9]Yuanyuan Liu.Perturbation analysis for continous-time Markov chains.[J].2015, 58, No. 12: 2633–2642:SCIENCE CHINA Mathematics,2015,58(12):2633–2642 [10].Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains [11]Shuxia Jiang,Yuanyuan Liu.Injector waveform analysis and engine fault diagnosis based on frequency space subdivision in wavelet transform [12]Shuxia Jiang, Yuanyuan Liu,Shuai Yao.Poisson equation for discrete-time single-birth processes.[J]:Statistics and Probability Letters,2014,85:78--83 [13]Yuanyuan Liu, Yuhui Zhang.Central limit theorems for ergodic ontinuous -time Markov chains with applications to single birth processes.[J]:Front. Math. China,2015,10(4):933–947 [14].Deviation matrix and asymptotic variance for GI/M/1-type Markov chains:Frontiers of Mathematics in China,2014,9(4):863-880 [15].Poisson's equation for discrete-time quasi-birth-and-death processes:Performance Evaluation,2013,70(9):564-577 [16].Method for engine waveform analysis and fault diagnosis based on SFB and HHT:Advances in Adaptive Data Analysis,5(4) [17].Asymptotic behavior of the loss probability for an M/G/1/N queue with vacations.[J]:Applied Mathematical Modelling,2013,37(4):1768-1780 [18].Perturbation bounds for the stationary distributions of Markov chains.[J]:SIAM Journal on Matrix Analysis and Applications,2012,33(4):1057-1074 [19].SFB selection method and its application in engine waveform analysis and fault diagnosis.[C]:ICWAPR 2012, 296-301,2011 [20].Additive functionals for Discrete-time Markov chains with applications to birth-death processes:Journal of Applied Probability,2011,48(4):925-937 [21].Asymptotics of the Invariant Measure of a Generalized Markov Branching.[J]:Stochastic Models,2011,27:251-271 [22].The maximum surplus distribution before ruin in an Erlang(n) risk process perturbed by diffusion.[J]:Acta Mathematica Sinica-English Series,2011,27(9):1869-1880 [23].The Maximum Surplus Distribution Before Ruin in an Erlang(n) Risk Process Perturbed by Diffusion.[J]:Acta Mathematica Sinica, English Series,2011,27(9):1869-1880 [24].Subgeometric ergodicity for continuous-time Markov chains:ournal of Mathematical Analysis and Applications,2010,368(1):178-189 [25].Augmented truncation approximations of discrete-time Markov chains.[J]:Operations Research Letters,2010,38(3):218-222 [26].Local asymptotics of a Markov modulated random walk with heavy-tailed increments.[J]:Acta Mathematica Sinica-English Series,2011,27(9):1843-1854 [27]张振中,邹捷中,刘源远.带扰动的经典风险模型中贴现罚函数的渐近估计:数学物理学报, 2011, 31A(2):415-421. [28].Estimate on the strongly ergodic rate for stochastically monotone discrete-time Markov chains.[J]:Mathematics in Economics,2009,26(3):76-78 [29].Computable strongly ergodic rates of convergence for continuous-time Markov chains.[J]:Anziam Journal,2008,49(4):463-478 [30].Exponential and strong ergodicity for Markov processes with an application to queues:Chinese Annals of Mathematics Series B,2008,29(2):199-206 [31].Explicit convergence rates of the embedded M/G/1 queue:Acta Mathematica Sinica-English Series,2007,23(7):1289-1296 [32].Subgeometric rates of convergence for a class of continuous-time Markov process:Journal of Applied Probability,2005,42(3):698-712 [33].Several types of ergodicity for M/G/1-type Markov chains and Markov process:Journal of Applied Probability,2006,43(1):141-158 [34].Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues:Journal of Applied Probability,2004,41(3):778-790 [35].A sufficient and Necessary Condition for the Probability of Extinction to Equal one of Single - birth Process with Absorbing State.[J]:Journal of Shaoyang University,2004,1(4):20-21 [36].A class of quasi birth-death processes-M/M/c queue with synchronous vacation.[J]:China Medical Engineering,2002,10(6):5-11 [37].Exponential Ergodicity of a Class of Birth-death Process with Disater.[J]:Journal of Changsha Railway University,2002,20(2):76-79 [38].Ergodicity and strong ergodicity of Q-Function of Q-Matrix being linear combinations of two Q-Matrices.[J]:Journal of Changsha Railway University,2001,19(4):10-13

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