范协铨,男,1982年12月,理学博士,副教授,硕士生导师。
联系方式
联系电话:13230329633
电子邮件:fanxiequan@neuq.edu.cn
办 公 室:科技楼5090
研究方向
主要研究以下极限理论问题及其在数理统计中的应用:
1. 正态逼近理论;
2. 自正则化极限理论;
3. 偏差不等式;
4. 中偏差和大偏差;
5. 大象随机游动;
教育背景
2002.09-2006.06 湖北大学 数学与应用数学 理学学士;
2006.09-2009.06 北京师范大学 基础数学 理学硕士;
2009.10-2013.08 法国南布列塔尼大学(国家公派) 概率论与数理统计 理学博士;
工作履历
2013.10-2015.09 法国国家信息与自动化研究所和巴黎中央理工大学(现为巴黎萨克雷大学),博士后;
2015.09-2023.02 天津大学, 副教授;
2023.03-今天 东北大学秦皇岛分校, 副教授;
学术兼职
2013年起担任美国数学会Math.Reviews评论员;
2017年起担任全国研究生教育评估监测专家;
2020年8月-2022年8月,受邀担任数学杂志《Mathematics Letters》的编委;
2022年11月-2024年11月,受邀担任数学杂志《World Journal of Mathematics and Statistics》的编委;
2022年起担任德国数学文摘zbMATH Open评论员;
2022年全国本科毕业论文(设计)抽检评审专家;
以下 SCI 杂志审稿人:《Bernoulli》、《Ann. Appl. Probab.》、《Stochastic Process. Appl.》、《Ann. Inst. H. Poincaré Probab. Statist.》、《Sci. China Math.》、《SIAM J. Scientific Computing》、《Electron. J. Probab.》、《J. Statist. Physics》、《J. Math. Anal. Appl.》、《Chaos, Solitons & Fractals》、《Comm. Statist. Theory Methods》、《Algorithmica》、《Statistics》、《Statist. Probab. Lett.》、《Frontiers Math. China》、《AIMS Math.》、《Statistica Neerlandica》、《Filomat》、《Lithuanian Math. J.》、《中国科学》;
河北省燕赵英才;
科研情况
【在研项目】
1. 相依随机变量的自正则化极限理论及其应用,国家自然科学基金面上,主持者,2024.01-2027.12.
【结题项目】
1. 基于重稳定过程的金融模型,法国国家信息与自动化研究所,主持, 2013.10-2015.08;
2. 依时随机环境中的实值分枝随机游动的极限定理,国家青年科学基金,第二参与者,2016.1-2018.12;
3. 鞅的Cramer型大偏差展式及其应用,国家青年科学基金,主持者, 2017.01-2019.12;
4. 关于鞅的Berry-Esseen界,天津大学北洋学者,主持者,2018.01-2019.12;
5. 分枝随机游动的极限理论,国家自然科学基金面上,第一参与者, 2020.1-2023.12.
奖励与荣誉
1. 天津市数学会“青年学术奖一等奖”;
2. 天津大学“北洋学者⁎青年骨干教师”;
学术成果
近年来,在本方向权威杂志《Bernoulli》、 《Stochastic Process. Appl.》、 《Ann. I.H.P. Probab. Statist.》、《Sci. China Math.》等国内外学术杂志上发表SCI检索论文近40篇。
【代表性学术论文】
[1] Fan, X., Grama, I. and Liu, Q., 2012. Hoeffding's inequality for supermartingales, Stochastic Process. Appl. 122, 3545--3559.
[2] Fan, X., Grama, I. and Liu, Q., 2013. Cramer large deviation expansions for martingales under Bernstein's condition, Stochastic Process. Appl. 123, 3919--3942.
[3] Dedecker, J. and Fan, X., 2015. Deviation inequalities for separately Lipschitz functionals of iterated random functions, Stochastic Process. Appl. 125, 60--90.
[4] Fan, X., Grama, I. and Liu, Q., 2015. Exponential inequalities for martingales with applications. Electron. J. Probab. 20, no. 1, 1--22.
[5] Fan, X., Grama, I. and Liu, Q., 2015. Sharp large deviation results for sums of independent random variables. Sci. China Math. 58, 1939--1958.
[6] Fan, X., Grama, I. and Liu, Q., 2017. Deviation inequalities for martingales with applications. J. Math. Anal. Appl. 448(1): 538--566.
[7] Fan, X., 2017. Sharp large deviation results for sums of bounded from above random variables. Sci. China Math. 60(12), 2465--2480.
[8] Fan, X., Shao, Q.M. 2018. Berry-Esseen bounds for self-normalized martingales. Comm. Math. Statist. 6(1): 13--27.
[9] Fan, X. 2019. Exact rates of convergence in some martingale central limit theorems. J. Math. Anal. Appl. 469(2). 1028--1044.
[10] Fan, X., Grama, I., Liu, Q., Shao, Q.M. 2019. Self-normalized Cramer type moderate deviations for martingales. Bernoulli 25(4A), 2793--2823.
[11] Alquier P., Doukhan P., Fan X. 2019. Exponential inequalities for nonstationary Markov chains. Dependence Modeling 7(1), 150--168.
[12] Dedecker, J., Doukhan P., Fan X. 2019. Deviation inequalities for separately Lipschitz functionals of composition of random functions. J. Math. Anal. Appl. 479(2), 1549--1568.
[13] El Machkouri M., Fan X., Reding L. 2020. On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data. J. Stat. Plann. Infer. 205, 92--114.
[14] Fan, X. 2020. Cramer type moderate deviations for self-normalized $\psi$-mixing sequences. J. Math. Anal. Appl. 486(2): 123902.
[15] Fan, X., Grama, I., Liu, Q., Shao, Q.M. 2020. Self-normalized Cramer type moderate deviations for stationary sequences and applications. Stochastic Process. Appl. 130(8): 5124--5148.
[16] Fan, X., Hu, H., Liu, Q. 2020. Uniform Cramer moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment. Front. Math. China 15(5): 891--914
[17] Fan, X., Hu, H., Ma, X. 2021. Cramer moderate deviations for the elephant random walk. J. Stat. Mech. Theory E. 2021: 23402.
[18] Ma, X., El Machkouri M., Fan, X. 2022. On Wasserstein-1 distance in the central limit theorem for elephant random walk. J. Math. Phys. 63(1): 013301.
[19] Fan, X., Alquier, P., Doukhan, P. 2022. Deviation inequalities for stochastic approximation by averaging. Stochastic Process. Appl. 152(1), 452--485
[20] Dedecker, J., Fan, X., Hu, H., Merlevede, F., 2023. Rates of convergence in the central limit theorem for the elephant random walk with random step sizes. J. Statist. Phys. 190(10), 154.
[21] Fan, X., Shao, Q.M. 2024+. Cramér's moderate deviations for martingales with applications. Ann. Inst. H. Poincaré Probab. Statist., to appear.
学术报告
【1】 Nanning, China, 28 Jun - 2 July, 2017. IMS-China International Conference on Statistics and Probability. Invited talk of 30 min.: Self-normalized Cramer type moderate deviations for martingales.
【2】 Beidaihe, China, 18-21 July, 2017. 津冀数学会联合学术年会. Invited talk of 30 min.: Self-normalized Cramer type moderate deviations for martingales.
【3】 Changchun, China, 23-27 Sept., 2017. 2nd Sino-Russian Seminar on Asymptotic Methods in Probability Theory and Mathematical Statistics. Talk of 30 min.: Self-normalized Cramer type moderate deviations for martingales.
【4】Singapore, 26-29 July, 2018. The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting. Invited talk of 30 min.: Self-normalized Cramer type moderate deviations for martingales.
【5】Taipei, China, 4-10 August, 2018. The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications. Invited talk of 30 min.: Self-normalized Cramer type moderate deviations for martingales.
【6】Paris, France, 3 June, 2019. 4th Nonstationary Day. Invited talk of 20 min.: Concentration inequalities for time non homogeneous Markov chains.
【7】Tianjin, China, 26 Oct., 2019. Workshop on probability between BNU and TJU. Talk of 30 min.: Exact rates of convergence in some martingale central limit theorems.
【8】 Guiyang, China, 9-11 July, 2021. 第十二届全国概率极限理论和统计大样本理论学术研讨会}. Invited talk of 45 min.: self-normalized Cramer type moderate deviations for martingales with applications.
【9】 Paris, 15-17 Sept., 2021. Ecodep Conference 2021. Invited talk of 45 min.(on line): Self-normalized Cramér moderate deviations for a supercritical Galton-Watson process.
【10】Wuhan, China, 27 June-1 July, 2022. 42nd conference on Stochastic Processes and their Applications. Talk of 25 min.: Deviation inequalities for stochastic approximation by averaging.
【11】Weihai, China, 27-31 Aug., 2022. Annual conference on probability. Talk of 25 min.: Self-normalized Cramer type moderate deviations for martingales with applications.
【12】Chengdu, China, 30 June-3 July, 2023. 2023 ICSA China Conference. Talk of 25 min.: Self-normalized Cramer type moderate deviations for martingales with applications.
【13】 Beijing, China, 10 -13 July, 2023. Join Conference on Statistics and Data Science in China. Talk of 25 min.: Cramer's moderate deviations for martingales with applications.
【14】 Fuzhou, China, 20 -25 Aug., 2023. 第八届全国概率论年会. Talk of 25 min.: Cramer's moderate deviations for martingales with applications.
【15】 Qinhuangdao, China, 22 Sept., 2023. 河北省工业与应用数学学会2023年会. Talk of 25 min.: Cramer's moderate deviations for martingales with applications.
讲授课程情况
《概率论》
《数理统计》
《生物统计学》
《高等数学》
《线性代数》
指导研究生情况
已毕业硕士研究5人,获1人次国家奖学金,1人次天津大学三好学生,4人次一等学业奖学金,多人次二等学业奖学金。