个人简历

蒋辉，南京航空航天大学数学系教授，博士生导师。2008年6月博士毕业于武汉大学，专业为概率论与数理统计，研究方向为随机分析与大偏差理论，随机过程统计推断等，在国内外概率统计学术期刊发表多篇学术论文。主持国家自然科学基金面上，青年以及天元项目，中国博士后面上以及特别资助项目等。获教育部高等学校优秀科研成果二等奖以及湖北省自然科学二等奖(排名第二)。
教育经历
1996.91999.9平邑一中
2003.92008.6武汉大学概率论与数理统计理学博士学位硕博连读
1999.92003.7曲阜师范大学数学与应用数学理学学士学位
工作经历
2018.5至今南航理学院数学系教授
2010.42018.5南航理学院数学系副教授
2008.62010.4南航理学院数学系讲师
科研项目
概率论与数理统计(****)
金融时间序列平稳性检验中的若干渐进性质的研究
多维随机微分方程在统计推断及衍生品定价中若干问题研究
非线性高斯泛函的渐近性质及相关问题研究
O-U型过程与G-随机微分方程中若干渐近性质的研究
多维随机微分方程统计推断性质研究
几类回归过程平稳性检验中若干渐近性质的研究
获奖信息
教育部高等学校科学研究优秀成果奖

研究领域

随机分析，大偏差理论，随机过程统计推断，非参数统计""

近期论文

[1]Hui Jiang,Yilong Wan,Guangyu Yang.Deviation inequalities and Cramer-type moderate deviations for the explosive autoregressive process.Bernoulli, preprint,2021
[2]Yajuan Pan,Hui Jiang.Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications.Stochastic Analysis and Applications,2021:preprint
[3]Hui Jiang,Qingshan Yang.Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process.Journal of Theoretical Probability, preprint,2021
[4]Hui Jiang,Jin Shao,Shaochen Wang.Asymptotic behaviors for maximum likelihood estimator of drift parameter in alpha-Wiener bridge process.Statistics, preprint,2021
[5]Hui Jiang,Qingshan Yang.Asymptotic behavior of the weak approximation to a class of Gaussian processes.Journal of Applied Probability,2021,58(3):693--707
[6]Hui Jiang,Shaochen Wang,Wang Zhou.Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices.Journal of Theoretical Probability,2021,34:791-808
[7]Hui Jiang,Jin Shao,Qingshan Yang.Sharp large deviations for a class of normalized L-statistics and applications.Statistical Papers,2021,62:721-744
[8]Hui Jiang,Qingshan Yang.Sample path large deviations for the multiplicative Poisson shot noise process with compensation.Stochastics,2021,93:447-477
[9]Hui Jiang,Hui Liu.Cram\\'{e}r-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift.Stochastics and Dynamics,2021,21(2):2150027
[10]Hui Jiang,Hui Liu,Youzhou Zhou.Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations.Electronic Journal of Statistics,2020(14):3192--3229
[11]Hui Jiang,Ning Zhang.Cramer-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process.Stochastics,2020,92(3):478-496
[12]Hui Jiang,Weigang Wang.第二类分数Ornstein-Uhlenbeck过程中参数估计的偏差不等式与Carmer-型中偏差.中国科学: 数学,2020,50(7):1007-1022
[13]邵金,蒋辉.非时齐扩散过程遍历性的假设检验.数学进展,2019,48:482-488
[14]Hui Jiang,Junfeng Liu,Shaochen Wang.Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein-Uhlenbeck process.Stochastics and Dynmics,2019,19:1950018
[15]Hacene Djellout,Hui Jiang.Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps.Journal of Theoretical Probability,2018,31(3):1606-1624
[16]Yunshi Gao,Hui Jiang,Shaochen Wang.Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model.Frontiers of Mathematics in China,2018,13(4):809-832
[17]Fuqing Gao,Hui Jiang.Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators.Science China Mathematics,2017,60(7):1181-1196
[18]Hui Jiang,Shaochen Wang.Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions.Journal of Multivariate Analysis,2017,156:57-69
[19]Hui Jiang,Shaochen Wang.Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles.Statistics and Probability Letters,2017,126:179-184
[20]Hui Jiang,Shimin Li,Shaochen Wang.Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation.Stochastic Analysis and Applications,2017,35:615-632