教授
博士生导师
硕士生导师
入职时间：2002-06-24
所在单位：数学与统计学院
职务：副院长
学历：博士研究生毕业
办公地点：数理楼654办公室
性别：男
联系方式：liuyy@csu.edu.cn
学位：博士学位
在职信息：在职
毕业院校：中南大学
学科：数学
访问量：
最后更新时间：..
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[1]Sarah Dendievel, Guy Latouche, Yuanyuan Liu, Yingchun Tang.Singularly perturbed Markov modulated fluid queues.[J].SIAM Journal on Matrix Analysis and Applications., 43 (1) (2022) : 377-404.
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[2]Jinpeng Liu, Yuanyuan Liu, Yiqiang Zhao.Augmented truncation approximations to the solution of Poisson's equation for Markov chains[J].Applied Mathematics and Computations, 414 (2022) : 126610.
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[3]E. A. Alawamy, Y Liu, Y. Q. Zhao.Bayesian analysis for Single-Server Markovian Queues Based on the No-U-Turn Sampler[J].Communications in Statistics - Simulation and Computation (2022) : 2025841.
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[4]Yuanyuan Liu, Zibo Niu, Muhammad Tahir Suleman, Libo Yin, Hongwei Zhang.Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high frequency framework[J].Energy, 238 (2022) : 121779.
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[5]Na Lin, Yuanyuan Liu, On algebraic and exponential transience for continuous-time Markov chains[J].Applied Probability and Statistics (2022) : 1001-4268.
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[6]Zibo Niu, Yuanyuan Liu, Wang Ga, Hongwei Zhang.The role of coronavirus news in the volatility forecasting of crude oil futures markets[J].Evidence from China. Resources Policy, 73 (2021) : 102173.
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[7]Yuanyuan Liu, Jinpeng Liu.Hoeffding's inequality for Markov processes via solution of Poisson’s equation[J].Frontiers of Mathematics in China, 16(2) (2021) : 543-558.
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[8]Wendi Li, Jinpeng Liu, Yuanyuan Liu.Augmented truncation approximations of Markov chains[J].数学理论及其应用, 40(3) (2020) : 22-39.
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[9]Yuanyuan Liu, Xiuqin Li, Wendi Li.On geometric and algebraic transience for block structured Markov chains.[J].Journal of Applied Probability, 57(4) (2020) : 1313-1338.
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[10]Fangfang Lyu, Yuanyuan Liu, Kemeny's constant for countable Markov chains.[J].Linear Algebra and its Applications, 604 (2020) : 425-440.
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[11]Yang Li, Yuanyuan Liu.V-uniform ergodicity for fluid queues[J].Applied Mathematics-A Journal of Chinese Universit, 2019, 34 (1) : 82-91.
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[12]Wendi Li, Yuanyuan Liu.Exact tail asymptotics for fluid models driven by M/M/c queue[J].Queueing Systems, 2019, 91(3-4): 319-346.
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[13]Yuanyuan Liu, Wendi Li.Error bounds for augmented truncation approximations of Markov chains via the perturbation method[J].Advances in Applied Probability, 2018, 50 (2) : 645-669.
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[14]Yuanyuan Liu, Peifei Wang, Yiqiang Zhao.The variance constant for continuous-time level dependent quasi-birth-and-death processes.Stochastic Models, 2018, 34 (1) : 25-44.
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[15]Yuanyuan LIU, Yanhong SONG.Integral-type functionals of first hitting times for continuous-time Markov chains.Frontiers of Mathematics in China, 2018, 13 (3) : 619-632.
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[16]Yuanyuan Liu, Hiroyuki Masuyama, Wendi Li.Error bounds for augmented truncation approximations of continuous-time Markov chains[J].Operations Research Letters, 46(9) (2018) : 409-413.
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[17]Shuxia Jiang, Yuanyuan Liu, Yingchun Tang.A unified perturbation analysis framework for countable Markov chains[J].Algebra and Its Applications, 2017, 529 (15) : 413-440.
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[18]Shuxia Jiang, Yuanyuan Liu, Guy Latouche.Wavelet transform for quasi-birth-death processes with a continous phase set[J].Applied Mathematics and Computation, 2015, 252 (1) : 354-376.
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[19]Yuanyuan Liu, Perturbation analysis for continous-time Markov chains[J]. 2015, 58, No. 12: 2633–2642.SCIENCE CHINA Mathematics, 2015, 58 (12) : 2633–2642.
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[20]汤迎春, 刘源远, 赵以强.Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains.中国科学：数学, 2015, 45 (5) : 671~682.
