About
- Department: School of Statistics
- Gender: male
- Post: 200241
- Graduate School: Peking University
- Degree: Ph.D. in Mathematics
- Academic Credentials: Associate Professor
- Tel:
- Email: qyao@sfs.ecnu.edu.cn
- Office: Room A1708, Science Building
- Address: No. 3663 Zhongshan Road(N.), Shanghai 200062, China
- PostCode: 200062
- Fax:
WorkExperience
School of Statistics, East China Normal University (2009.07-Present)
Education
Peking University (September 2004--July 2009) School of Mathematical Sciences, Ph.D. in Mathematics Advisor: Dayue Chen
Shandong Normal University (September 2000--July 2004) Department of Mathematics, B.S. with honors in Mathematics
Research Fields
Interacting particle systems, random walks, percolation, risk measures and their applications in stochastic programming, etc.
Course
Advanced Algebra I (Autumn 2015, Autumn 2016, Autumn 2017, Autumn 2019, Autumn 2020, Autumn 2021, Autumn 2022) Advanced Algebra II (Spring 2016, Spring 2017, Spring 2018, Spring 2020, Spring 2021, Spring 2022, Spring 2023) Applied Stochastic Processes (Spring 2017) Differential Equations (Spring 2013, Spring 2014, Spring 2018) Linear Algebra (Autumn 2009, Autumn 2010, Spring 2013, Spring 2014, Spring 2015, Autumn 2019, Autumn 2020) Methods of Statistical Investigation (Autumn 2013) Operations Research (Autumn 2013) Probability and Mathematical Statistics (Spring 2010, Autumn 2012, Spring 2013, Autumn 2013) Selected Topics on Mathematical Analysis (Autumn 2014) Stochastic Analysis (Autumn 2023) Stochastic Processes (Spring 2020, Spring 2021, Autumn 2021, Spring 2022, Autumn 2022, Spring 2023, Autumn 2023) Theory of Stochastic Processes (Autumn 2014)
Academic Achievements
18. Song, S. and Yao, Q. (2022+) The construction of two kinds of bijections in simple random walk paths, Preprint.
17. Li, Y. and Yao, Q. (2022) Large and moderate deviations for record numbers in some non-nearest neighbor random walks, Electron. Comm. Probab. 27 Article 57. 16. Song, S. and Yao, Q. (2022) A new method for computing the expected hitting time between arbitrary different configurations of the multiple-urn Ehrenfest model, J. Math. Study 55 254-270. 15. Li, Y. and Yao, Q. (2021) Deviations for weak record numbers in simple random walks, Chinese J. Appl. Probab. Statist.37(5) 515-522. 14. Yao, Q. (2020) Phase transition for the contact process in a random environment on Zd×Z+. In Genealogies of Interacting Particle Systems, pp 341-352, World Scientific. 13. Sun, J., Yang, X., Yao, Q. and Zhang, M. (2020) Risk minimization, regret minimization and progressive hedging algorithms, Math. Program. 181 509-530.
12. Xin, C., Zhao, M., Yao, Q. and Cui, E. (2020) On the distribution of the hitting time for the N–urn Ehrenfest model, Stat. Prob. Letters 157 108625, 11pp. 11. Zhu, L. and Yao, Q. (2018) An elementary proof for the recurrence of the product graph Z2×{0,1,...,l-1}(in Chinese), Chinese J. Appl. Probab. Statist.34(3) 275-283. 10. Sun, J. and Yao, Q. (2018) On coherency and other properties of MAXVAR, Vietnam J. Math. 46 87-94.
9. Ang, M., Sun, J. and Yao, Q. (2018) On the dual representation of coherent risk measures, Ann. Oper. Res. 262 29-46. 8. Mountford, T., Mourrat, J.-C., Valesin, D. and Yao, Q. (2016) Exponential extinction time of the contact process on finite graphs, Stoch. Proc. Appl. 126 1974-2013. 7. Qiao, G. and Yao, Q. (2015) Weak convergence of equity derivatives pricing with default risk, Stat. Prob. Letters 103 46-56. 6. Mountford, T., Valesin, D. and Yao, Q. (2013) Metastable densities for the contact process on power law random graphs, Electron. J. Probab. 18 Article 103. 5. Yao, Q. and Chen, X. (2012) The complete convergence theorem holds for contact processes in a random environment on Zd×Z+, Stoch. Proc. Appl. 122 3066-3099. 4. Yao, Q. (2010) A proof of the complete convergence theorem for contact processes on some product graphs(in Chinese), Acta Math. Scientia 30A 97-102. 3. Yao, Q. and Li, Q. (2010) Contact process on hexagonal lattice, Acta Math. Scientia (English Series) 30B 769-790. 2. Yao, Q. (2009) The existence of an intermediate phase for the contact process on some product graphs(in Chinese), Acta Math. Sinica 52 1055-1066. 1. Chen, X. and Yao, Q. (2009) The complete convergence theorem holds for contact processes on open clusters of Zd×Z+, J. Statist. Phys.135 651-680.
Honor
The 7th Outstanding Undergraduate Instructor of East China Normal University (2013)
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