刘源远 中南大学教授

 刘源远  数学与统计学院副院长

社会兼职

[1]   2019.7-至今，随机服务与运作管理分会理事。

[2]   2020.11-至今，湖南省省数学会理事。

[3]   2020.12-至今，中国工程概率统计学会秘书长。

[4]   2019.1-至今，《应用概率统计》编委。

[5]   担任《美国数学评论》的评论员。

研究领域

 

[1]  应用概率；马氏过程；数理金融；排队网络

科研项目

[1]中南大学‘升华育英计划’科研启动基金项目,开始日期:2011-11-01,结项时间:2016-11-30.

[2]湖南省骨干青年教师基金,开始日期:2010-01-20,结项时间:2012-12-12.

[3]有限排队丢失概率的渐近性及二维排队过程的稳定性,开始日期:2010-01-11,结项时间:2012-12-15.

[4]马氏过程的遍历性和有限排队丢失概率的渐近性,开始日期:2010-01-03,结项时间:2012-12-31.

[5]马氏调制的流体模型的稳定性研究(2019JJ40357),开始日期:2011-12-02,结项时间:2019-01-31.

[6]国家自然科学基金面上项目:马氏过程的扰动分析、渐近性和拟平稳性研究(11971486),开始日期:2020-01-01,结项时间:2023-12-31.

[7]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(11571372),刘源远,开始日期:2016-01-01,立项时间:2015-09-01,结项时间:2019-12-31.

 

 [1]Sarah Dendievel, Guy Latouche, Yuanyuan Liu, Yingchun Tang.Singularly perturbed Markov modulated fluid queues.[J].SIAM Journal on Matrix Analysis and Applications., 43 (1) (2022) : 377-404.

[2]Jinpeng Liu, Yuanyuan Liu, Yiqiang Zhao.Augmented truncation approximations to the solution of Poisson's equation for Markov chains[J].Applied Mathematics and Computations, 414 (2022) : 126610.

[3]E. A. Alawamy, Y Liu, Y. Q. Zhao.Bayesian analysis for Single-Server Markovian Queues Based on the No-U-Turn Sampler[J].Communications in Statistics - Simulation and Computation (2022) : 2025841.

[4]Yuanyuan Liu, Zibo Niu, Muhammad Tahir Suleman, Libo Yin, Hongwei Zhang.Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high frequency framework[J].Energy, 238 (2022) : 121779.

[5]Na Lin, Yuanyuan Liu, On algebraic and exponential transience for continuous-time Markov chains[J].Applied Probability and Statistics (2022) : 1001-4268.

[6]Zibo Niu, Yuanyuan Liu, Wang Ga, Hongwei Zhang.The role of coronavirus news in the volatility forecasting of crude oil futures markets[J].Evidence from China. Resources Policy, 73 (2021) : 102173.

[7]Yuanyuan Liu, Jinpeng Liu.Hoeffding's inequality for Markov processes via solution of Poisson’s equation[J].Frontiers of Mathematics in China, 16(2) (2021) : 543-558.

[8]Wendi Li, Jinpeng Liu, Yuanyuan Liu.Augmented truncation approximations of Markov chains[J].数学理论及其应用, 40(3) (2020) : 22-39.

[9]Yuanyuan Liu, Xiuqin Li, Wendi Li.On geometric and algebraic transience for block structured Markov chains.[J].Journal of Applied Probability, 57(4) (2020) : 1313-1338.

[10]Fangfang Lyu, Yuanyuan Liu, Kemeny's constant for countable Markov chains.[J].Linear Algebra and its Applications, 604 (2020) : 425-440.

[11]Yang Li, Yuanyuan Liu.V-uniform ergodicity for fluid queues[J].Applied Mathematics-A Journal of Chinese Universit, 2019, 34 (1) : 82-91.

[12]Wendi Li, Yuanyuan Liu.Exact tail asymptotics for fluid models driven by M/M/c queue[J].Queueing Systems, 2019, 91(3-4): 319-346.

[13]Yuanyuan Liu, Wendi Li.Error bounds for augmented truncation approximations of Markov chains via the perturbation method[J].Advances in Applied Probability, 2018, 50 (2) : 645-669.

[14]Yuanyuan Liu, Peifei Wang, Yiqiang Zhao.The variance constant for continuous-time level dependent quasi-birth-and-death processes.Stochastic Models, 2018, 34 (1) : 25-44.

[15]Yuanyuan LIU, Yanhong SONG.Integral-type functionals of first hitting times for continuous-time Markov chains.Frontiers of Mathematics in China, 2018, 13 (3) : 619-632.

[16]Yuanyuan Liu, Hiroyuki Masuyama, Wendi Li.Error bounds for augmented truncation approximations of continuous-time Markov chains[J].Operations Research Letters, 46(9) (2018) : 409-413.

[17]Shuxia Jiang, Yuanyuan Liu, Yingchun Tang.A unified perturbation analysis framework for countable Markov chains[J].Algebra and Its Applications, 2017, 529 (15) : 413-440.

[18]Shuxia Jiang, Yuanyuan Liu, Guy Latouche.Wavelet transform for quasi-birth-death processes with a continous phase set[J].Applied Mathematics and Computation, 2015, 252 (1) : 354-376.

[19]Yuanyuan Liu, Perturbation analysis for continous-time Markov chains[J]. 2015, 58, No. 12: 2633–2642.SCIENCE CHINA Mathematics, 2015, 58 (12) : 2633–2642.

[20]汤迎春, 刘源远, 赵以强.Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains.中国科学：数学, 2015, 45 (5) : 671~682.

 [21]Yuanyuan Liu, Shuxia Jiang.Injector waveform analysis and engine fault diagnosis based on frequency space subdivision in wavelet transform[C].PROCEEDINGS OF THE 2010 INTERNATIONAL CONFERENCE ON WAVELET ANALYSIS AND PATTERN RECOGNITION (2010) : 318-323.

[22]Shuai Yao, Yuanyuan Liu, Shuxia Jiang.Poisson equation for discrete-time single-birth processes[J].Statistics and Probability Letters, 2014, 85: 78--83.

[23]Yuhui Zhang, Yuanyuan Liu.Central limit theorems for ergodic ontinuous-time Markov chains with applications to single birth processes[J].Front. Math. China, 2015, 10 (4) : 933–947.

[24]Yuanyuan LIU, Pengfei WANG, Yanmin XIE.Deviation matrix and asymptotic variance for GI/M/1-type Markov chains[J].Front. Math. China, 2014, 9 (4) : 863-880.

[25]Sarah Dendievel, Yuanyuan Liu, Guy Latouche.Poisson's equation for discrete-time quasi-birth-and-death processes[J].Performance Evaluation, 2013, 70 (9) : 564-577.

[26]SHUXIA JIANG, Yuanyuan Liu, YIPING LUO.Method for engine waveform analysis and fault diagnosis based on SFB and HHT.Advances in Adaptive Data Analysis, 2013, 5 (4) : 1350018..

[27]Yuanyuan Liu, Yiqiang Q. Zhao.Asymptotic behavior of the loss probability for an M/G/1/N queue with vacations[J].Applied Mathematical Modelling, 2013, 37 (4) : 1768-1780.

[28]Yuanyuan Liu, Perturbation bounds for the stationary distributions of Markov chains[J].SIAM Journal on Matrix Analysis and Applications, 2012, 33 (4) : 1057-1074.

[29]SHU-XIA JIANG, YUAN-YUAN LIU, HONG ZHANG.SFB selection method and its application in engine waveform analysis and fault diagnosis[C].International Conference on Wavelet Analysis and Pattern Recognition, 2012 (2012,) : 296-301.

[30]Yuanyuan Liu, Additive functionals for Discrete-time Markov chains with applications to birth-death processes[J].Journal of Applied Probability, 2011, 48 (4) : 925-937.

[31]Yuanyuan Liu, Yiqiang Q. Zhao.Asymptotics of the Invariant Measure of a Generalized Markov Branching[J].Stochastic Models, 2011, 27: 251-271.

[32]Zhenzhong Zhang, Yuanyuan Liu, Jiezhong Zou.The maximum surplus distribution before ruin in an Erlang(n) risk process perturbed by diffusion[J].Acta Mathematica Sinica-English Series, 2011, 27 (9) : 1869-1880.

[33]Yuanyuan Liu, Yiqiang Zhao, Hanjun Zhang.Subgeometric ergodicity for continuous-time Markov chains[J]..Journal of Mathematical Analysis and Applications, 2010, 368 (1) : 178-189.

[34]Yuanyuan Liu, Augmented truncation approximations of discrete-time Markov chains[J].Operations Research Letters, 2010, 38 (3) : 218-222.

[35]Bingchang Wang, Yuanyuan Liu, Local asymptotics of a Markov modulated random walk with heavy-tailed increments[J].Acta Mathematica Sinica-English Series, 2011, 27 (9) : 1843-1854.

[36]刘源远, 邹捷中, 张振中.带扰动的经典风险模型中贴现罚函数的渐近估计[J].数学物理学报, 2011, 31A(2)：415-421., 31A(2) (2011) : 415-421.

[37]Yuanyuan Liu, Estimate on the strongly ergodic rate for stochastically monotone discrete-time Markov chains[J].Mathematics in Economics, 2009, 26 (3) : 76-78.

[38]Yuanyuan Liu, Yiqiang Zhao, Hanjun Zhang.Computable strongly ergodic rates of convergence for continuous-time Markov chains[J].Anziam Journal, 2008, 49 (4) : 463-478.

[39]Yuanyuan Liu, Zhenting Hou, Exponential and strong ergodicity for Markov processes with an application to queues[J].Chinese Annals of Mathematics Series B, 2008, 29 (2) : 199-206.

[40]Yuanyuan Liu, Zhenting Hou, Explicit convergence rates of the embedded M/G/1 queue[J].Acta Mathematica Sinica-English Series, 2007, 23 (7) : 1289-1296.

 [41]Zhenting Hou, Hanjun Zhang, Yuanyuan Liu.Subgeometric rates of convergence for a class of continuous-time Markov process[J]..Journal of Applied Probability, 2005, 42 (3) : 698-712.

[42]Yuanyuan Liu, Zhenting Hou, Several types of ergodicity for M/G/1-type Markov chains and Markov process[J].Journal of Applied Probability, 2006, 43 (1) : 141-158.

[43]Zhenting Hou, Yuanyuan Liu.Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues[J].Journal of Applied Probability, 2004, 41 (3) : 778-790.

[44]AI Jun-Yong, Yuanyuan Liu.A sufficient and Necessary Condition for the Probability of Extinction to Equal one of Single - birth Process with Absorbing State[J].Journal of Shaoyang University, 2004, 1 (4) : 20-21.

[45]Z Hou, Yuanyuan Liu.A class of quasi birth-death processes-M/M/c queue with synchronous vacation[J].China Medical Engineering, 2002, 10 (6) : 5-11.

[46]Yuanyuan Liu, Xiang Lin, Hanjun Zhang.Exponential Ergodicity of a Class of Birth-death Process with Disater[J].Journal of Changsha Railway University, 2002, 20 (2) : 76-79.

[47]Yuanyuan Liu, Xiang Lin, Hanjun Zhang.Ergodicity and strong ergodicity of Q-Function of Q-Matrix being linear combinations of two Q-Matrices[J].Journal of Changsha Railway University, 2001, 19 (4) : 10-13.