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Xiangfeng Yang is an Associate Professor at Linköping University, primarily focused on the theory of large deviations. His research encompasses several key areas, including sample covariance matrices and the study of longest runs and gaps within stochastic processes, particularly through Bernstein and Markov bridges. Yang has contributed to the academic community by supervising PhD students, guiding their research on topics such as the limiting behaviors of the longest gaps in occurrence epochs of Poisson processes, along with the analysis of large deviations concerning condition numbers and extremal eigenvalues in random matrices. His work demonstrates a strong foundation in statistical theory and its application to advanced mathematical problems.
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