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石志岩
2023-05-11 08:25
  • 石志岩
  • 石志岩 - 副教授 硕士生导师-江苏大学-理学院-个人资料

近期热点

资料介绍

个人简历


2002/09-2006/07,江苏大学数学系,大学/本科.
2006/09-2008/12,江苏大学数学系,硕士,导师:杨卫国
2008/09-2011/07,江苏大学数学系,博士,导师:杨卫国
2011/07-2014/07,江苏大学数学系,讲师.
2014/08-今,江苏大学理学院金融数学系,副教授,硕士生导师
随机过程理论(博士)
概率论与数理统计、时间序列分析
1.国家自然科学基金青年基金:随机环境中树指标马氏链的极限理论及Markov树在期权定价中的应用,2017-2019,主持
2.国家自然科学基金面上项目:关于树指标随机过程极限理论的进一步研究,2016-2019,参与
3.江苏省科协青年科技人才托举工程,2018-2019,主持
4.国家自然科学基金天元基金:关于随机环境下树指标马氏链极限性质的研究,2013,主持
2016年获江苏大学青年英才计划-青年骨干教师

研究领域


研究方向:概率极限理论

近期论文


1.ZhiyanShi,DanBao,YanFan,BaihuiWu,TheAsymptoticEquipartitionPropertyofMarkovChainsinSingleInfiniteMarkovianEnvironmentonCountableStateSpace,Stochastics,2019,https://doi.org/10.1080/17442508.2019.1567730.
2.ZhiyanShi,PingpingZhong,YanFan,TheShannon-McMillanTheoremforMarkovChainsindexedbyaCayleyTreeinaRandomenvironment,ProbabilityintheEngineeringandInformationalSciences,2018,32(4),626-639.
3.ZhiyanShi,WeiguoYang,StrongLawsofLargeNumbersfortheMth-OrderasymptoticOdd-EvenMarkovChainsIndexedbyanMRootedCayleyTree,CommunicationsinStatistics–TheoryandMethods,2017,46(4):1855-1870.
4.ZhiyanShi,WeiguoYang,Thedefinitionoftree-indexedMarkovchainsinrandomenvironmentandtheirexistence,CommunicationsinStatistics–TheoryandMethods,2017,46(16):7934-7941.
5.ZhiyanShi,WeiguoYang,WangBei,AClassofSmallDeviationTheoremsfortheRandomVariablesAssociatedwithmth-OrderAsymptoticCircularMarkovChains,CommunicationsinStatistics–TheoryandMethods,2016,45(23):7027-7039.
6.ZhiyanShi,JinliJi,WeiguoYang,AClassofSmallDeviationTheoremfortheSequencesofCountableStateRandomVariableswithRespectivetoHomogeneousMarkovChains,CommunicationsinStatistics–TheoryandMethods,2016,46(14):6823-6830.
7.ZhiyanShi,WeiguoYang,TheStrongLawofLargeNumbersandtheShannon-McMillanTheoremfortheMth-OrderNonhomogeneousMarkovChainsIndexedbyanMRootedCayleyTree,CommunicationsinStatistics–TheoryandMethods,2016,45(7):2045-2055.
8.HuiDang,WeiguoYang,ZhiyanShi,TheStrongLawofLargeNumbersandtheEntropyErgodicTheoremforNonhomogeneousBifurcatingMarkovChainsIndexedbyaBinaryTree,IEEETransactionsonInformationTheory,2015,61(4),1640-1648.
9.ZhiyanShi,SomeStrongDeviationTheoremsforStochasticProcessIndexedbyaTree,PakistanJournalofStatistic,2013,29(3),323-337.
10.WeicaiPeng,WeiguoYang,ZhiyanShi,StronglawoflargenumberforMarkovchainsindexedbysphericallysymmetrictrees,ProbabilityintheEngineeringandinformationalSciences,2015,29(3),473-481.
11.WeiguoYang,BeiWang,ZhiyanShi,StrongLawofLargeNumbersforCountableAsymptoticCircularMarkovChains,CommunicationsinStatistics-TheoryandMethods,2014,43(18),3943-3954.
12.ZhongzhiWang,WeiguoYang,ZhiyanShi,Somegeneralizedlimittheoremsconcerningdelayedsumsofrandomsequence,AppliedMathematics-AJournalofChineseUniversitiesSeriesB,2013,28:40-48.
13.HuilinHuang,WeiguoYangandZhiyanShi,TheCentralLimitTheoremforNonhomogeneousMarkovChains,ChineseJournalofAppliedProbabilityandStatistics,2013,29(4):337-347.
14.ZhiyanShi,WeiguoYang,SomeLimitPropertiesfortheMth-OrderNonhomogeneousMarkovChainsIndexedbyaMrootedCayleyTree,StatisticsandProbabilityLetters,2010,80:1223-1233.
15.石志岩,韩大钊,杨卫国,双根树上二阶非齐次马氏链的强大数定律和Shannon-McMillan定理,应用概率统计,2015,31(2):125-134.
16.王豹,杨卫国,石志岩,Cayley树指标可列Markov链的强大数定律,中国科学,2012,42(10):1031-1036,2012.
17.石志岩,杨卫国,树上非齐次马氏链随机转移概率的极限性质,应用数学学报,2008,31,648-653.
2017/10-今,江苏省概率统计学会副秘书长
2016/08-今,中国工程概率统计学会理事.
2017/12-今,江苏省应用统计学会理事
2017/12-今,中国现场统计学会生存分析分会理事

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