報告人：蔣輝 教授
報告題目：Deviation inequalities and moderate deviations of Ornstein--Uhlenbeck process with jumps
報告時間：2026年6月7日（周日）上午9：00
報告地點：云龍校區(qū)6號樓304報告廳
主辦單位：數(shù)學(xué)與統(tǒng)計學(xué)院、數(shù)學(xué)研究院、科學(xué)技術(shù)研究院
報告人簡介：
研究方向為隨機過程與隨機分析，概率極限理論與大偏差理論等。在Bernoulli、SPA、中國科學(xué):數(shù)學(xué)等期刊發(fā)表多篇學(xué)術(shù)論文。主持多項國家及省部級科研項目。
報告摘要：
In this talk, we investigate the asymptotic properties of an ergodic Ornstein-Uhlenbeck process with jumps driven by a standard Brownian motion and an independent compensated compound Poisson process. Employing an explicit approach based on Poisson Wiener-It\^o chaos decompositions, we first establish deviation inequalities and moderate deviations for the integral functionals of the Ornstein–Uhlenbeck process. Subsequently, by combining these limit theorems with tools from asymptotic analysis, we derive strong consistency, asymptotic normality and (Cram\'er-type) moderate deviation results for the least squared estimators of the drift coefficient.