Xiangfeng Yang

Xiangfeng Yang is an Associate Professor and Docent in the Department of Mathematics at Linköping University, Sweden, affiliated with the Division of Applied Mathematics (TIMA). His work bridges theoretical probability and applied mathematical modeling, with a strong emphasis on large deviations theory and stochastic processes.

His research interests include:

• Large Deviations Theory
• Random Matrices and Sample Covariance Matrices
• Stochastic Bridges (Bernstein and Markov)
• Longest Runs, Gaps, and Extremal Eigenvalues
• Hidden Markov and Reciprocal Processes
• Modern Multivariate Statistical Analysis

Xiangfeng Yang's recent publications (2015–2024) reflect a consistent and deep engagement with probabilistic asymptotics and extreme behavior in stochastic systems. His work spans theoretical foundations in probability, applications in random matrix theory, and modeling in financial and environmental contexts. A notable trend is his focus on large deviation principles across diverse settings—ranging from eigenvalues of random matrices to gaps in Poisson processes and runs in Markov chains. He frequently collaborates with PhD students, indicating an active supervisory role.

His scientific contributions are published in reputable journals such as Journal of Applied Probability, Stochastic Processes and their Applications, and Theory of Probability and Mathematical Statistics. While no explicit awards are listed, the quality and volume of his output suggest recognition within the mathematical community.

Xiangfeng Yang has supervised several PhD students to completion, including Joseph Okello Omwonylee, Denise Uwamariya, and Stefane Saize, with research topics closely aligned with his expertise in large deviations and stochastic modeling. His research likely involves collaboration within the Applied Mathematics division, though no specific lab or team name is mentioned. He continues to contribute actively to modern theoretical and applied probability.