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陈木法,教授,博士生导师,院士。1983年11月获北京师范大学理学博士学位,是我国自己培养的第一批博士之一。自1980年起任教于北京师范大学数学系(今数学学院),从事概率论研究。1985年起任教授,1990年起为博士生导师,期间1986年10月至1987年9月曾任英国Edinburgh大学海外研究员。分别于2003年和2009年当选为中国科学院和第3世界(也称为发展中国家)科学院院士。2012年当选美国数学会Fellow。主要从事概率论与相关领域的研究工作。将概率方法引入第一特征值估计研究并找到了下界估计的统一的变分公式,使得三个方面的主特征值估计得到全面改观;找到了包括Hardy型不等式在内的诸不等式的显式判别准则和关系图,拓宽了随机稳定性理论,发展了谱理论;得到了一维情形各种随机稳定性速度的统一估计;最早研究马氏耦合并得出一条基本定理,更新了耦合理论并开拓了一系列新应用;最先从非平衡统计物理中引进无穷维反应扩散过程,解决了过程的构造、平稳态的存在性和唯一性等根本课题,此方向今已成为国际上粒子系统研究的重要分支;完成了一般或可逆跳过程的唯一性准则并找到唯一性的强有力的充分条件,得到非常广泛的应用;彻底解决"转移概率函数的可微性"等难题,建立了马氏跳过程的系统理论。2019 年 11 月任职于江苏师范大学数学研究院。

研究领域

马尔可夫链和马氏跳过程 交互作用粒子系统和随机场 随机系统的稳定性速度和谱理论

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中文专著 可逆马氏过程, 湖南科学出版社, 1979,与钱敏、侯振挺等合作 跳过程与粒子系统,北京师范大学出版社,1986 英文专著 From Markov Chains to Non-Equilibrium Particle Systems, World Scientific, Singapore, 1992, Corrections in 文件Book3_Corr1.zip; Reprinted by World Publishing Corporation, Beijing, 1994, Corrections in 文件Book3_Corr2.zip. Second Edition World Scientific, Singapore, 2004, Prefaces in , bibiograph in , and corrections in , Reprinted with corrections by World Publishing Corporation, Beijing, 2014. Ergodic Convergence Rates of Markov Processes—Eigenvalues, Inequalities and Ergodic Theory, (自1993年起,大部分研究论文已收入下列汇编) V Vol. 1, Vol. 2, Vol.3, Vol.4. Vol.5 Eigenvalues, inequalities, and Ergodic Theory, Springer, 2005. Preface and contents, and corrections. Reprinted by World Publishing Corporation, Beijing, 2013. Book Reviews 教材 随机过程导论,高等教育出版社,2007,与毛永华合作 Corrections English Translation: Introduction to Stochastic Processes, M.F. Chen and Y.H. Mao, World Sci. Singapore and Higher Edu. Press Beijing 2021. "概率论基础(第二版)",严士健、王隽骧、刘秀芳著. 勘误, 魏志峰(2018) 文章 1977 - 1979: 论不定次(批)数条件下单因数优选问题的最优策略,贵阳师院学报,1977,3,117-134 关于解析集的一点注记,北京师大学报,1979,1,45-46 一类算子方程的最小正解,北京师大学报,1979,3,66-73 试论“必须设对照试验的优选法”,北京师大学报,1979,4,1-6 强马氏性研究,长沙铁道学院学报,1979,与侯振挺合作 有势$Q$过程的若干例子, 铁道科学与工程学报(原长沙铁道学院学报), 1979年 4期, 9-20, 与侯振挺合作 1980 - 1989: 马尔可夫过程与场论,科学通报,1980,25,807-811,与侯振挺合作 一类Q过程的有势性,北京师大学报,1980,3/4,1-12,与侯振挺合作 抽象空间中的可逆马尔可夫过程,数学年刊,1980,1,437-451 紧邻速度函数的拟可逆测度,数学年刊,1981,2,47-59,与丁万鼎合作 ωB方程及其在瞬时Q过程构造论中的应用,北京师大学报,1981,4,1-15,与程汉生合作 有限流出有势Q过程,数学学报,1982,25,136-166 Potentiality and reversibility for general speed functions (I), Chin. Ann. Math., 1982, 3, 571-568, With S. J. Yan and W. D. Ding Potentiality and reversibility for general speed functions (II), Compact state spaces, Chin. Ann. Math., 1982, 3, 705-720, With S. J. Yan and W. D. Ding 抽象空间中q过程的唯一性准则, 中国科学,1982,4 (中文版),298-308;1983,1(英文版),11-24,与郑小谷合作 λπ-invariant measures, Lecture Notes in Math., Seminaire de Probabilites, XVII, 1983, 986, 205-220, With D.W.Stroock 环流分解的稳定性和自组织现象,数学物理学报,1983,4:3(中文版),407-418;1984,4:1(英文版),13-26,与严士健合作 马链的基本耦合,北京师大学报,1984 ,4,3-10 Infinite dimensional reaction-diffusion processes, Acta Math. Sinica, New Series, 1985, 1:3, 261-273 Multidimensional Q-processes, Chin. Ann. Math., 1986, 7B:1, 90-110, With S. J. Yan Couplings of jump processes, Acta Math. Sinica, New Series, 1986, 2:2, 123-136 概率核的存在性和转移函数的可微性,北京师大学报,1986,4, 6-9 概率论的一些新进展,中国数学会成立 50 周年纪念大会报告 (1985, 上海), 1986,1:1,104-117 附件: 大会报告程序 Existence theorems for interacting particle systems with non-compact state spaces, Sci. Sinica, 1986,8(中文版),707-714;1987, 30:2(英文版),148-156 Stationary distributions of infinite particle systems with non-compact state spaces, Acta Math. Sci., 1989, 9:1, 7-19 Coupling methods for multidimensional diffusion processes, Ann. Probab., 1989, 17:1, 151-177, With S. F. Li Probability metrics and coupling methods, Pitman Research Notes in Math., 1989, 200, 55-72 独立随机变量和的现代理论(中文版) 随机场概论,数学进展,1989,18:3, 294-322 1990 - 1994: Large deviations for Markov chains, Acta Math. Sci. Sin. ,1990, 10:2, 217-222, With Y. G. Lu Ergodic theorems for reaction-diffusion processes, J. Statis. Phys., 1990, 58:5/6, 939-966 Holder型不等式(上), 数学通报,1990,3, 41-44;(下)4, 37-39 On evaluating the rate function of large deviations for jump processes, Acta Math. Sinica, New Series, 1990, 6:3, 206-219, With Y. G. Lu Dirichlet forms and symmetrizable jump processes, Quart. J. Math., 1991, 6:1, 83-103 On coupling of jump processes, Chin. Ann. Math., 1991, 12(B): 4, 385-399 Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients, Acta Appl. Math. Sin., 1991, 7:3, 193-216, With X. Y. Zhou Exponential L2-convergence and L2-spectral gap for Markov processes, Acta Math. Sinica, New Series, 1991, 7:1, 19-37 Comparison theorems for Green functions of Markov chains, Chin. Ann. Math., 1991, 12(B), 206-219 Uniqueness of reaction diffusion processes, Chin. Sci. Bulletin, 1990, 17 (Chinese Edition), 1290-1293;1991, 36:12 (English Edition), 969-973 Jump processes and particle systems, in “Probability Theory and its Applications in China”, edited by S. J. Yan, C. C. Yang and J. G. Wang, Providence, AMS, 1991, 118, 23-57, With S. J. Yan On three classical problems about Markov chains with continuous time parameters, J. Appl. Prob., 1991, 28, 305-320 Stochastic processes from Yang-Mills lattice field, in “Probability and Statistics, Nankai's Series of Pure and Applied Mathematics”, 12-22, World Scientific , 1991, ontinuum limit for reaction-diffusion processes with several species, in “Probability and Statistics, Nankai's Series of Pure and Applied Mathematics”, 23-31 World Scientific, 1991, With L. P. Huang and X. J. Xu [djvu] Diffusion processes from Yang- Mills lattice field, 1991, collected in Book[3], With F. Y. Wang 经济最优化的随机模型(I),应用概率统计, 1992, 8:3, 289- 294 经济最优化的随机模型(II),应用概率统计,1992, 8:4, 374- 377 On order-preservation and positive correlations for multidimensional diffusion processes, Prob. Th. Rel. Fields, 1993, 95, 421-428, With F. Y. Wang Application of coupling method to the first eigenvalue on manifold, Sci. Sin. (A), 1993, 23:11 (Chinese Edition), 1130-1140;1994, 37:1 (English Edition), 1-14, With F. Y. Wang Ergodicity of reversible reaction-diffusion processes, Acta Math. Sin. New Ser., 1994,10:1, 99-112, With W. D. Ding and D. G. Zhu Stochastic model of economic optimization, J. Beijing Normal Univ., 1994, 30:2, 185-194, With Y. Li Optimal Markovian couplings and applications, Acta Math. Sin. New Ser., 1994, 10:3, 260-275 Optimal couplings and application to Riemannian geometry, Prob. Theory and Math. Stat., 1, Eds. B. Grigelionis et al, 1994, VPS/TEV, 121-142 1995 - 1999: On the optimality in general sense for odd-block search, Acta Math. Appl. Sin., 1995, 11:4, 389-404, With D. H. Huang On ergodic region of Schlogl's model, in Proceedings of International Conference on Dirichlet Forms and Stochastic Processes, Edited by Z. M. Ma, M. Rockner and J. A. Yan, Walter de Gruyter Publishers, 1995, 87-102 Estimation of the first eigenvalue of second order elliptic operators, J. Funct. Anal., 1995, 131:2, 345-363, With F. Y. Wang A comment on the book “Continuous-Time Markov Chains” by W. J. Anderson, Chin. J. Appl. Prob. Stat., 1996, 12:1, 55-59 Estimation of spectral gap for Markov chains, Acta Math. Sin. New Series, 1996, 12:4, 337-360 The range of random walk on trees and related trapping problem, Acta Math. Appl. Sin., 1997, 13:1, 1-16, With S. J. Yan and X. Y. Zhou Estimates of logarithmic Sobolev constant: an improvement of Bakry-Ernery criterion, J. Funct. Anal., 1997, 144:2, 287-300, With F. Y. Wang Estimation of spectral gap for elliptic operators, Trans. Amer. Math. Soc., 1997, 349:3, 1239-1267, With F. Y. Wang General formula for lower bound of the first eigenvalue on Riemannian manifolds, Sci. Sin., 1997, 27:1 (Chinese Edition), 34-42;40:4 (English Edition), 384-394, With F. Y. Wang Coupling, spectral gap and related topics (I), Chin. Sci. Bulletin, 1997, 42:14 (Chinese Edition), 1472-1477;42:16 (English Edition), 1321-1327 Coupling, spectral gap and related topics (II), Chin. Sci. Bulletin, 1997, 42:15 (Chinese Edition), 1585-1591;42:17 (English Edition), 1409-141 Coupling, spectral gap and related topics (III), Chin. Sci. Bulletin, 1997, 42:16 (Chinese Edition), 1696-1703;42:18 (English Edition), 1497-1505 Reaction-diffusion processes, Chin. Sci. Bulletin, 1997, 42:23 (Chinese Edition), 2466-2474;1998, 43:17 (English Edition), 1409-1421 Trilogy of couplings and general formulas for lower bound of spectral gap, in “Probability Towards 2000”, Edited by L. Accardi and C. Heyde, Lecture Notes in Statis., Springer- Verlag, 1998, 128, 123-136 Estimate of exponential convergence rate in total variation by spectral gap, Acta Math. Sin. Ser. (A), 1998, 41:1, 1-6;Acta Math. Sin. New Ser., 1998, 14:1, 9-16 Single birth processes, Chin. Ann. Math., 1999, 20B:1, 77-82 Analytic proof of dual variational formula for the first eigenvalue in dimension one, Sci. in China (A), 1999, 29:4 (Chinese Edition), 327-336;42:8 (English Edition), 805-815 Nash inequalities for general symmetric forms, Acta Math. Sin. Eng. Ser., 1999, 15:3, 353-370 主特征值估计的新故事,数学进展,1999,28:5, 385-392 Eigenvalues, inequalities and ergodic theory, Chin. Sci. Bulletin, 1999, 44:23 (Chinese Edition), 2465-2470;2000, 45:9 (English Edition), 769-774 Eigenvalues, inequalities and ergodic theory (II), Advances in Math., 1999, 28:6, 481-505 2000 - 2009: Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap, Ann. Probab., 2000, 28:1, 235-257;results published in Chinese Sci. Bull., 1998, 43:14 (Chinese Edition), 1475-1477;43:18 (English Edition),1516-1519, With F. Y. Wang Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains, Stoch. Proc. Appl., 2000, 87, 281-297 Logarithmic Sobolev inequality for symmetric forms, Sci. in China (A), 2000, 30:3 (Chinese Edition), 203-209;43:6 (English Edition), 601-608 A new story of ergodic theory, to appear in Proceedings of IMS Workshop on Applied Probability, Hong Kong: Intern. Press, 2001 Eigenvalues, inequalities and ergodic theory, Chin. Sci. Bulletin, 1999, 44:23 (Chinese Edition), 2465-2470;2000, 45:9 (English Edition), 769-774 The principal eigenvalue for jump processes, Acta Math. Sin. Eng. Ser., 2000, 16:3, 361-368 Explicit bounds of the first eigenvalue, Sci. China (A), 2000,39:9 (Chinese Edition), 769-776; 43:10 (English Edition), 1051-1059 Variational formulas and approximation theorems for the first eigenvalue, Sci. China (A), 2001, 31:1 (Chinese Edition), 28-36;44:4 (English Edition), 409-418 Explicit criteria for several types of ergodicity, Chin. J. Appl. Prob. Stat., 2001, 17:2, 1-8 Algebraic convergence of Markov chains, Ann. Appl. Probab., With Y. Z. Wang, Ann. Appl. Prob. 2003, 13:2, 604-627 Linear approximation of the first eigenvalue on compact manifolds, With E. Scacciatelli and L. Yao, Sci. China(A), 2001, 31:9 (Chinese Edition), 807-816, 2002, 44:4 (English Edition), 409-418 Ergodic convergence rates of Markov processes -- eigenvalues, inequalities and ergodic theory, in Proceedings of "ICM 2002'', Vol. III, 25-40, 2002, 高等教育出版社 Variational formulas and explicit bounds of Poincare-type inequalities for One-dimensional processes, IMS Lecture Notes--- Monograph Series, Volume 41, 81-96, Probability, Statistics and their Applications: Papers in Honor of Rabi Bhattacharya, 2003 Variational Formulas of Poincare-type Inequalities in Banach Spaces of Functions on the Line, Acta. Math. Sin. Eng. Ser., 2002, 18:3, 417-436 Variational formulas of Poincare-type inequalities for birth-death processes, Acta Math. Sin. Eng. Ser. 2003, 19:4, 625-644 Ten explicit criteria of one-dimensional processes, in "Proceedings of the Conference on Stochastic Analysis on Large Scale Interacting Systems'', Advanced Studies in Pure Mathematics, vol. 39, 89-114, Mathematical Society of Japan, 2004 Dual variational formulas for the first Dirichlet eigenvalue on half-line, With Y. H. Zhang and X. L. Zhao, Sci. China (A) 2003, 33:4 (Chinese Edition), 371-383; (English Edition),46:6, 847-861 Stochastic models of economic optimization, in "RECENT DEVELOPMENTS IN STOCHASTIC ANALYSIS AND RELATED TOPICS--Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002), eds: S. Albeverio, Z.M. Ma and M. Roeckner, World Scientific, 2005 Capacitary criteria for Poincare-type inequalities, Potential Analysis, Vol. 23, No. 4, 2005, 303-322 Exponential convergence rate in entropy, Front. Math. China 2007, 2(3), 329--358 Spectral gap and logarithmic Sobolev constant for continuous spin systems,Acta Math. Sin. New Ser. 24:5(2008), 705--736 2010 -2019 : Speed of stability for birth--death processes,Front. Math. China 5:3 (2010), 379--515 General estimate of the first eigenvalue on manifolds, Front. Math. China 2011, 6(6): 1025--1043 Basic Estimates of Stability Rate for One-dimensional Diffusions, Chapter 6 in ``Probability Approximations and Beyond'', pp. 75--99. Lecture Notes in Statistics 205, Editors: Andrew Barbour, Hock Peng Chan, David Siegmund, 2011/2012 Lower bounds of principal eigenvalue in dimension one, Front. Math. China 7:4, 645--668, 2012 With L.D. Wang and Y.H. Zhang. Mixed principal eigenvalues in dimension one, Front. Math. China 2013, 8(2): 317--343. Bilateral Hardy-type inequalities, Acta Math. Sin. Eng. Ser. 2013, 29:1, 1--32. With L.D. Wang and Y.H. Zhang. Mixed eigenvalues of discrete {$p$\,}-Laplacian, Front. Math. China 2014, 9(6): 1261--1292 With L.D. Wang and Y.H. Zhang. Mixed eigenvalues of {$p$\,}-Laplacian, Front. Math. China 2015, 10(2): 249--274 With X. Zhang. Isospectral operators, Communications in Mathematics and Statistics, (2014) 2(1):17--32 With Y.H. Zhang. Unified representation of formulas for single birth processes, Front. Math. China 2014, 9(4): 761--796 Markov Processes and Related Topics, Front. Math. China 2014, 9(4): 715--716 The optimal constant in Hardy-type inequalities, Acta Math. Sin., Eng. Ser. 2015, 31(5): 731--754 Progress on Hardy-type inequalities, Chaper 7 in the book ``Festschrift Masatoshi Fukushima'', 131--142. Eds: Zhen-Qing Chen, Niels Jacob, Masayoshi Takeda, Toshihiro Uemura, World Scientific 2015 Criteria for Discrete Spectrum of 1D Operators, Commun. Math. 2014, 2(3): 279--309 一维算子两个谱问题的判别准则---庆贺侯振挺教授80华诞专辑. Sci. Sin. Math. 2015, 45(5), 429--438 Practical Criterion for Uniqueness of $Q$-processes, Chinese Journal of Applied Probability and Statistics, 31(2): 213--224, 2015 Unified speed estimation of various stabilities {\rm (extended abstract)}. In: Souvenir Booklet of the 24th International Workshop on Matrices and Statistics (25-28 May 2015), Haikou City, Hainan, China. Ed. Jeffrey J. Hunter. Special Matrices 2016; 4: 9--12 Unified Speed Estimation of Various Stabilities, Chinese Journal of Applied Probability and Statistics 2016, 32(1): 1--22 Efficient initials for computing maximal eigenpair, Front. Math. China 2016, 11(6): 1379–1418 The charming leading eigenpair,Advances in Mathematics (China) 2017, Vol. 46, No. 4, 281–297. Global algorithms for maximal eigenpair, Front. Math. China 2017, 12(5): 1023–1043. Trilogy on computing maximal eigenpair, in “Queueing Theory and Network Applications”. Lecture Notes in Comput. Sci., Vol. 10591, 312--329. Springer 2017. 源自统计物理的数学论题(一)---庆贺严士健教授90华诞专辑 (中国科学: 数学2020年第50卷第1期: 3--14). 源自统计物理的数学论题(二)---庆贺王梓坤教授90华诞专辑 (中国科学: 数学2019年第49卷第3期: 327--338). Efficient algorithm for principal eigenpair of discrete $p$-Laplacian. Front. Math. China 2018, 13(3): 509-524. Hermitizable, isospectral complex matrices or differential operators.Front. Math. China 2018, 13(6): 1267–1311. 生灭矩阵重构三弦乐谱 ---庆贺杨向群教授 80 华诞. 应用概率统计 2018, 34(5): 533--545. With Y.S. Li. Development of powerful algorithm for maximal eigenpair. Front. Math. China 2019, 14(3): 493--519. With Y.S. Li. Improved global algorithms for maximal eigenpair. Front. Math. China 2019, 14(6): 1077--1116. 2020 - : 交叉研究的感悟. 应用概率统计~36~卷~1~期 (2020): 86--110. On spectrum of Hermitizable tridiagonal matrices. Front. Math. China 2020, 15(2): 285--303. With J.Y. Li. Hermitizable, isospectral complex second-order differential operators. Front. Math. China 2020, 15(5): 867--889. With Z.G. Jia and H.K. Pang. Computing top eigenpairs of Hermitizable matrix. Front. Math. China 2021, 16(2): 345--379. 量子力学的数学新视角. 数学进展 2021, 50(3): 321--334. With R.R. Chen. Top Eigenpairs of Large Scale Matrices. CSIAM Trans. Appl. Math. 2022, 3(1): 1--25. 随机数学成长的若干片段. 应用概率统计 2021, 37(5): 544--550, English translation by T. Yang Hermitizable, Isospectral Matrices or Differential Operators. Chaper 3 in Dirichlet Forms and Related Topics--- The Festschrift in Honor of Masatoshi Fukushima's Beiju 2022. eds. Chen, Z.Q., Takeda, M., Uemura, T., 45--55. Springer Proc. Math. & Statis., vol. 394. 华罗庚经济最优化理论的新进展. 应用概率统计 2022, 38(2): 159—178. 陈彬、 陈木法、谢颖超、杨婷、周勤. 经济系统的产品排序与结构优化. 应用概率统计 2022, 38(4): 475—504.

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