博士,1989,北京师范大学
Ph.D., 1989, Beijing Normal University
统计过程控制、变点分析、随机图与复杂网络、应用随机过程
Statistical Process Control, Change-point Analysis, Random Graphs and Complex Networks, Applied Stochastic Processes
1989年获概率统计专业博士学位(北京师范大学)
1985年获概率统计专业硕士学位(学历:河南师范大学;学位:中南大学)
1982年获基础数学专业学士学位(新疆大学)
2000年至今,在开云网页登录 数学学院统计系任教
1989年--2000年, 在新疆大学数学系任教.
2001年-2019年,每年7-8月去香港科大开展合作研究.
1994年以来主持4项国家自然科学基金项目,参加2项国家自然科学基金重点项目、1项
面上项目、3项国家973项目.
(1)2019-2022年,国家自然科学基金项目(11871337),随机色散方程及相关三对角随机矩阵几类问题的研究.(参加)
(2)2016-2020年,国家自然科学基金重点项目(11871337),随机树、随机图与随机过程. (参加)
(3)2015-2019年,国家973项目(2015CB856004),非数据结构的统计学习:数学基础及算法
(子项目:图像数据处理与统计学习)(参加)
(4)2012-2015年,国家自然科学基金项目(11171216),大规模随机网络序列的变点监测与诊断.(负责)
(5)2011-2014年,国家973项目(2011CB808000),信息及相关领域若干重大需求的应用数学研究
(子项目:大规模网络理论及应用). (参加)
(6)2007-2010年,国家973项目(2006CB805901),数学与其他领域交叉的若干专题研究
(子项目:生命科学和网络技术中的随机方法) (参加)
(7)2006-2009年,国家自然科学基金重点项目(10531070),随机图与复杂网络. (参加)
(8)2004-2006年,国家自然科学基金项目(10371074),马氏过程参数的临界值及其离散化估计与收敛性. (负责)
(9)1997-1999年,国家自然科学基金项目(19661003),高分子反应的随机过程理论与表面活性分子的扩散研究. (负责)
(10)1994-1996年,国家自然科学基金项目(19201029),随机聚合过程的理论研究. (负责)
《经济和金融数学模型的理论与实践》(韩 东、 胡锡健),开云网页登录 出版社, 2003年1月
《应用随机过程》(韩东、王桂兰、熊德文),高等教育出版社,2016年9月
《概率论》(韩东、熊德文),科学出版社,2019年3月
下面列出在统计过程监测、变点分析、随机网络与随机过程、经济与金融中的若干数学模型四个方向的主要论文
变点最优监测的构造
[1]Han, D., Tsung, F. G. and Xian, J. G.(2017). On the optimality of Bayesian change point detection.Ann. Statist.,45, 1375-1402.
[2]Han, D., Tsung, F. G., Xian, J. G. and Yu, M. M. (2020).Optimal sequential tests for monitoring changes in the distribution of finiteobservation sequences(Published online).Statist. Sinica.Doi. 10.5705/ss.202020.0333.
[3] Ye, Y. F. andHan, D.(2020).An optimal control chart for finite matrix sequences at some unknown change point(Published online).J. Appl. Statits.Doi: 10.1080/0266476 3.2020.1772208
[4] Qiao, L. andHan, D.(2020).Optimal sequential tests for detection of changes under finite measure space for finite sequences ofnetworks(Published online).Comm.Statist.Theor. Meth.,Doi: 10.1080/03610926.2020.1864824
[5] Qiao, L. andHan, D.(2021). CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data.
J. Statis. Comput. Simul.91,3473-3491.
[6] Qiao, L. andHan, D.(2021). CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation data.Statistics,
Doi: 10.1080/02331888.2021.1943393.
控制图的优化设计与比较分析
[1]Han, D.and Tsung, F. G.(2004). A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.Ann. Statist.,32, 316-339.
[2]Han, D.and Tsung, F. G.(2005). Comparison of the Cuscore, GLRT and CUSUM control charts for detecting a dynamic mean change.Ann. Inst. Statist. Math.,57, 531--552.
[3]Zhao, N.,Han, D.and Tsung, F. G. (2005), Comparison of CUSUM, GLR, GEWMA and RFCuscore in detecting mean shifts of stable processes.Chinese J. of Appli. Prob. Stat.,21, 403-411.
[4]Han, D.and Tsung, F. G. (2006). A reference-free Cuscore chart for dynamic mean change detection and a unified framework for charting performance comparison.J. Amer. Statist. Asso.,101, 368-386.
[5]Han, D.and Tsung, F. G. (2007). Detection and diagnosis of unknown abrupt changes using CUSUM multi-chart schemes.Sequent. Anal., 26, 225-249.
[6]Han, D., Tsung, F. G., Hu, X. J. and Wang, K. B. (2007). A CUSUM multi-chart for detecting a range of mean shifts.Statist. Sinica,17, 1139-1164.
[7]Han, D., Tsung, F. G. and Li, Y. T. (2007). A CUSUM chart with local signal amplification for detecting a range of unknown shifts.Int. J. of Reliab. Qual. Safety Engin.,14, 81-97.
[8] Zhang, C.,Han, D.and Tsung, F. G. (2007). The average run lengths of control charts for stable Levy processes.Chinese J. of Appli. Prob. And Stat.,23, 384-394.
[9]Han, D., Tsung, F. G. and Hu, X. J. (2008). A multi-chart approach for mean shift detection.Chinese J. of Appli. Prob. and Stat.,24, 297-311.
[10]Han, D.and Tsung, F. G. (2009). Run length properties of the CUSUM and EWMA control schemes for stationary auto-correlated processes.Statist. Sinica,19, 473-490.
[11]Han, D., Tsung, F. G., Li, Y. T. and Wang, K. B. (2010). A nonlinear filter control chart for detecting dynamic changes.Statist. Sinica,20,1077-1096
[12]Han, D.,Tsung, F. G., Li, Y. T. and Xian, J. G.(2010). Detection of changes in a random financial sequence with a stable distribution.J. Appli. Statist.,37, 1089 - 1111.
[13]Han, D., Tsung, F. G. and Ning, X. H. (2015). Detection and diagnosis of distribution changes of degree ratio in complex networks.Comm. Statist. Theor. Meth.,44, 1911-1938
[14]Xian, J. G.,Han, D.and Yu, J. Q. (2016).Online change detection of Markov chains with unknown post-change transition probabilities.Comm. Statist. Theor. Meth.45,597-611.
[15] Nawaz, T., Raza, M. andHan, D.(2018). A new approach to design efficient univariate control charts to monitor the process mean.Qual. Relial. Engng. Int.34, 1732-1751.
[16] Raza, M., Nawaz, T. andHan, D.(2019).On designing new optimal synthetic Tukey’s control charts,J. Statist. Comput. Simul.,89,2218-2238
[17] Ye, Y. F. andHan, D.(2019) Multi-distance support matrix machines.Patt. Recogn. Lett.,128, 237-243.
[18]Raza, M., Nawaz, T. andHan, D.(2020). On designing distribution-free homogeneously weighted moving average control charts.J. Testing Evaluat.,48, 3154-3171.
[19] Nawaz, T. andHan, D.(2020). Neoteric ranked set sampling based combined Shewhart-CUSUM and Shewhart-EWMA control charts for monitoring the process location.Europ. J. Indust. Engin.14, 649-683.
[20] Engmann, G. M. andHan, D.(2020).Multi-chart schemes for detecting changes in disease incidence.Comput. Math. Meth. in Medicine, Doi: 10.1155/2020/7267801
[21] Engmann, G. M. andHan, D.(2021).The optimized CUSUM and EWMA multi-charts forjointly detecting a range of mean and variance change (Published online).
J. Appl. Statits.Doi: 10.1080/02664763.2020.1870670
[22] Engmann, G. M. andHan, D.(2021) Asyptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change.J. Statist. Comput. Simul.
Doi: 10.1080/00949655.2021.1966005.
[23] Abdullah, Q. andHan, D.(2021). High-dimensional covariance matrices tests for analyzing multi-tumor gene expression data.Statist. Meth. Med. Res.
Doi: 10.1177/09622802211009257.
[24] Abdullah, Q. andHan, D.(2021). Homogeneity test for several covariance matrices with high-dimensional data.J. Bioph. Statist.31, 523-540.
随机图、随机网络与随机过程
[1]Han, D.(1990). Existence of solution to the martingale problem for infinite dimensional reaction diffusion particle systems with multi-species,Chinese J. of Appli. Prob. and Stat.,2,265-278
[2]韩 东(1992). 多物种无穷维反应扩散粒子系统鞅解的唯一性. 数学年刊,13A, 271-277
[3]Han, D.(1994), The stationary distribution of a continuous-time random graph process,Chinese Quart. J. of Math.,9, 64-68.
[4]Han, D.(1994), The stationary distribution of a continuous-time random graph process with interacting edges,Acta Math. Phy. Sinica,14, 98-102.
[5]Han, D.(1994), Existence of infinite dimensional reaction diffusion process with multi-species,Chinese J. of Contemporary Math.,15., 575-263, Allerton Press, Inc. New York.
[6]Han, D.(1995), Uniqueness of infinite dimensional reaction diffusion process with multi-species,Chinese J. of Contemporary Math.,16., 373-381, Allerton Press, Inc. New York.
[7]Han, D.(1995), Sub-critical asymptotic behavior in the thermodynamic limit of reversible random polymerization processes,J. of Stat. Phys.,80, 389-404
[8]韩 东(1995), 正则Q-过程收敛到闭集的充要条件, “基础科学的新进展“,19-23,中国科技出版社
[9]Han, D. (1996), Sub-critical asymptotic behavior in the modified Lushnikov process of polymerization,Acta Math. Phy. Sinica,16, 412-420.
[10]韩 东(1998), 聚合反应的马尔可夫过程研究. 数学年刊,19A, 729-740
[11]Han, D. (2000), Construction of the strong symmetry diffusion processes,Stochastic Anal. and Appl., 18, 201-210
[12]Han, D.(2000), The near-critical and supercritical asymptotic behavior in the thermodynamic limit of reversible random polymerization processes,Acta Math. Sci.,20, 390-396
[13]Han, D. (2003), A necessary and sufficient condition for gelation of a reversible Markov process of polymerization,J. Phys. A: Math. Gen.,36, 893-909.
[14]Han, D.(2003), The asymptotic distributions of the size of the largest length of a reversible Markov process of polymerization,J. Phys. A: Math. Gen.36, 7485-7496.
[15]Han, D.and Han, Y. L. (2003). Gelation of a reversible Markov process of polymerization.Acta Math. Appl. Sinica, Engl. Ser.,19, 87-96.
[16] Wu, S. J.,Han, D., and Meng, X. Z. (2004). P-moment stability of stochastic differential equations with jumps,Appl. Math. and Comput.,152, 505-519.
[18] Qui, W. J. andHan, D.(2005). The limit distributions of return in stock market.Chinese J. of Appli. Prob. and Stat.,21, 130-140.
[19] Wu, S. J. andHan, D. (2005), Exponential stability of functional differential systems with impulsive effect on random moments.Comput. Math. Appl.50, 321--328.
[20] Meng, X. Z. andHan, D.(2005), Stability and bifurcation in a non-Kolmogorov type prey-predator system with time delay.Math. Comput. Modelling,41, 1445--1455.
[21] Hu, X. J. andHan, D. (2008). Asymptotic distributions of return for several stocks with trading volume,Chinese J. of Appli. Prob. and Stat.,24, 83-97
[22]Han, D. and Zhou, Q. (2006). The continuous time Markov processes and degree distribution of evolving networks. MATCH.Comm. in Math. and Comp. Chem.,56, 485-492.
[23] Hu, C. H. andHan, D.(2006). Existence and uniqueness of infinite dimensional heterogeneous coagulation-fragmentation Processes,Chinese J. of Contemporary Math.,27,
[24] Hu, C. H.,Han, D., and Hsu, C. H. (2007). Critical behavior of the heterogeneous random coagulation-fragmentation processes,J. Phys. A: Math. Theor.40, 14649-14665.
[25] Wu, S. J. andHan, D.(2007). Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps.Statist. Probab. Lett.,77, 211--219.
[26] Hsu, C. H. and Han, D. (2008). Asymptotic behaviors for percolation clusters with uncorrelated weights.Theor. Math. Phys.157,1626-1635
[27]Han, D., Zhang, X. S. and Zheng, W.A. (2008). Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes.Acta Math. Sin.(Engl. Ser.)24, 121-138.
[28] Mao, M. Z. andHan, D.(2009). Lyapounov exponents and law of large numbers for random walk in random environment with holding times,Acta Math. Sci.29, 1383-1394
[29] Xu, Z. H andHan, D.(2011). Rate function of large deviation for a class of nonhomogeneous Markov chains on supercritical percolation network.Acta Math. Sinica,Engl. Ser.,27, 1813–1830.
[30] Zhao, D. L. andHan, D.(2011). Stability of linear neutral differential equations with delays and impulses established by the fixed points method.Nonlinear Anal.74, 7240–7251
[31] Zhao, D.L. andHan, D.(2011). Mean square exponential and non-exponential asymptotic stability of impulsive stochastic volterra equations.J. Inequal. Appl.,9,14
[32] Dong, Y., Xin, J. G. andHan, D.(2013). New conditions for synchronization in complex networks with multiple time-varying delays.Commun. Nonlinear Sci. Numer. Simul.18, 2581-2588.
[33] Li, Y. andHan, D.(2013). A two-stage contact process on scale-free networks.J. of Stat. Phys.153, 312-324.
[34]Han, D.and Tsung, F. G. (2014). The stability, bullwhip effect and optimization of a horizontal collaboration supply chain network.Neural, Parallel and Sci. Comp.,22, 1-44.
[35]韩东、张登 (2015).随机生灭Q矩阵的极限谱分布.中国科学:数学,45, 539-558
[36]李彦、韩东(2016).图过程连通分支的极限密度.中国科学:数学,46, 481-494.
[37]Khoojine, A. S.andHan, D.(2019). Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns volumes and mutual information.Physica A,523,1091–1109
[38]Khoojine, A. S.andHan, D.(2019).Topological structure of stock market networks during financial turbulence: non-linear approach.Univers. J. Accounting and Finance.7, 106-121
[39] Khoojine, A. S. and Han, D. (2020) Stock price network autoregressive model with application to stock market turbulence.Eur. Phys. J. B.93,doi.org/10.1140/2020-100419-9
[40]韩东(2020). 动态非保守生灭Q矩阵的极限谱密度.中国科学:数学,50, 59-68.
[41] Gao, L. andHan, D.(2020), Extreme value distributions for two kinds of path sums of Markov chain.Meth. Comp. Appl. Probab.22, 279-294
[42]Han, D.and Xia, M. (2020). The three kinds of degree distributions and Nash equilibrium on the limiting random network.Stoch. and Dynam.DOI:10.1142/S021949372050031
[1]Han, Dand Hu, X. J. (1999). Some mathematical models in economics and finance,J. of Xinjiang Univ.,16, 15-21
[2] 胡锡建、韩东.(1998). 回归-马尔可夫链组合模型在股票价格分析与预测中的应用.预测,10, 34-39
[3]Han, D. and Hu, X. J. (1998), On the relative balanced growth of price of the closed dynamic input-output model with variable coefficients, in: Lecture Notes in
Operational Research (3),World Publishing Corporation, Beijing, 345-356,
[14]Han, D.and Hu, X. J. (1996), Some Mathematical Models in Economics (in Chinese), In: Proceedings of Eourth Industry andApplied Mathematics Society of China,Press of Fudan Univ., 245-249
[15] Shayiti, A. J.,Han, D.and Zhu, W. B. (1996), An Application of Markov Chain to Forecasting Stock Price (in Chinese),Mathematics in Economics, Vol., 13, No.2, 112-116.
[16]Han, D.and Hu, X. J. (1995), On the Random Dynamic Input-Output Model, In: Proceedings of International Conference on Information and Knowledge Engineering,Dalian Maritime University Publishing House,Dalian, China, 800-803.
[17]Han, D.,Zhang, G. Y. and Hu, X. J. (1995), Some Limit Properties of Non-homogeneous Input-Output Model (in Chinese),Chinese J. of Pure and Applied Math., Vol.1, No.2, 110-114
[18] Hu, X. J. andHan, D.(1995), Some Results of A Random Graph Process (in Chinese),J. of Xinjiang Univ., Supp., 1-6 [34]
[24]Han, D.(1995), An Analysis of Markov Chain on the Stock Price and Stock Speculation, In:The Proceedings of International Conference on Optimization: Techniques and Application, World Scientific, Singapore, Vol.2, 810-814
[26]Han, D.(1995), A Discrete Random Model of Optimal Advertising, In:Lecture Notes in Operations Research, World Publishing Corporations, Beijing, Vol.1, 518-521.
[27]Han, Dand Hu, X. J. (1993), A Study on Input-Output Model of Suiting the Needs of Market (in Chinese), I,Chinese J. of Pure and Applied Math., Vol.(Supp.), 58-61
[30]Han, D.(1991), Ergodicity of One Dimensional Brusselator Models (in Chinese), J. of Xinjiang Univ., Vol.8, No.3, 37-40
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