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北京理工大学数与统计学院导师教师师资介绍简介-席福宝

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教师姓名:席福宝
出生日期:1963年7月6日
所在学科:马氏过程,随机分析, 应用概率论
职称:教授 邮编:100081
联系电话:
E-mail:xifb@bit.edu.cn
通讯地址:北京理工大学数学与统计学院

Educational Background   1980,9—1984,7:在山西大学数学系攻读学士学位,1984年7月获理学学士学位;
  1985,9—1988,7:在北京师范大学数学系攻读硕士学位,1988年7月获理学硕士学位;
  1992,9—1995,7:在北京大学概率统计系攻读博士学位,1995年7月获理学博士学位。

Working Experience   2004/07-至今,北京理工大学,数学与统计学院,教授
  1997/07-2004/06,北京理工大学,数学与统计学院,副教授
  1995/07-1997/06,北京理工大学,数学与统计学院,讲师
  1988/07-1992/08,山西师范大学,数学与计算机学院,讲师
  1984/07-1985/08,山西师范大学,数学与计算机学院,助教

Teachings 《概率论与数理统计》(工科,48学时),《概率论》(数学系,48学时),《随机过程》(研究生课程,54学时),《高等概率论》(研究生课程,54学时),《随机微分方程》(研究生课程,54学时),《随机动力系统》(研究生课程,54学时)

Publications   [1] Xiaocui Ma and Fubao Xi,Moderate Deviations for Neutral Stochastic Differential Delay Equations with Jumps. Statistics and Probability Letters , 126(2017), 97-167.
  [2] Fubao Xi and George Yin, Stochastic Lienard equations with state-dependent switching. Acta Mathematicae Applicatae Sinica , English Series , 31(2015), 893-908.
  [3] Xiaocui Ma and Fubao Xi,Large deviations for empirical measures of switching diffusion processes with small parameters. Frontiers of Mathematics in China , 10(2015), 949-963.
  [4] Hoang Tuan Anh, George Yin and Fubao Xi,Numerical solutions of regime-switching jump diffusions. Applied Mathematics and Computation , 244(2014), 822-835.
  [5] George Yin, Talafha Yousef and Fubao Xi,Stochastic Lienard equations with random switching and two-time scales. Communications in Statistics - Theory and Methods , 43(2014), 1533-1547.
  [6] Fubao Xi,Removing logarithms in Poisson approximation to the partial sum process of a Markov chain. Stochastics-An International Journal of Probability and Stochastic Processes , 85(2013), 395-411.
  [7] Fubao Xi,Coupling for Markovian switching jump-diffusions. Applied Mathematics-A Journal of Chinese Universities Series B , 28(2013), 204-216.
  [8] Fubao Xi and George Yin,The strong Feller property of switching jump-diffusion processes. Statistics & Probability Letters , 83(2013), 761-767.
  [9] Quanxin Zhu, Fubao Xi and Xiaodi Li,Robust exponential stability of stochastically nonlinear jump systems with mixed time delays. Journal of Optimization Theory and Applications , 154(2012), 154-174.
  [10] George Yin and Fubao Xi,Stability of jump diffusions with random switching. 51st IEEE Conference on Decision and Control , 2012/12/10-2012/12/13, 2013.
  [11] Jinghai Shao and Fubao Xi,Stability and recurrence of regime-switching diffusion processes. SIAM Journal on Control and Optimization , 52(2014), 3496-3516.
  [12] Fubao Xi and Quanxin Zhu,Coupling and exponential convergence rate for Markovian switching jump diffusions. Stochastic Analysis and Applications , 32(2014), 711-726.
  [13] Fubao Xi and George Yin, Almost sure stability and instability forswitching-jump-diffusion systems with state-dependent switching. Journal of Mathematical Analysis and Applications , 400(2013), 460-474.
  [14] Jinghai Shao and Fubao Xi,Strong ergodicity of the regime-switching diffusion processes. Stochastic Processes and Their Applications , 123(2013), 3903-3918.
  [15] Fubao Xi and Jinghai Shao, Successful couplings for diffusion processes with state-dependent switching. Science China Mathematics , 56(2013), 2135-2144.
  [16] George Yin, Guangliang Zhao, and Fubao Xi, Mean-field models involving continuous state dependent random switching: non-negativity constraints, moment bounds, and two-time-scale limits. Taiwanese Journal of Mathematics , 15(2011), 1783-1805.
  [17] Fubao Xi and George Yin, Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity. Science China Mathematics , 54(2011/12), 2651-2667.
  [18] Stability of regime-switching jump diffusions,SIAM J. Contr. Optim., 48, 2010 (with G. Yin).
  [19] Asymptotic Properties of Nonlinear Autoregressive Markov Processes
  with State-Dependent Switching, J. Multi. Anal., 101, 2010 (with G.
  Yin).
  [20] Asymptotic properties of a mean-field model a continuous-state-dependent
  switching, J. Appl. Probab., 46, 2009 (with G. Yin).
  [21] Asymptotic properties of jump-diffusion processes with state-dependent switching, Stoch. Proc. Appl., 119, 2009.
  [22] Ergodicity for Q-processes with Markovian switching, Chinese J. Appl. Probab. Stat. 25, 2009.
  [23] Exponential convergence rates for Markov processes with Markovian
  switching (In Chinese), Acta Math. Scientia, 29A(4), 2009.
  [24] Explicit Conditions for Asymptotic Stability of Stochastic Lienard-type Equations with Markovian Switching, J. Math. Anal. Appl., 348, 2008 (with Liqin Zhao).
  [25] On the stability of jump-diffusions with Markovian switching, J. Math. Anal. Appl., 341, 2008.
  [26] Feller property and exponential ergodicity of diffusion processes
  with state-dependent switching, Sci. Sin. (A), 51(3), 2008.
  [27] Stability in total variation for a mean--field model of cooperative behavior (In Chinese), Acta Math. Scientia, 27A (2), 2007.
  [28] Feller Property and Exponential Ergodicity of Diffusion Processes
  with State-Dependent Switching (In Chinese), Sci. Sin. (A), 51(3),
  2007.
  [29] On the Stability of Diffusion Processes with State-Dependent Switching, Sci. Sin. (A), 49(9), 2006 (with Liqin Zhao).
  [30] Stationary Solution for a Stochastic Lienard Equation with Markovian Switching, Acta Math. Scientia, 25B(1), 2005 (with Liqin Zhao).
  [31] Stability in total variation of diffusion processes with jumps (In
  Chinese), J. Beijing Institute of Technology, 25(7), 2005 (with Bingwei Mao ).
  [32] Invariant measure for the Markov process corresponding to a PDE system, Acta Math. Sinica, English Series, 21(3), 2005.
  [33] Stability of a Random Diffusion with Nonlinear Drift, Stat. Probab. Letters, 68(3), 2004.
  [34] Weak Limits of Empirical Measures for a Family of Diffusion Processes, Acta Math. Scientia, 24B(2), 2004 (with Liqin Zhao).
  [35] Invariant measures for random evolution equation with small perturbations (In Chinese), Acta Mathematica Sinica, 47(1), 2004.
  [36] Stability for a random evolution equation with Gaussian perturbation, J. Math. Anal. Appl., 272, 2002.
  [37] A linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal under random noise perturbation, Int. J. Systems Sci., 33(50), 2002 (with Baozhu Guo and Jingqing Han).
  [38] Stability in distribution for a class of diffusion processes (In
  Chinese), J. Beijing Institute of Technology, 22(5), 2002 (with Jidong Ren ).
  [39] Large deviation theorem for empirical measures of degenerate diffusion processes, J. Beijing Institute of Technology, 10(3), 2001 (with Xiuqin Liu).
  [44] Invariant measures for random evolution equation with small perturbations, Acta Mathematica Sinica, English Series, 17(4), 2001.
  [45] Asymptotics of mean exit time for small perturbations of a stochastic process (In Chinese), Applied Mathematics: A Journal of Chinese
  Universities, Vol.14(A), No.1, 1999.
  [46] A note on teaching of probability and statistics (In Chinese), the proceeding of teaching researches of the BIT teachers, Beijing Institute of Technology, Beijing, China, September, 1998.
  [47] A note on the jump number of Q-processes (In Chinese), Journal of Mathematics(P.R.C), Vol.18, No.2, 1998.
  [48] A large deviation theorem for empirical measures of a class of stochastic process, Chinese Journal of Applied Probability and Statistics, Vol.14, No.2, 1998.
  [49] Small random perturbations of one--dimensional diffusion process, Acta Mathematica Sinica, New Series, Vol.14, No.1, 1998.
  [50] Small random perturbations of one-dimensional diffusion processes (In Chinese), Acta Math. Sinica, 41(1), 1998.
  [51] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), the proceeding of the BIT youth academic meeting, Beijing Institute of Technology, Beijing, China, November, 1997.
  [52] Application of the averaging principle to Linsker's network (In Chinese), Mathematical Statistics and Applied Probability, Vol.12, No.4, 1997 (with Minping Qian).
  [53] Small perturbations of one--dimensional degenerate diffusion process (In Chinese), Journal of Beijing Institute of Technology, Vol.17, No.4, 1997.
  [54] The mean exit time estimates for small perturbations of degenerate diffusion process (In Chinese), Acta Mathematicae Applicatae Sinica, Vol.20, No.2, 1997.
  [55] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), Chinese Annals of Mathematics, Vol.17A, No.3, 1996.
  [56] Moment estimation of jump number of a class of nonhomogeneous Q process(In Chinese), Journal of Shanxi Teacher's University, Natural Science Edition, Vol.5, No.4, 1991.
  

Research Projects   北京市自然科学基金面上项目,**,密度函数的点态自适应小波估计,2017/01-2019/12,在研,参加。
  国家自然科学基金面上项目,**,切换跳扩散过程及其应用,2017/01-2020/12,在研,主持。
  国家自然科学基金面上项目,**,带切换的Levy型过程理论及其应用,2012/01-2015/12,已结题,主持。
  国家自然科学基金面上项目,**,由分形布朗运动和纯跳Levy过程驱动的随机微分方程,2007/01-2009/12,已结题,参加。
  教育部留学回国人员科研启动基金项目,Lxky200402,带马氏跳跃的动力系统的随机扰动,2004/05-2005/04,已结题,主持。

Graduate Students   硕士研究生:刘秀芹,李庆刚,任继东,毛炳蔚,巩宏丽,张春玲,张伟,江沺沺,马小翠,吴晓艳,吴超(与杨鹏飞老师合带),张国林,殷汝雷(与杨鹏飞老师合带),王冉冉,蒋威威,肖盛宁(与杨鹏飞老师合带),孙观景,王志宇,乔鹏飞,刘今超,王少颖,李璐(与陈振庆老师合带),李换杰,肖力琴,王凌志,刘晓豫,王宇帆,陈丹,夏启晨,郑成浩。
  博士研究生:马小翠,Getinet Seifu, 籍慧洁

Conference Talks and Invited Presentations   [1] 2016.8.17-19, 2016 Annual Meeting and Workshop of Engineering Probability and Statistics of China, Shijiazhuang, China
  [2] 2016.7.13-17, The 12th Workshop on Markov Processes and Related Topics, Xuzhou, China.
  [3] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China
  [4] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China
  [5] 2015.6.27-30, The 11th Workshop on Markov Processes and Related Topics, Shanghai, China.
  [6] 2015.6.23-25, Workshop on Markov Processes and Stochastic Models, Changsha, China
  [7] 2014.7.28, Colloquium talk at the Department of Mathematics, Wayne State University, Detroit, USA.
  [8] 2013.7.6-13, The 9th Workshop on Markov Processes and Related Topics, Emei,China.
  [9] 2013.6.27, The 4th Mini-Workshop on Applied Probability, Beijing, China.
  [10] 2012.7.16-20, The 8th Workshop on Markov Processes and Related Topics, Beijing, China.
  [11] 2011.8.27-28, Workshop on Theory and Applications of Stochastic Processes, Beijing, China
  [12] 2011.1.9, Colloquium talk at the Department of Mathematics and computer science, Fujian Normal University, Fuzhou, China.
  [13] Invited talk at the 7th Workshop on Markov Processes and Related Topics,
  Beijing, China, July 19--23, 2010.
  [14] Invited talk at the Chinese-German Meeting on Stochastic Analysis
  and Related Fields, Beijing, China, May 3--7, 2010.
  [15] Colloquium talk at the Department of Mathematics, Wayne State
  University, Detroit, USA, April 21, 2010.
  [16] Colloquium talk at the School of Mathematics and Systems Science,
  Beihang University, Beijing, China, October 16, 2009.
  [17] Invited talk at the Third International Conference on Stochastic
  Analysis and Its Applications, Beijing Institute of Technology, Beijing, China, July 13--17, 2009.
  [18] Invited talk at the IMS-China International Conference on Statistics
  and Probability, Weihai, China, July 3--6, 2009.
  [19] Invited talk at the International Workshop on Probability Theory,
  Statistics and Their Application to Biology, Peking University, Beijing, China, June 26--28, 2009.
  [20] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
  University, Beijing, China, June 10, 2009.
  [21] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
  University, Beijing, China, April 15, 2009.
  [22] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
  University, Beijing, China, April 1, 2009.
  [23] Invited talk at the AMS-SMS Joint Meeting, Fudan University,
  Shanghai, China, December 17--21, 2008.
  [24] Colloquium talk at Academy of Mathematics and Systems Science, CAS,
  Beijing, China, November, 2008.
  [25] Colloquium talk at the Department of Mathematics, Wayne State
  University, Detroit, USA, July 17, 2008.
  [26] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
  University, Beijing, China, April 23, 2008.
  [27] Invited talk at the International Conference on Stochastic Analysis
  and Related Fields, Huazhong University of Science and Technology,
  Wuhan, China, April 7--11, 2008.
  [28] Invited talk at the 5th Workshop on Markov Processes and Related Topics, Beijing Normal University, Beijing, China, July 14--18, 2007.
  [29] Invited talk at the Second Sino-German Meeting on Stochastic
  Analysis, Academy of Mathematics and Systems Science, CAS, Beijing,
  China, March 19--23, 2007.
  [30] Colloquium talk at the Department of Probablity and Statistics, Peking
  University, Beijing, China, October 9, 2006.
  [31] Invited talk at the Workshop on Markov Processes and Related Topics
  2006, Changsha, China, August 21--26, 2006.
  [32] Invited talk at the Joint Meeting of CSPS and IMS, Peking
  University, Beijing, China, July 9--12, 2005.
  [33] Colloquium talk at Academy of Mathematics and Systems Science, CAS,
  Beijing, China, December, 2000.
  [34] Colloquium talk at the School of Science, Beijing Institute of
  Technology, Beijing, China, November 11, 1999.
  [35] Invited talk at the third Beijing-Tianjin youth symposium on
  probability and statistics, Beijing Normal University, Beijing,
  China, May, 1998.
  [36] Invited talk at the 5th national probability meeting, HUST, Wuhan,
  China, October 14--17, 1996.

Visiting Position 2002年3月—2003年3月,在澳大利亚墨尔本大学访问,进行合作研究。
2008年7月—2008年8月,在美国韦恩州立大学(Wayne State University)访问,进行合作研究。
2010年4月—2010年5月,在美国韦恩州立大学(Wayne State University)访问,进行合作研究。
2014年7月—2014年8月,在美国威斯康辛大学密尔沃基分校(University of Wisconsin-Milwaukee)访问,进行合作研究。

Awards, Honors and Recognitions 中国数学会概率统计学会会员,中国工程概率统计学会常务理事,IMS (Institute of Mathematical Statistics)-China会员,美国《Math. Reviews》评论员。






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