韩东Dong Han
教授Professor

办公室??Office：
6 号楼 511
办公接待时间??Office Hour：

办公室电话??Office Phone：
总机（Telephone Exchange）×
E-mail：
donghan at sjtu.edu.cn
教育背景??Education：
博士，1989，北京师范大学
Ph.D., 1989, Beijing Normal University

研究兴趣??Research Interests：
统计过程控制、随机图与复杂网络、金融数学模型
Statistical Process Control, Random Graphs and Complex Networks, Mathematical Models in Finance

教育背景/经历　Education
1989年获概率统计专业博士学位（北京师范大学）
1985年获概率统计专业硕士学位（中南大学）
1982年获基础数学专业学士学位（新疆大学）
工作经历　Work Experience
1989年--2000年, 在新疆大学数学系任教.
2000年至今在上海交通大学任教.
2001年-2014年7-8月访问香港科大．
教学情况
本科生主要课程：概率统计、应用随机过程、金融统计。
研究生主要课程：随机过程论、测度论、统计过程控制与可靠性。
科研项目
主持完成3项国家自然科学基金项目,参加完成1项国家自然科学基金重点项目和1项973项目。目前参加973项目“信息及相关领域若干重大需求的应用数学研究”(2011CB808000, 2011年1月--2015年8月）,主持国家自然科学基金项目“大规模随机网络序列的变点监测与诊断”（**,2012年1月-2015年12月）。
研究兴趣
统计过程监测与诊断, 随机图与复杂网络, 金融数学模型
著作
《经济和金融数学模型的理论与实践》（韩 东、 胡锡健），上海交通大学出版社， 2003年1月。
《应用随机过程》（韩东、王桂兰、熊德文），高等教育出版社，2016年9月。

Publications
Han, D., Tsung, F. G. and Xian, J. G. (2017). On the Optimality of Batesian Change-Point Detetion. Ann. Statistics. 45, 1375-1402.
Xian, J.G., Han, D. and Yu, Jianqi (2016). Onlin change deetection of Markov chains with unkown post-change transition probabilities, Comm. in Stat.: Theory and Methods. 45，597-611.
Li, Y. and Han, D. (2016). The limit density of connenected componebts in a graph process (in Chineses). SCIENCE CHINA: Mathematics, 46, 481-494.
Han, D. and Zhang, D (2015). Limiting spectral distribution of random birth-death Q matrices (in Chinese). SCIENCE CHINA: Mathematics, 45, 539-558
Han, D., Tsung, F. G. and Ning, X. H. (2015). Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks, Comm. in Stat.: Theory and Methods. 44，1911-1938
Han, D. and Tsung, F. G. (2014). The Stability, Bullwhip Effect and Optimization of Aa Horizontal collaboration Supply Chain Network. Neural, Parallel and Scientific Computations, 22, 1-44.
Dong, Y., Xin, J. G. and Han, D. (2013). New conditions for synchronization in complex networks with multiple time-varying delays. Commun. Nonlinear Sci. Numer. Simul. 18, 2581-2588.
Li, Y. and Han, D. (2013). A two-stage contact process on scale-free networks. J. of Stat. Phys. 153, 312-324.
Zhao, D.L. and Han, D. (2011). Mean square exponential and non-exponential asymptotic stability of impulsive stochastic Volterra equations. J. Inequal. Appl., 2011:9, 14 pp
Zhao, D.L. and Han, D. (2011). Stability of linear neutral differential equations with delays and impulses established by the fixed points method. Nonlinear Anal. 74, no. 18, 7240–7251
Xu, Z.H and Han, D. (2011). Rate Function of Large Deviation for a Class of Nonhomogeneous Markov Chains on Supercritical Percolation Network. Acta Mathematica Sinica, English Series, Vol. 27, No. 9, 1813–1830.
Han, D., Tsung, F.G., Li, Y.T. and Wang, K.B.(2010). A Nonlinear Filter Control Chart for Detecting Dynamic Changes. Statistica Sinica, 20, 1077-1096.
Han, D. and Tsung, F. G. (2010). Detection of Changes in a Random Financial Sequence with a Stable Distribution . J. of Appli. Stat., 37, 1089 - 1111.
Mao, M.Z. and Han, D. (2009). Lyapounov exponents and law of large numbers for random walk in random environment with holding times, Acta Mathematica Scientia, 29, 1383-1394
Han, D. and Tsung, F. G. (2009). Run length properties of the CUSUM and EWMA Control schemes for stational autocorrelated processes. Statistical Sinica, 19, 473-490.
Han, D., Zhang, X.S. and Zheng, W.A. (2008). Subcritical, Critical and Supercritical Size Ddistributions in random coagulation-fragmentation processes. Acta Math. Sin. (Engl. Ser.) 24, No.1, 121-138.
Han, D., Tsung, F. G. and Hu, X. J. (2008). A Multi-Chart Approach for Mean Shift Detection. Chinese J. of Appli. Prob. and Stat. V.24, No.3, 297-311.
Hu, X. J. and Han, D. (2008). Asymptotic Distributions of Return for Several Stocks with Trading Volume, Chinese J. of Appli. Prob. and Stat. V.24, No.1, 83-97.
Han, D., Tsung, F. G., Hu, X. J. and Wang, K. B. (2007). A CUSUM Multi-Chart for Detecting a Range of Mean Shifts, Statistica Sinica, Vol. 17, No. 3. 1139-1164.
Wu, S. J. and Han, D. (2007). Algorithmic Analysis of Euler Scheme for a Class of Stochastic Differential Equations
with Jumps. Statist. Probab. Lett. 77, No. 2, 211--219.
Han, D., Tsung, F. G. and Li, Y. T. (2007). A CUSUM Chart with Local Signal Amplification for Detecting a Range of
Unknown Shifts. Int. J. of Reliability, Quality and Safety Engineering. Vol. 14, No.2, 81-97.
Hu, C. H., Han, D., and Hsu, C. H. (2007). Critical behavior of the heterogeneous random coagulation-fragmentation processes, J. Phys. A: Math. Theor. 40, 14649-14665.
Zhang, C., Han, D. and Tsung, F. G. (2007). The Average Run Lengths of Control Charts for Stable Levy Processes. Chinese J. of Appli. Prob. And Stat. Vol. 23, No.4, 384-394.
Han, D. and Tsung, F. G. (2007). Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes. Sequential Analysis, Vol. 26, No. 3, 225-249.
Hu, C. H. and Han, D. (2006). Existence and Uniqueness of Infinite Dimensional Heterogeneous Coagulation-Fragmentation Processes, Chinese J. of Contemporary Math. Vol. 27, No. 1
Han, D. and Zhou, Q. (2006). The continuous time Markov processes and degree distribution of evolving networks. MATCH. Communication in Mathematical and Computer Chemistry, Vol.56, 485-492.
Han,D. and Tsung, F. G.(2006). A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison. J. of Amer. Stat. Asso., 101, no. 473, 368-386.

2001 -- 2005

Han,D. and Tsung, F. G.(2005) Comparison of the CUSCORE, GLRT and CUSUM Control Charts for Detecting a Dynamic Mean Change. Ann. Inst. Statist. Math. 57, no. 3,531--552.
Wu, S. J. and Han,D.(2005), Exponential Stability of Functional Dfferential Systems with Impulsive Effect on Random Moments. Comput. Math. Appl. 2005, v. 50 , no. 1-2,321--328.
Meng, X.Z. and Han,D.(2005), Stability and Bifurcation in a Non-Kolmogorov Type Prey-predator System with Time Delay. Math. Comput. Modelling, 41 , no. 13,1445--1455.
Zhao, N. and Han,D.(2005), Comparison of CUSUM, GLR, GEWMA and RFCuscore in Detecting Mean Shifts of Stable Processes. Chinese J. of Appli. Prob. And Stat. v.21,no.4, 403-411.
Li, Y. and Han,D.(2005), A Necessary Condition for the Occurrence of Infinite Size Cluster of Interacting Agents in Stock Market. Mathematica Applicata, 2005, v.18(1),14-20.
Qui, W.J. and Han,D.(2005), The Limit Distributions of Return in Stock Market. Chinese J. of Appli. Prob. and Stat. v.21, no.4, 130-140.
Han, D. and Tsung, F. G.(2004), A Generalized EWMA Control Chart and Its Comparison with the Optimal EWMA, CUSUM and GLR Schemes. Ann. of Statistics.,32, 316-339.
Wu, S.J., Han, D., and Meng, X.Z. (2004). P-Moment Stability of Stochastic Differential Equations with Jumps, Applied Mathematics and Computation, 152, 505-519.
Han, D. (2003), A necessary and sufficient condition for gelation of a reversible Markov process of polymerization, J. Phys. A: Math. Gen., 36,No.1, 893-909.
Han, D. and Han,Y.L. (2003), Gelation of a reversible Markov process of polymerization, Acta Mathematicae Applicatae Sinica, English Series, 19,No.1, 87-96.
Han, D. (2003), The asymptotic distributions of the size of the largest length of a reversible Markov process of polymerization, J. Phys. A: Math. Gen. (Vol. 36)7485-7496

1990---2000

Han, D. (2000), Construction of the Strong Symmetry Diffusion Processes, Stochastic Analysis and applications, Vol.18, No.2, 201-210
Han, D. (2000), The Near-critical and Supercritical Asymptotic Behavior in the Thermodynamic Limit of Reversible Random Polymerization Processes, Acta Mathematical Scientia, Vol. 20,No.3, 390-396
Han, D (1998), A Study of Markov Processes of Polymerization Reactions (in Chinese) Chinese Ann.Math.,Vol.19A,No.6,729-740
Han, D. (1996), Sub-critical Asymptotic Behavior in the Modified Lushnikov Process of Polymerization, Acta Math. Phy. Sinica, Vol.16, No.14,412-420
Han, D. (1996), The Stationary Distribution of a discrete Random Graph Process, J. of Xinjiang Univ., Vol.13,No.1, 50-53
Han, D. (1995), Sub-critical Asymptotic Behavior in the Thermodynamic Limit of Reversible Random Polymerization Processes, J. of Stat. Phys., Vol. 80(Nos.1/2), 389-404
Han, D. (1995), The Necessary and Sufficient Condition of the Regular Q-Processes Approaching to the Closed Set (in Chinese), In : New Development in the Basic Science, Chinese Press of Science and Technology, 19-23
Han, D. (1995), Uniqueness of Infinite Dimensional Reaction Diffusion Process with Multi-species, Chinese J. of Contemporary math., Allenton Press, Inc. New York. Vol.16, No.4,373-381
Hu, X. J. and Han, D. (1995), Some Results of A Random Graph Process (in Chinese),J. of Xinjiang univ., Supp., 1-6 [34]
Han, D. (1994), Existence of Infinite Dimensional Reaction diffusion Process with Multi-species, Chinese J. of Contemporary Math., Vol.15.No.3,575-263, Allerton Press, Inc. New York.Vol.15, No.3, 575-263
Han, D. (1994), The Stationary Distribution of a Continuous-time Random Graph Process,with Interacting Edges, Acta Math. Phy. Sinica, Vol.14 (suppl.), 98-102.
Han, D. (1994), The Stationary Distribution of A Continuous-time Random Graph Process,Chinese Quarterly J. of Math., Vol.9, No.2, 64-68.
Han, D. (1992), A limit Theorem foe The Distribution of Sums of Independent Random Variables (in Chinese), J. of Xinjiang Univ., Vol.9, No.3, 26-32
Han, D. (1992), Uniqueness of Solution to The Martingale Problem for Infinite Dimensional Reaction Diffusion Particle Systems with Multi-species (in Chinese), Chinese Ann. Math.,Vol.13A, No.2, 271-277
Han, D. (1991), Ergodicity of One Dimensional Brusselator Models (in Chinese), J. of Xinjiang Univ., Vol.8, No.3, 37-40
Han, D. (1990), Existence of Solution to the Martingale Problem for Infinite Dimensional Reaction Diffusion Particle Systems with Multi-species, Chinese J. of Applied Probability And Statistics, Vol.2, No.3, 265-278



(Mathematical Models in Economics and Finance)

Han Dong and Hu Xijiang (1999), Some Mathematical Models in Economics and Finance, J. of Xinjiang Univ., Vol. 16, No.3, 15-21
Han Dong and Hu Xijiang (1998), On the Relative Balanced Growth of Price of the Closed Dynamic Input-Output Model with Variable Coefficients, In: Lecture Notes in Operational Research (3), World Publishing Corporation, Beijing, 345-356,
Han Dong, Zhang Guangyan and Hu Xinjian (1997), The Relation Between Production and Consumption in Non-homogeneous Input-Output Model (in Chinese), Chinese J. of Appl. Math., Vol.10, No.1, 71-74
Han Dong, Hu Xijian and zhong Ping (1997), A Study on Variable, Factors of Economic Development and Industrial Structure of Xinjiang (in Chinese), Finance and Economics of Xinjiang, Vol.14, No.2, 33-36
Hu Xijian, Han Dong and zhong Ping (1997), A Positive Analysis of Input-Output Model for Industrial Structure of Xinjiang, in: Proceedings of international Conference on Economic Development of Mid-Asia, Urumqi, China, 60-67
Han dong (1997), A new Method of Revising the Coefficient Matrix of Consumption, Systems Engineering, Vol.15, No.2, 66-68
Han Dong and Hu Xinjian (1996), A Study on the Economic Dislocation in Dynamic Input-Output Model, Chinese J. of System Engineering Theory and Practice, Vol.5, No.2 205-214.
Han Dong (1996), One the Limit Theorems of Non-homogeneous Input-Output Model with Consumption (in Chinese), II, J. of Xinjiang Univ.,Vol. 13, No.4, 1-10
Han Dong (1996), One the Limit Eheorems of Non-homogeneous Input-Output Model (in Chinese),I, Chinese J. of Engineering Mathematics, Vol.14, No.3, 24-32.
Han Dong and Hu Xinjian (1996), A Random input-Output Model (in Chinese), II, J. of Xinjiang Univ., Vol.13, No.2, 33-36.
Han Dong and Hu Xijian (1996), The Turnpike Theorems of Optimum Capital Accumulation at the Final State (in Chinese), In: Proceedings of Fifth Operations Research Society of China, Press of Xidian univ., 544-548
Han Dong and Hu Xijian (1996), A Study on Monitoring and Warning of Economic Development of Xinjiang Finance and Economics of Xinjiang Vol.13, No.5, 16-19
Han Dong and Hu Xijian (1996), Some Mathematical Models in Economics (in Chinese), In: Proceedings of Eourth Industry andApplied Mathematics Society of China, Press of Fudan Univ., 245-249
Han Dong and Hu Xijian (1995), On the Random Dynamic Input-Output Model, In: Proceedings of International Conference on Information and Knowledge Engineering, Dalian Maritime University Publishing House, Dalian, China, 800-803.
Han Dong, Zhang Guangyan and Hu Xijian (1995), Some Limit Properties of Non-homogeneous Input-Output Model (in Chinese), Chinese J. of Pure and Applied Math., Vol.1, No.2, 110-114
Han Dong, Zhang Guangyan and Zhang Xinwen (1995), A Study on the Mathematical Model of sales Management (in Chinese), J. of Xidian Univ., Vol.22 (Suppl.), 157-161
Han Dong and Hu Xijian (1995), A Random Input-Output Model (I) (in Chinese), J. of Xinjiang Petroleum Institute, Vol. (Supp.), 1-4
Han Dong, Hu Xijian and Zhang Guangyuan (1995), An Analysis of Time Series in Input-Output Model, J. of Xinjiang Petroleum Institute, Vol. (Suppl.), 25-27
Hu Xijian and Han Dong (1995), A Dynamic Random Input-Output Model (in Chinese), J. of Xinjiang Petroleum Institute, Vol. (Supp.), 1-4
Hu Xijian and Han Dong (1995), A Study on Input-Output Model of Suiting the Needs of Market (in Chinese), II, J. of Xinjiang Univ., Vol.12, No.1, 1995, 28-31
Han Dong and Hu Xijian (1993), A Study on Input-Output Model of Suiting the Needs of Market (in Chinese), I, Chinese J. of Pure and Applied Math., Vol.(Supp.), 58-61
Han Dong (1993), Non-homogeneous Input-Output Model (in Chinese), In: Proceedings of First Operations Research of China for Youth, Press of Wuhan Univ., Vol.1, 265-271 (Financial Mathematics)
Hu Xinjian and Han Dong (1998), An Analysis and Forecast of Stock Price by Using the Combination Model of Regression and Markov China (in Chinese), Chinese J. of Forecast, Vol.10, No.2, 34-39
Shayiti Assanjiang, Han Dong and Zhu Weibao (1996), An Application of Markov Chain to Forecasting Stock Price (in Chinese), Mathematics in Economics, Vol., 13, No.2, 112-116.
Han Dong (1995), An Analysis of Markov Chain on the Stock Price and Stock Speculation, In: The Proceedings of International Conference on Optimization: Techniques and Application, World Scientific, Singapore, Vol.2, 810-814
Han Dong (1995), On the Combination Forecasting Model of Time Series and Markov Chain (in Chinese), Statistics and management, Vol. (Suppl.), 357-359
Han Dong (1995), A Discrete Random Model of Optimal Advertising, In: Lecture Notes in Operations Research, World Publishing Corporations, Beijing, Vol.1, 518-521.





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