劉源遠

劉源遠

劉源遠,男,博士,中南大學數學科學與計算技術學院副教授,碩士生導師。研究馬氏過程的遍歷性,排隊論及排隊網路。現任《美國數學評論》的評論員。

基本信息

人物簡介

劉源遠,男,博士,中南大學數學科學與計算技術學院副教授,碩士生導師。1999年湖南師範大學數學系畢業,獲學士學位;1999年9到2002年6月在中南大學數學院機率統計研究所跟張漢君教授讀碩士,完成碩士學位論文《一類具有突變率的廣義生滅過程》; 2003年9月到2006年7月在中南大學數學院機率統計研究所跟侯振挺教授讀在職博士,完成博士學位論文《馬氏過程的遍歷性理論及其套用》。2002年7月留校工作;2004年9月晉升為講師;2007年4月到2008年4月在加拿大卡爾頓大學數學和統計學院(Carleton University) 跟趙一強教授做博士後;2008年9月晉升為副教授。2010.08月-2010.10月訪問加拿大卡爾頓大學數學和統計學院。從2006年至今一直擔任《美國數學評論》的評論員。

研究方向

馬氏過程的遍歷性;排隊論及排隊網

主講課程

機率論與數理統計,數學分析,實變函式,泛函分析

在研項目

1.主持中南大學‘升華育英計畫’科研啟動基金項目(2010.11-2015.11 )

2. 主持高校基本科研業務費重點項目:馬氏過程與隨機控制(2010.01-2011.12 )

3. 主持國家自然科學基金青年基金項目: 馬氏過程的遍歷性和有限排隊丟失機率的漸近性(2010.01-2012.12 )

4. 主持教育部留學回國基金項目: 有限排隊丟失機率的漸近性及二維排隊過程的穩定性 (2010.01-2012.12 )

5.主持湖南省骨幹青年教師基金 (2010.01-2012.12 )

完成項目

1. 排隊過程的瞬時分布、遍歷性及其套用。(國家自然科學基金,參與)

2. 馬氏骨架過程及其在排隊論、運籌學和可靠性理論中的套用。(高校博士點基金,參與)

3. 馬氏鏈遍歷速度的研究 。 (中南大學研究生教育創新工程, 主持)

4.introductoryFunctional Analysis with Applications (中南大學研究生教育創新工程教改項目, 主持)

發表論文

Yuanyuan Liu (2011). Additive functionals for discrete-time Markov chains with applications to birth-death processes. Journal of Applied Probability. 48(4), 925-937.(SCI)

Bingchang Wang and Yuanyuan Liu (2011). Local asymptotics of a Markov modulated random walk with heavy-tailed increments. Acta Mathematica Sinica, English Series. 27(9), 1843-1854 (SCI).

Zhenzhong Zhang, Jiezhong Zou and Yuanyuan Liu (2011). The Maximum Surplus Distribution Before Ruin in an Erlang(n) Risk Process Perturbed by Diffusion. Accepted by Acta Mathematica Sinica, English Series. 27(9), 1869-1880. (SCI).

Yuanyuan Liu and Yiqiang Zhao (2011). Exact Tail Asymptotics in a Generalized Markov Branching Process. Stochastic Models. 27, 251--271. (SCI)

張振中,鄒捷中,劉源遠(2011). 帶擾動的經典 風險模型中貼現罰函式的漸近估計. 數學物理學報,2011, 31A(2):415-421.

Yuanyuan Liu (2010). Augmented truncation approximations of discrete-time Markov chains. Operation Research Letters,38, 218-222. (SCI)

Yuanyuan Liu, Hanjun Zhang and Yiqiang Zhao (2010). Subexponential ergodicity for continuous-time Markov chains,

Journal of Mathematical Analysis and Applications. 368, 178–189. (SCI)

Shuxia Jiang and Yuanyuan Liu (2010). Injector waveform analysis and engine fault diagnosis based on frequency space subdivision in wavelet transform. International Conference on Wavelet Analysis and Pattern Recognition, ICWAPR 2010, 318-323. (EI)

Yuanyuan Liu (2009). Estimate on the strongly ergodic rate for stochastically monotone discrete-time Markov chains. Mathematics in Economics (in Chinese), 26(3):76-78.

Yuanyuan Liu, Hanjun Zhang and Yiqiang Zhao (2008). Computable strongly rgodic convergence rates for continuous-time

Markov chains. The ANZIAM Journal, 49, 463-478. (SCI)

Yuanyuan Liu and Zhenting Hou (2008). Exponential and strong ergodicity for Jump processes with application to queuing theory. Chinese Annals of Mathematics, Series B., 29(2),199-206. (SCI)

Yuanyuan Liu and Zhenting Hou (2007). Explicit convergence rates of the embedded M/G/1 queue. Acta Mathematica Sinica, English Series, 23 (7), 1289--1296. (SCI)

Yuanyuan Liu and Zhenting Hou (2006). Several types of ergodicity for M/G/1-type Markov chains and Markov processes. Journal of Applied Probability, 43 (1), 141--158. (SCI)

Zhenting Hou, Yuanyuan Liu and Hanjun, Zhang (2005). Subgeometric rates of convergence for a class of continuous-time Markov processes. Journal of Applied Probability, 42 (3), 698--712. (SCI)

Zhenting Hou and Yuanyuan Liu (2004). Explicit criteria for several types of ergodicity of the embedded M/G/1 and

GI/M/n queues. Journal of Applied Probability, 41 (3), 778--790. (SCI)

Junyong Ai, Yuanyuan Liu and Yonghui Jiang (2004). A sufficient and Necessary Condition for the Probability of Extinction to Equal one of Single - birth Process with Absorbing State. Journal of Shaoyang University (In Chinese), 1 (4), 20--21.

henting Hou, Yuanyuan Liu and Xiang Lin (2002). A class of quasi birth-death processes-M/M/c queue with synchronous vacation. China Medical Engineering, 10 (6), 5--11.

Yuanyuan Liu,Hanjun Zhang and Xiang Lin (2002). Exponential Ergodicity of a Class of Birth-death Process with

Disaster. Journal of Changsha Railway University (In Chinese), 20(2), 76--79.

Yuanyuan Liu, Hanjun Zhang and Xiang Lin (2001). Ergodicity and strong ergodicity of Q-Function of Q-Matrix being linear combinations of two Q-Matrices. Journal of Changsha Railway University (In Chinese), 19 (4)10--13.

Papers Submitted or in Progress

Yuanyuan Liu (2011). Perturbation bounds for the stationary distributions ofuniformlyergodic Markov chains, submitted.

Yuanyuan Liu and Yiqiang Zhao. (2010). Asymptotic behavior of loss probability for M/G/1/N queue with vacations. submitted.

Yuanyuan Liu, Masakiyo Miyazawa, Yutaka Sakuma and Yiqiang Zhao(2010). Asymptotics of Loss probability for finite M/G/1-type queues, preprint.

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