刘 源远, 博士，教授。1999年湖南师范大学数学系毕业，获学士学位；1999年9到2002年6月在中南大学数学院概率统计研究所跟张汉君教授读硕士，完成硕士 学位论文《一类具有突变率的广义生灭过程》； 2003年9月到2006年7月在中南大学数学院概率统计研究所跟侯振挺教授读在职博士，完成博士学位论文《马氏过程的遍历性理论及其应用》。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（导师：Yiqiang, q. Zhao教授）；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。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（导师:Guy Latouche教授）。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。

liuyy@csu.edu.cn

马氏过程；排队网络

概率论与数理统计，数学分析，实变函数，泛函分析

2.主持国家自然科学基金面上项目“具有复杂块结构的多维马氏过程的理论及应用： （2016.1-2019.12 ）；
1.主持中南大学‘升华育英计划’科研启动基金项目， （2010.11-2016.11 ）；

8. 主持国家自然科学基金青年基金项目: 马氏过程的遍历性和有限排队丢失概率的渐近 性(2010.01-2012.12)；

7. 主持高校基本科研业务费重点项目：马氏过程与随机控制（2010.01-2013.12 ）；

6. 主持教育部留学回国基金项目: 有限排队丢失概率的渐近性及二维排队过程的稳定性 (2010.01-2012.12)；

5.主持湖南省骨干青年教师基金 (2010.01-2012.12) 。

4. 排队过程的瞬时分布、遍历性及其应用。（国家自然科学基金，参与）

3. 马氏骨架过程及其在排队论、运筹学和可靠性理论中的应用。（高校博士点基金，参与）

2. 马氏链遍历速度的研究 。 （中南大学研究生教育创新工程， 主持）

1. Introductory Functional Analysis with Applications （中南大学研究生教育创新工程教改项目， 主持）

[31] Yuanyuan Liu, Yuhui Zhang (2015). Central limit theorems for ergodic ontinuous
-time Markov chains with applications to single birth processes. Front. Math. China, 10(4): 933–947 DOI 10.1007/s11464-015-0488-5.

[30] Yuanyuan Liu, Yingchun Tang, Yiqiang Zhao (2015). Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains (in Chinese). Sci Sin Math, 45: 671--682, doi: 10.1360/N012015-00074

[29] Yuanyuan Liu (2015). Perturbation analysis for continous-time Markov chains. Sci China Math, 2015, 58, doi:10.1007/s11425-015-5019-z

[28] Shuxia Jiang, Yuanyuan Liu and Guy Latouche (2015). Wavelet transform for quasi-birth–death process with a continuous phase set. Applied Mathematics and Computation, 252, 354–376. (SCI) (ISSN: 0096-3003)


[27] Yuanyuan Liu, Pengfei Wang and Yanming Xie (2014). Deviation matrix and asymptotic variance for GI/M/1-type Markov chains. Frontiers of Mathematics in China, 9(4): 863–880. (SCI) (ISSN: 1673-3452)

[26] Shuxia Jiang, Yuanyuan Liu and Shuai Yao (2014). Poisson equation for discrete-time single-birth processes. Statistics and Probability Letters, 85, 78--83. (通讯作者)（SCI） (ISSN：0167-7152)

[25] Shuxia Jiang, Yiping Luo and Yuanyuan Liu (2013). Method for engine waveform analysis and fault diagnosis based on SFB and HHT. Advances in Adaptive Data Analysis, 5 (4) (2013) 1350018 (18 pages). (通讯作者)(ISSN: 1793-5369)

[24] Sarah Dendievel, Guy Latouche and Yuanyuan Liu (2013). Poisson equation for discrete-time quasi-birth-and-death processes. Performance Evaluation. 70 (September)， 564-577. (通讯作者)(SCI) (ISSN: 0166-5316)

[23] Yuanyuan Liu and Yiqiang Zhao. (2013). Asymptotic behavior of loss probability for M/G/1/N queue with vacations. Applied Mathematical Modelling. 37(4), （15 February), 1768–1780. （SCI）（ISSN：0307-904X）
http://arxiv.org/abs/1204.6571


[22] Yuanyuan Liu （2012). Perturbation bounds for the stationary distributions of Markov chains. SIAM. Journal on Matrix Analysis and Applications. 33 (4 December), 1057-1074. （SCI）
http://arxiv.org/abs/1208.4974 （ISSN：0895-4798）

[21] Li, J., Zhou, Y.F., Liu, Y.Y., and Lamont, L. (2012). Performance Analysis of Multichannel Radio Link Control in MIMO Systems. D. Simplot-Ryl et al. (Eds.): ADHOCNETS 2011, LNICST 89, pp. 106-116, 2012. (通讯作者)（EI）

[20] Shuxia Jiang, Yuanyuan Liu and Hong Zhang (2012). SFB selection method and its application in engine waveform analysis and fault diagnosis. International Conference on Wavelet Analysis and Pattern Recognition, ICWAPR 2012, 296-301. (EI)

[19] 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) （ISSN：0021-9002）

[18] 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 (通讯作者)(SCI). (ISSN: 1439-8516)



[17] Zhenzhong Zhang, Jiezhong Zou and Yuanyuan Liu (2011). The Maximum Surplus Distribution Before Ruin in an Erlang(n) Risk Process Perturbed by Diffusion. Acta Mathematica Sinica, English Series. 27(9), 1869-1880. (SCI). (ISSN: 1439-8516)


[16] Yuanyuan Liu and Yiqiang Zhao (2011). Asymptotics of the Invariant Measure of a Generalized Markov Branching. Stochastic Models. 27, 251--271. (SCI) (ISSN 1532-6349)

[15] 张振中，邹捷中，刘源远（2011). 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. （ISSN, 1003-3998）

[14] Yuanyuan Liu (2010). Augmented truncation approximations of discrete-time Markov chains. Operation Research Letters, 38, 218-222. (SCI) (ISSN, 0167-6377)


[13] 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) （ISSN：0022-247X）

[12] 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)


[11] 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.


[10] 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) （ ISSN: 1446-1811）

[9] 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)

[8] 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)

[7] 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)

[6] 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)

[5] 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)

[4] 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.

[3] Zhenting 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.

[2] 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.

[1] 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.


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Academic visits and invited conferences：

[*7] 10th Germany Probability and Statistics Days. Mainz University, Germany, 2012.3.6-2012.3.9

[*6] 4th meeting of the EURO Working Group on Stochastic Modeling, Ecole Centrale Pari, 2012.5.31-2012.6.1

Talk: “Pertrubation Bounds for Stationary Distribution for Discrete-time Markov Chains”.

[*5] When Probability Meets Computation： A workshop honouring Guy Latouche on his retirement, Villa Toeplitz, Italia, 2012.6.6-2012.6.8

Talk: “Poisson Equation for Discrete-time Quasi-birth-death Processes”.

[*4] Fields-MITACS Workshop on Approximations, Asymptotics and Resource Management for Stochastic Networks, Carleton University, Canada, 2010.8.18-2010.8.21

Talk: Subgeometric ergodicity for continuous-time Markov chains

[*3] The Sixth Workshop on Markov Processes and Related Topics, Wuhu, China, 2008.7

Talk: Exact Tail Asymptotics in a Generalized Branching Processes


[*2] The Sixth International Conference on Matrix-Analytic Methods in Stochastic Models, Beijing, China, 2008.6

Talk: Asymptotic Analysis for Loss Probability of Finte M/G/1-type Queues

[*1] The Fourth Workshop on Markov Processes and Related Topics, Changsha, China, 2006.8

Talk: Subgeometric Convergence for Markov Processes with Applications to Queuing Theory

YuanyuanYuanyuan