报告人：蒋辉 教授
报告题目：Deviation inequalities and moderate deviations of Ornstein--Uhlenbeck process with jumps
报告时间：2026年6月7日（周日）上午9：00
报告地点：云龙校区6号楼304报告厅
主办单位：数学与统计学院、数学研究院、科学技术研究院
报告人简介：
研究方向为随机过程与随机分析，概率极限理论与大偏差理论等。在Bernoulli、SPA、中国科学:数学等期刊发表多篇学术论文。主持多项国家及省部级科研项目。
报告摘要：
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.
