靳兴胡
讲师
研究领域
概率论极限理论：随机微分方程及其数值解经验测度的极限行为；
排队系统：排队论系统稳态分布逼近以及“极限交换”问题；
数据抽样：生成高维重尾分布随机数。
论文成果
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Xinghu Jin，Xun Xu，Euler-Maruyama approximation for stable SDE with Markovian switching and related asymptotics:Journal of Applied Probability
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Xinghu Jin，Xiaolong Zhang，Optimal rates for ergodic SDEs driven by multiplicative \alpha-stable processes in Wasserstein-1 distance:Journal of Differential Equations
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Peng Chen，Yimin Xiao,Lihu Xu，Xinghu Jin，Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes:Advances in Applied Probability
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Xinghu Jin，Tian Shen,Yuzhen Tan，Zhonggen Su，The Euler-Maruyama's approximation of state-dependent regime switching diffusions:Journal of Theoretical Probability,2024
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Xinghu Jin，Guodong Pang,Xin Xu，Lihu Xu，An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin– Whitt regime and related asymptotics:Mathematics of Operations Research
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Peng Chen，Xinghu Jin,Tian Shen，Zhonggen Su，Variable-step Euler–Maruyama approximations of regime-switching jump diffusion processes:Journal of Theoretical Probability,2024(37):1597-1626.
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Xinghu Jin，Tian Shen，Zhonggen Su，Using Stein's method to analyze Euler–Maruyama approximations of regime-switching jump diffusion processes:Journal of Theoretical Probability,2022(36):1797–1828.
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Peng Chen，Xinghu Jin,Xiang Li，Lihu Xu，A generalized Catoni's M-estimator under finite α-th moment assumption with α ∈ (1, 2):Electronic Journal of Statistics,2021,15):5523–5544.
专利成果
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著作成果
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