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北京理工大学

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联系方式:010-68912286

  • 地区:北京
  • 类型:理工类
  • 隶属:中央部委

学科建设:院士:22 硕士点:一级31 博士点:一级25 国家重点学科:一级4,二级5

院校排名:综合排名:29 理工类:11

北京理工大学地址:北京市海淀区中关村南大街5号 邮编:100081

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北京理工大学教师数学与统计学院研究生导师席福宝

北京理工大学 研究生导师

2020-07-22

5377

教师姓名:席福宝

出生日期:1963年7月6日

所在学科:马氏过程,随机分析, 应用概率论

职称:教授

邮编:100081

联系电话:010-68913829

E-mail:xifb@bit.edu.cn

通讯地址:北京理工大学数学与统计学院

Educational Background

1980,9—1984,7:在山西大学数学系攻读学士学位,1984年7月获理学学士学位;

1985,9—1988,7:在北京师范大学数学系攻读硕士学位,1988年7月获理学硕士学位;

1992,9—1995,7:在北京大学概率统计系攻读博士学位,1995年7月获理学博士学位。

Working Experience

2004/07-至今,北京理工大学,数学与统计学院,教授

1997/07-2004/06,北京理工大学,数学与统计学院,副教授

1995/07-1997/06,北京理工大学,数学与统计学院,讲师

1988/07-1992/08,山西师范大学,数学与计算机学院,讲师

1984/07-1985/08,山西师范大学,数学与计算机学院,助教

Teachings

《概率论与数理统计》(工科,48学时),《概率论》(数学系,48学时),《随机过程》(研究生课程,54学时),《高等概率论》(研究生课程,54学时),《随机微分方程》(研究生课程,54学时),《随机动力系统》(研究生课程,54学时)

Publications

[1] Xiaocui Ma and Fubao Xi,Moderate Deviations for Neutral Stochastic Differential Delay Equations with Jumps. Statistics and Probability Letters , 126(2017), 97-167.

[2] Fubao Xi and George Yin, Stochastic Lienard equations with state-dependent switching. Acta Mathematicae Applicatae Sinica , English Series , 31(2015), 893-908.

[3] Xiaocui Ma and Fubao Xi,Large deviations for empirical measures of switching diffusion processes with small parameters. Frontiers of Mathematics in China , 10(2015), 949-963.

[4] Hoang Tuan Anh, George Yin and Fubao Xi,Numerical solutions of regime-switching jump diffusions. Applied Mathematics and Computation , 244(2014), 822-835.

[5] George Yin, Talafha Yousef and Fubao Xi,Stochastic Lienard equations with random switching and two-time scales. Communications in Statistics - Theory and Methods , 43(2014), 1533-1547.

[6] Fubao Xi,Removing logarithms in Poisson approximation to the partial sum process of a Markov chain. Stochastics-An International Journal of Probability and Stochastic Processes , 85(2013), 395-411.

[7] Fubao Xi,Coupling for Markovian switching jump-diffusions. Applied Mathematics-A Journal of Chinese Universities Series B , 28(2013), 204-216.

[8] Fubao Xi and George Yin,The strong Feller property of switching jump-diffusion processes. Statistics & Probability Letters , 83(2013), 761-767.

[9] Quanxin Zhu, Fubao Xi and Xiaodi Li,Robust exponential stability of stochastically nonlinear jump systems with mixed time delays. Journal of Optimization Theory and Applications , 154(2012), 154-174.

[10] George Yin and Fubao Xi,Stability of jump diffusions with random switching. 51st IEEE Conference on Decision and Control , 2012/12/10-2012/12/13, 2013.

[11] Jinghai Shao and Fubao Xi,Stability and recurrence of regime-switching diffusion processes. SIAM Journal on Control and Optimization , 52(2014), 3496-3516.

[12] Fubao Xi and Quanxin Zhu,Coupling and exponential convergence rate for Markovian switching jump diffusions. Stochastic Analysis and Applications , 32(2014), 711-726.

[13] Fubao Xi and George Yin, Almost sure stability and instability forswitching-jump-diffusion systems with state-dependent switching. Journal of Mathematical Analysis and Applications , 400(2013), 460-474.

[14] Jinghai Shao and Fubao Xi,Strong ergodicity of the regime-switching diffusion processes. Stochastic Processes and Their Applications , 123(2013), 3903-3918.

[15] Fubao Xi and Jinghai Shao, Successful couplings for diffusion processes with state-dependent switching. Science China Mathematics , 56(2013), 2135-2144.

[16] George Yin, Guangliang Zhao, and Fubao Xi, Mean-field models involving continuous state dependent random switching: non-negativity constraints, moment bounds, and two-time-scale limits. Taiwanese Journal of Mathematics , 15(2011), 1783-1805.

[17] Fubao Xi and George Yin, Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity. Science China Mathematics , 54(2011/12), 2651-2667.

[18] Stability of regime-switching jump diffusions,SIAM J. Contr. Optim., 48, 2010 (with G. Yin).

[19] Asymptotic Properties of Nonlinear Autoregressive Markov Processes

with State-Dependent Switching, J. Multi. Anal., 101, 2010 (with G.

Yin).

[20] Asymptotic properties of a mean-field model a continuous-state-dependent

switching, J. Appl. Probab., 46, 2009 (with G. Yin).

[21] Asymptotic properties of jump-diffusion processes with state-dependent switching, Stoch. Proc. Appl., 119, 2009.

[22] Ergodicity for Q-processes with Markovian switching, Chinese J. Appl. Probab. Stat. 25, 2009.

[23] Exponential convergence rates for Markov processes with Markovian

switching (In Chinese), Acta Math. Scientia, 29A(4), 2009.

[24] Explicit Conditions for Asymptotic Stability of Stochastic Lienard-type Equations with Markovian Switching, J. Math. Anal. Appl., 348, 2008 (with Liqin Zhao).

[25] On the stability of jump-diffusions with Markovian switching, J. Math. Anal. Appl., 341, 2008.

[26] Feller property and exponential ergodicity of diffusion processes

with state-dependent switching, Sci. Sin. (A), 51(3), 2008.

[27] Stability in total variation for a mean--field model of cooperative behavior (In Chinese), Acta Math. Scientia, 27A (2), 2007.

[28] Feller Property and Exponential Ergodicity of Diffusion Processes

with State-Dependent Switching (In Chinese), Sci. Sin. (A), 51(3),

2007.

[29] On the Stability of Diffusion Processes with State-Dependent Switching, Sci. Sin. (A), 49(9), 2006 (with Liqin Zhao).

[30] Stationary Solution for a Stochastic Lienard Equation with Markovian Switching, Acta Math. Scientia, 25B(1), 2005 (with Liqin Zhao).

[31] Stability in total variation of diffusion processes with jumps (In

Chinese), J. Beijing Institute of Technology, 25(7), 2005 (with Bingwei Mao ).

[32] Invariant measure for the Markov process corresponding to a PDE system, Acta Math. Sinica, English Series, 21(3), 2005.

[33] Stability of a Random Diffusion with Nonlinear Drift, Stat. Probab. Letters, 68(3), 2004.

[34] Weak Limits of Empirical Measures for a Family of Diffusion Processes, Acta Math. Scientia, 24B(2), 2004 (with Liqin Zhao).

[35] Invariant measures for random evolution equation with small perturbations (In Chinese), Acta Mathematica Sinica, 47(1), 2004.

[36] Stability for a random evolution equation with Gaussian perturbation, J. Math. Anal. Appl., 272, 2002.

[37] A linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal under random noise perturbation, Int. J. Systems Sci., 33(50), 2002 (with Baozhu Guo and Jingqing Han).

[38] Stability in distribution for a class of diffusion processes (In

Chinese), J. Beijing Institute of Technology, 22(5), 2002 (with Jidong Ren ).

[39] Large deviation theorem for empirical measures of degenerate diffusion processes, J. Beijing Institute of Technology, 10(3), 2001 (with Xiuqin Liu).

[44] Invariant measures for random evolution equation with small perturbations, Acta Mathematica Sinica, English Series, 17(4), 2001.

[45] Asymptotics of mean exit time for small perturbations of a stochastic process (In Chinese), Applied Mathematics: A Journal of Chinese

Universities, Vol.14(A), No.1, 1999.

[46] A note on teaching of probability and statistics (In Chinese), the proceeding of teaching researches of the BIT teachers, Beijing Institute of Technology, Beijing, China, September, 1998.

[47] A note on the jump number of Q-processes (In Chinese), Journal of Mathematics(P.R.C), Vol.18, No.2, 1998.

[48] A large deviation theorem for empirical measures of a class of stochastic process, Chinese Journal of Applied Probability and Statistics, Vol.14, No.2, 1998.

[49] Small random perturbations of one--dimensional diffusion process, Acta Mathematica Sinica, New Series, Vol.14, No.1, 1998.

[50] Small random perturbations of one-dimensional diffusion processes (In Chinese), Acta Math. Sinica, 41(1), 1998.

[51] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), the proceeding of the BIT youth academic meeting, Beijing Institute of Technology, Beijing, China, November, 1997.

[52] Application of the averaging principle to Linsker's network (In Chinese), Mathematical Statistics and Applied Probability, Vol.12, No.4, 1997 (with Minping Qian).

[53] Small perturbations of one--dimensional degenerate diffusion process (In Chinese), Journal of Beijing Institute of Technology, Vol.17, No.4, 1997.

[54] The mean exit time estimates for small perturbations of degenerate diffusion process (In Chinese), Acta Mathematicae Applicatae Sinica, Vol.20, No.2, 1997.

[55] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), Chinese Annals of Mathematics, Vol.17A, No.3, 1996.

[56] Moment estimation of jump number of a class of nonhomogeneous Q process(In Chinese), Journal of Shanxi Teacher's University, Natural Science Edition, Vol.5, No.4, 1991.

Research Projects

北京市自然科学基金面上项目,1172001,密度函数的点态自适应小波估计,2017/01-2019/12,在研,参加。

国家自然科学基金面上项目,11671034,切换跳扩散过程及其应用,2017/01-2020/12,在研,主持。

国家自然科学基金面上项目,11171024,带切换的Levy型过程理论及其应用,2012/01-2015/12,已结题,主持。

国家自然科学基金面上项目,10671037,由分形布朗运动和纯跳Levy过程驱动的随机微分方程,2007/01-2009/12,已结题,参加。

教育部留学回国人员科研启动基金项目,Lxky200402,带马氏跳跃的动力系统的随机扰动,2004/05-2005/04,已结题,主持。

Conference Talks and Invited Presentations

[1] 2016.8.17-19, 2016 Annual Meeting and Workshop of Engineering Probability and Statistics of China, Shijiazhuang, China

[2] 2016.7.13-17, The 12th Workshop on Markov Processes and Related Topics, Xuzhou, China.

[3] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China

[4] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China

[5] 2015.6.27-30, The 11th Workshop on Markov Processes and Related Topics, Shanghai, China.

[6] 2015.6.23-25, Workshop on Markov Processes and Stochastic Models, Changsha, China

[7] 2014.7.28, Colloquium talk at the Department of Mathematics, Wayne State University, Detroit, USA.

[8] 2013.7.6-13, The 9th Workshop on Markov Processes and Related Topics, Emei,China.

[9] 2013.6.27, The 4th Mini-Workshop on Applied Probability, Beijing, China.

[10] 2012.7.16-20, The 8th Workshop on Markov Processes and Related Topics, Beijing, China.

[11] 2011.8.27-28, Workshop on Theory and Applications of Stochastic Processes, Beijing, China

[12] 2011.1.9, Colloquium talk at the Department of Mathematics and computer science, Fujian Normal University, Fuzhou, China.

[13] Invited talk at the 7th Workshop on Markov Processes and Related Topics,

Beijing, China, July 19--23, 2010.

[14] Invited talk at the Chinese-German Meeting on Stochastic Analysis

and Related Fields, Beijing, China, May 3--7, 2010.

[15] Colloquium talk at the Department of Mathematics, Wayne State

University, Detroit, USA, April 21, 2010.

[16] Colloquium talk at the School of Mathematics and Systems Science,

Beihang University, Beijing, China, October 16, 2009.

[17] Invited talk at the Third International Conference on Stochastic

Analysis and Its Applications, Beijing Institute of Technology, Beijing, China, July 13--17, 2009.

[18] Invited talk at the IMS-China International Conference on Statistics

and Probability, Weihai, China, July 3--6, 2009.

[19] Invited talk at the International Workshop on Probability Theory,

Statistics and Their Application to Biology, Peking University, Beijing, China, June 26--28, 2009.

[20] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

University, Beijing, China, June 10, 2009.

[21] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

University, Beijing, China, April 15, 2009.

[22] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

University, Beijing, China, April 1, 2009.

[23] Invited talk at the AMS-SMS Joint Meeting, Fudan University,

Shanghai, China, December 17--21, 2008.

[24] Colloquium talk at Academy of Mathematics and Systems Science, CAS,

Beijing, China, November, 2008.

[25] Colloquium talk at the Department of Mathematics, Wayne State

University, Detroit, USA, July 17, 2008.

[26] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

University, Beijing, China, April 23, 2008.

[27] Invited talk at the International Conference on Stochastic Analysis

and Related Fields, Huazhong University of Science and Technology,

Wuhan, China, April 7--11, 2008.

[28] Invited talk at the 5th Workshop on Markov Processes and Related Topics, Beijing Normal University, Beijing, China, July 14--18, 2007.

[29] Invited talk at the Second Sino-German Meeting on Stochastic

Analysis, Academy of Mathematics and Systems Science, CAS, Beijing,

China, March 19--23, 2007.

[30] Colloquium talk at the Department of Probablity and Statistics, Peking

University, Beijing, China, October 9, 2006.

[31] Invited talk at the Workshop on Markov Processes and Related Topics

2006, Changsha, China, August 21--26, 2006.

[32] Invited talk at the Joint Meeting of CSPS and IMS, Peking

University, Beijing, China, July 9--12, 2005.

[33] Colloquium talk at Academy of Mathematics and Systems Science, CAS,

Beijing, China, December, 2000.

[34] Colloquium talk at the School of Science, Beijing Institute of

Technology, Beijing, China, November 11, 1999.

[35] Invited talk at the third Beijing-Tianjin youth symposium on

probability and statistics, Beijing Normal University, Beijing,

China, May, 1998.

[36] Invited talk at the 5th national probability meeting, HUST, Wuhan,

China, October 14--17, 1996.

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