韩东 Han Dong

教授 Professor

办公室 Office：

6 号楼 511

办公室电话 Office phones：

总机（Telephone Exchange）×

E-mail：

donghan@sjtu.edu.cn

教育背景 Education：

博士，1989，北京师范大学

Ph.D., 1989, Beijing Normal University

研究兴趣 Research Interests：

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

教育背景/经历　Education

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）

工作经历　Work Experience

2000年至今，在大阳城娱乐官网优惠活动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．

教学情况

科研项目

研究兴趣

著作

Publications

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 finite observation sequences (Published online). Statist. Sinica. Doi. 10.5705/ss.202020.0333.

[3] Ye, Y. F. and Han, 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. and Han, D. (2020). Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks (Published online). Comm. Statist. Theor. Meth., Doi: 10.1080/03610926.2020.1864824

[5] Qiao, L. and Han, 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. and Han, 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. and Han, 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. and Han, D. (2019). On designing new optimal synthetic Tukey’s control charts, J. Statist. Comput. Simul., 89, 2218-2238

[17] Ye, Y. F. and Han, D. (2019) Multi-distance support matrix machines. Patt. Recogn. Lett.,128, 237-243.

[18] Raza, M., Nawaz, T. and Han, D. (2020). On designing distribution-free homogeneously weighted moving average control charts. J. Testing Evaluat., 48, 3154-3171.

[19] Nawaz, T. and Han, D. (2020). Neoteric ranked set sampling based combined Shewhart-CUSUM and Shewhart-EWMA control charts for monitoring the process locations. Europ. J. Indust. Engin. 14, 649-683.

[20] Engmann, G. M. and Han, 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. and Han, D. (2021). The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change (Published online).

J. Appl. Statits. Doi: 10.1080/02664763.2020.1870670

[22] Engmann, G. M. and Han, 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. and Han, 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. and Han, 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.

[17] Li, Y. and Han, D. (2005). A necessary condition for the occurrence of infinite size cluster of interacting agents in stock market. Math. Applicata, 18, 14-20.

[18] Qui, W. J. and Han, D. (2005). The limit distributions of return in stock market. Chinese J. of Appli. Prob. and Stat., 21, 130-140.

[19] Wu, S. J. and Han, D. (2005), Exponential stability of functional differential systems with impulsive effect on random moments. Comput. Math. Appl. 50, 321--328.

[20] Meng, X. Z. and Han, 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. and Han, 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. and Han, 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. and Han, 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. and Han, 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 and Han, 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. and Han, 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. and Han, 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. and Han, 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. and Han, 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. and Han, 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. and Han, 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. and Han, 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

经济与金融中的若干数学模型

[1] Han, D and 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,

[4] Han, D., Zhang, G. Y. and Hu, X. J. (1997), The Relation Between Production and Consumption in Non-homogeneous Input-Output Model (in Chinese), Chinese J. of Appl. Math., Vol.10, No.1, 71-74

[5 Han, D., Hu, X. J. and Zhong, P. (1997), A Study on Variable, Factors of Economic Development and Industrial Structure of Xinjiang (in Chinese), Finance and Economics of Xinjiang, Vol.14, No.2, 33-36

[6] Hu, X. J., Han, D. and Zhong, P. (1997), A Positive Analysis of Input-Output Model for Industrial Structure of Xinjiang, in: Proceedings of international Conference on Economic Development of Mid-Asia, Urumqi, China, 60-67

[7] Han, D. (1997), A new Method of Revising the Coefficient Matrix of Consumption, Systems Engineering, Vol.15, No.2, 66-68

[8] Han, D. and Hu, X. J. (1996), A Study on the Economic Dislocation in Dynamic Input-Output Model, Chinese J. of System Engineering Theory and Practice, Vol.5, No.2 205-214.

[9] Han, D. (1996), One the Limit Theorems of Non-homogeneous Input-Output Model with Consumption (in Chinese), II, J. of Xinjiang Univ.,Vol. 13, No.4, 1-10

[10] Han, D. (1996), One the Limit Eheorems of Non-homogeneous Input-Output Model (in Chinese),I, Chinese J. of Engineering Mathematics, Vol.14, No.3, 24-32.

[11] Han, D. and Hu, X. J. (1996), A Random input-Output Model (in Chinese), II, J. of Xinjiang Univ., Vol.13, No.2, 33-36.
[12] Han, D. and Hu, X. J. (1996), The Turnpike Theorems of Optimum Capital Accumulation at the Final State (in Chinese), In: Proceedings of Fifth Operations Research Society of China, Press of Xidian univ., 544-548

[13] Han, D. and Hu, X. J. (1996), A Study on Monitoring and Warning of Economic Development of Xinjiang. Finance and Economics of Xinjiang Vol.13, No.5, 16-19

[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. and Han, D. (1995), Some Results of A Random Graph Process (in Chinese), J. of Xinjiang Univ., Supp., 1-6 [34]

[19] Han, D., Zhang, G. Y. and Zhang, X. W. (1995), A Study on the Mathematical Model of sales Management (in Chinese), J. of Xidian Univ., Vol.22 (Suppl.), 157-161
[20] Han, D. and Hu, X. J. (1995), A Random Input-Output Model (I) (in Chinese), J. of Xinjiang Petroleum Institute, Vol. (Supp.), 1-4

[21] Han, D., Hu, X. J. and Zhang, G. Y. (1995), An Analysis of Time Series in Input-Output Model, J. of Xinjiang Petroleum Institute, Vol. (Suppl.), 25-27

[22] Hu, X. J. and Han, D. (1995), A Dynamic Random Input-Output Model (in Chinese), J. of Xinjiang Petroleum Institute, Vol. (Supp.), 1-4

[23] Hu, X. J. and Han, D. (1995), A Study on Input-Output Model of Suiting the Needs of Market (in Chinese), II, J. of Xinjiang Univ., Vol.12, No.1, 1995, 28-31

[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

[25] Han, D. (1995), On the Combination Forecasting Model of Time Series and Markov Chain (in Chinese), Statistics and management, Vol. (Suppl.), 357-359

[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, D and 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

[28] Han, D. (1993), Non-homogeneous Input-Output Model (in Chinese), In: Proceedings of First Operations Research of China for Youth, Press of Wuhan Univ., Vol.1, 265-271 (Financial Mathematics)

[29] Han, D. (1992), A limit Theorem for The Distribution of Sums of Independent Random Variables (in Chinese), J. of Xinjiang Univ., Vol.9, No.3, 26-32

[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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