范協銓,男,1982年12月,理學博士,教授,博士生導師,碩士生導師。
聯系方式
電子郵件:fanxiequan@neuq.edu.cn
研究方向
主要研究以下極限理論問題及其在數理統計中的應用:
1. 正態逼近理論;
2. 自正則化極限理論;
3. 偏差不等式;
4. 中偏差和大偏差;
5. 大象隨機游動;
教育背景
2002.09-2006.06 湖北大學 數學與應用數學 理學學士;
2006.09-2009.06 北京師范大學 基礎數學 理學碩士;
2009.10-2013.08 法國南布列塔尼大學(國家公派) 概率論與數理統計 理學博士;
工作履歷
2013.10-2015.09 法國國家信息與自動化研究所和巴黎中央理工大學(現為巴黎薩克雷大學),博士后;
2015.09-2023.02 天津大學, 副教授;
2023.03-今天 威尼斯wnsr9778秦皇島分校, 副教授/教授;
學術兼職
2013年起擔任美國數學會Math.Reviews評論員;
2017年起擔任全國研究生教育評估監測專家;
2020年8月-2022年8月,受邀擔任數學雜志《Mathematics Letters》的編委;
2022年11月-2024年11月,受邀擔任數學雜志《World Journal of Mathematics and Statistics》的編委;
2022年起擔任德國數學文摘zbMATH Open評論員;
2022年全國本科畢業論文(設計)抽檢評審專家;
以下 SCI 雜志審稿人:《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.》、《中國科學》;
獎勵與榮譽
科研情況
【在研項目】
1.相依隨機變量的自正則化極限理論及其應用,國家自然科學基金面上項目,主持者,2024.01-2027.12.
2.大象隨機游動的極限理論,河北省自然科學基金面上項目,主持者,2025.01-2027.12
【結題項目】
1.基于重穩定過程的金融模型,法國國家信息與自動化研究所,主持, 2013.10-2015.08;
2.依時隨機環境中的實值分枝隨機游動的極限定理,國家青年科學基金,第二參與者,2016.1-2018.12;
3.鞅的Cramer型大偏差展式及其應用,國家青年科學基金,主持者, 2017.01-2019.12;
4.關于鞅的Berry-Esseen界,天津大學北洋學者,主持者,2018.01-2019.12;
5.分枝隨機游動的極限理論,國家自然科學基金面上,第一參與者, 2020.1-2023.12.
獎勵與榮譽
1. 2017年天津市數學會“青年學術獎一等獎”;
2. 2017年天津大學“北洋學者*青年骨干教師”;
學術成果
近年來,在本方向權威雜志《Bernoulli》、 《Stochastic Process. Appl.》、 《Ann. I.H.P. Probab. Statist.》、《Sci. China Math.》上發表SCI檢索論文40多篇,發表高被引和熱點論文1篇。
【代表性學術論文】
[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., 2012. Large deviation exponential inequalities for supermartingales, Electron. Commun. Probab. 17, no. 59, 1--8.
[3] Fan, X., Grama, I. and Liu, Q., 2013. Cramer large deviation expansions for martingales under Bernstein's condition, Stochastic Process. Appl. 123, 3919--3942.
[4] Fan, X., Grama, I. and Liu, Q., 2013. Sharp large deviations under Bernstein's condition, C. R. Acad. Sci. Paris, Ser. I. 351, 845--848.
[5] Chazottes, J.R., Cuny, C., Dedecker, J., Fan, X. and Lemler, S., 2014. Limit theorems and inequalities via martingale methods, ESAIM: Proceedings.44,177--196.
[6] Fan, X., Grama, I. and Liu, Q., 2014. A generalization of Cramer large deviations for martingales, C. R. Acad. Sci. Paris, Ser. I. 352, 853--858.
[7] Dedecker, J. and Fan, X., 2015. Deviation inequalities for separately Lipschitz functionals of iterated random functions, Stochastic Process. Appl. 125, 60--90.
[8] Fan, X., Grama, I. and Liu, Q., 2015. Exponential inequalities for martingales with applications. Electron. J. Probab. 20, no. 1, 1--22.
[9] Fan, X., Grama, I. and Liu, Q., 2015. Sharp large deviation results for sums of independent random variables. Sci. China Math. 58, 1939--1958.
[10] Fan, X., Grama, I. and Liu, Q., 2017. Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation. Statistics 51(1): 105--122.
[11] Fan, X., Grama, I. and Liu, Q., 2017. Deviation inequalities for martingales with applications. J. Math. Anal. Appl. 448(1): 538--566.
[12] Fan X. 2017. Self-normalized deviation inequalities with application to t-statistic. Statist. Probab. Letters 127: 158--164.
[13] Fan, X., Grama, I. and Liu, Q., 2017. Martingale inequalities of type Dzhaparidze and van Zanten. Statistics. 51(6), 1200--1213.
[14] Fan, X., 2017. Sharp large deviation results for sums of bounded from above random variables. Sci. China Math. 60(12), 2465--2480.
[15] Fan, X., Shao, Q.M. 2018. Berry-Esseen bounds for self-normalized martingales. Comm. Math. Statist. 6(1): 13--27.
[16] Fan, X. 2019. Exact rates of convergence in some martingale central limit theorems. J. Math. Anal. Appl. 469(2). 1028--1044.
[17] Fan, X., Grama, I., Liu, Q., Shao, Q.M. 2019. Self-normalized Cramer type moderate deviations for martingales. Bernoulli 25(4A), 2793--2823.
[18] Fan, X., Wang, S. 2019. Bernst ein type inequalities for self-normalized martingales with applications. Statistics 53(2): 245--260.
[19] Fan, X., Levy-Vehel, J. 2019. Tempered Fractional Multistable Motion and Tempered Multifractional Stable Motion. ESAIM-Probab. Stat. 23, 37--67.
[20] Fan, X. 2019. Cramer-type moderate deviations for stationary sequences of bounded random variables. C. R. Acad. Sci. Paris, Ser. I. 357(5), 463--477.
[21] Alquier P., Doukhan P., Fan X. 2019. Exponential inequalities for nonstationary Markov chains. Dependence Modeling 7(1), 150--168.
[22] 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.
[23] 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.
[24] Fan, X., Grama, I. and Liu, Q., 2020. Cramer moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications. J. Theoret. Probab. 33, 749--787.
[25] Fan, X. 2020. Cramer type moderate deviations for self-normalized $\psi$-mixing sequences. J. Math. Anal. Appl. 486(2): 123902.
[26] 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.
[27] Wu, S., Ma, X., Sang, H., Fan, X., 2020. A Berry-Esseen bound of order 1/sqrt(n) for martingales. C. R. Acad. Sci. Paris, Ser. I. 358(6): 701--712.
[28] Fan, X., Ma, X. 2020. On the Wassertein distance for a martingale central limit theorem. Statist. Probab. Letters 167. 108892.
[29] Hu, H., Froment, J., Wang, B., Fan, X. 2020. Spatial-frequency domain nonlocal total variation for image denoising. Inverse Probl. Imaging 14(6): 1157--1184.
[30] 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
[31] Fan, X., Hu, H., Ma, X. 2021. Cramer moderate deviations for the elephant random walk. J. Stat. Mech. Theory E. 2021: 23402.
[32] 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.
[33] Fan, X., Alquier, P., Doukhan, P. 2022. Deviation inequalities for stochastic approximation by averaging. Stochastic Process. Appl. 152(1), 452--485
[34] Doukhan, P., Fan, X., Gao, Z.Q. 2023. Cramer moderate deviations for a supercritical Galton-Watson process. Statist. Probab. Letters. 192, 109711
[35] Fan, X., Shao, Q.M. 2023. Self-normalized Cramér moderate deviations for a supercritical Galton-Watson process. J. Appl. Probab. 60(4), 1281--1292
[36] Deng, G.T., Fan, X., Gao, Z.Q., 2023. Asymptotic expansions in the local limit theorem for a branching Wiener process. Statist. Probab. Letters. 199, 109856.
[37] Fan, X., Hu, H., Wu, H., Ye, Y. 2023. Comparison on the criticality parameters for two supercritical branching processes in random environments. Acta Math. Sci.(in Chinese), 43A(5): 1440--1470.
[38] Wu, H., Gao, Z.Q., Ye, Y., Fan, X., 2023. Wasserstein-1 distance and nonuniform Berry-Esseen bound for a supercritical branching process in a random environment. J. Math. Research Appl. 43(6):737--753.
[39] 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.
[40] Fan, X., 2024. Sharp moderate and large deviations for sample quantiles. Statist. Probab. Letters. 205, 109951.
[41] Fan, X., Shao, Q.M. 2024. Cramér's moderate deviations for martingales with applications. Ann. Inst. H. Poincaré Probab. Statist. 60(3): 2046--2074.
[42] Fan, X., Hu, H., Xu, L., 2024. Normalized and self-normalized Cramér-type moderate deviations for Euler-Maruyama scheme for SDE. Sci. China Math. 67(8): 1865--188
[43] Fan, X., Shao, Q.M., 2025. Cramér's moderate deviations for martingales with applications. Bernoulli 31(1), 2025, 130--161.
學術報告
【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. 津冀數學會聯合學術年會. 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. 第十二屆全國概率極限理論和統計大樣本理論學術研討會}. 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. 第八屆全國概率論年會. Talk of 25 min.: Cramer's moderate deviations for martingales with applications.
【15】 Qinhuangdao, China, 22 Sept., 2023. 河北省工業與應用數學學會2023年會. Talk of 25 min.: Cramer's moderate deviations for martingales with applications.
【16】 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.
【17】 Wuhan, China, 27-30 June, 2024. ICSA China Conference. Talk of 30 min.: Cramer's moderate deviations for martingales with applications.
【18】 Yinchuan,China,6-9 July, 2024. IMS China International Conference on Statistics and Probability. Talk of 30 min.: Rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales.
【19】 Xiamen, China,7-11 Oct.,2024. Annual conference on probability. Talk of 25 min.: Rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales.
【20】 Changsha, China, 12-16 June, 2025. 第九屆全國概率論年會. Talk of 25 min.: Self-normalized Cramer type moderate deviations for martingales with applications.
【21】 Hangzhou, China, 11-13 July, 2025. Join Conference on Statistics and Data Science in China. Talk of 25 min.: Cramer's moderate deviations for martingales with applications.
講授課程情況
《概率論》、《數理統計》、《生物統計學》、《高等數學》、《線性代數》
指導研究生情況
已畢業碩士研究5人,獲1人次國家獎學金,1人次天津大學三好學生,4人次一等學業獎學金,發表SCI論文多篇。