程东亚，苏州大学数学科学学院教授，长期致力于概率极限理论及其在金融保险中的研究。

受教育经历

2009/09-2012/06，苏州大学，数学科学学院，博士

2002/09-2005/06，苏州大学，数学科学学院，硕士

1994/09-1998/06，苏州大学，数学科学学院，学士

研究工作经历

2019/07-至今, 苏州大学，数学科学学院，教授

2016/09-2017/10, University of North Carolina at Chapel Hill, 访问学者，

合作导师：Amarjit Budhiraja

2014/06-2018/10，苏州大学，数学科学学院，博士后，合作导师：杨立坚

2013/07-2019/06, 苏州大学，数学科学学院，副教授

2007/11-2013/06，苏州大学，数学科学学院，讲师

2005/08-2007/10，苏州大学，数学科学学院，助教

全国工业统计学教学研究会青年统计学家协会理事，苏州市现场统计研究会副理事长，苏州大学第一届硕士专业学位研究生教育指导委员会委员。

随机游动、重尾分布、破产概率

[25] Wang, Y. and Cheng, D. *, 2020. Elementary renewal theorems for widely orthant dependent random variables. Communications in Statistics: Theory and Methods, to appear.

[24] Cheng,D. and Yu, C. *, 2020. Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. Communications in Statistics: Theory and Methods, to appear.

[23] Cheng,D. and Yu, C. *, 2019. Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strong subexponential claims. Stochastics，91(5), 643-656.

[22] Yu, C. and Cheng, D.*，2019. Asymptotic behavior for sums of non-identically distributed random variables. Applied Mathematics-A Journal of Chinese Universities, 34(1), 45-54.

[21] Cheng, F. and Cheng, D. *, 2018. Randomly weighted sums of dependent subexponential random variables with applications to risk theory. Scandinavian Actuarial Journal, 2018(3), 191-202.

[20].Wang, Y., Xu, H., Cheng, D. and Yu, C., 2018. The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands. Statistical Papers, 59(1), 99-126.

[19]Xu, H., Cheng, F., Wang, Y. and Cheng, D., 2017. A necessary and sufficient condition for the subexponentiality of the product convolution. Advances in Applied Probability, 50(1), 57-73.

[18] Cheng,D. and Yu, C. *, 2017. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model. Dynamic Systems and Applications, 26(1),517-534.

[17] Yu, C. and Cheng, D.*，2017. Randomly weighted sums of linearly wide quadrant dependent random variables with heavy tails. Communications in Statistics: Theory and Methods, 46(2), 591-601.

[16] Cheng, D., Zhang, W. and Wang, Y., 2016.On the strong convergence of weighted sums of widely dependent random variables. Communications in Statistics : Theory and Methods, 45(21), 6447-6460.

[15] Yu, C. and Cheng, D.*，2016. The influence on the asymptotics of the random walks caused by the variation of the increments. Italian Journal of Pure and Applied Mathematics, 36, 195-202. (EI)

[14] Chen, W., Wang, Y. and Cheng, D., 2016.An inequality of widely dependent random variables and its applications. Lithuanian Mathematical Journal, 56( 1), 16–31.

[13] Yu, C. and Cheng, D.*，2015. Tail behavior of the supremum of a random walk with heavy-tailed increments and perturbation. International Journal of Pure and Applied Mathematics, 101(2), 223-232.

[12] Yu, C., Wang, Y. and Cheng,D.，2015. Tail behavior of the sums of dependent and heavy-tailed random variables. Journal of the Korean Statistical Society, 44(1), 12-27.

[11] Yang, Y., Zhang, Z., Jiang, T. and Cheng, D., 2015. Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. Journal of Computational and Applied Mathematics, 287, 32-43.

[10] Cheng, D., 2014. Randomly weighted sums of dependent random variables with dominated variation.Journal of Mathematical Analysis and Applications, 420(2), 1617-1633.

[9] He, W., Cheng, D. and Wang, Y., 2013.  Asymptotic lower bounds of precise large deviations with nonnegative dependent random variables. Statistics and Probability Letters, 83(1), 331–338.

[8] Cheng, D. and Wang, Y., 2012. Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables. Lithuanian Mathematical Journal, 52, 29-39.

[7] Cheng, D., Ni, F., Pakes, A. G. and Wang, Y., 2012. Some properties of the exponential distribution class with applications to risk theory. Journal of the Korean Statistical Society, 41(4), 515-527.

[6] Wang, Y. and Cheng, D., 2011. Basic renewal theorems for random walks with widely dependent increments. Journal of Mathematical Analysis and Applications, 384(2), 597-606.

[5] Cheng, D. and Wang, Y., 2009.Tail asymptotics and local asymptotics for the supremum of a random walk with an infinite mean,Chinese Annals of Mathematics, Series A, 30A(5), 705-716.

[4] Cheng, D. and Wang, Y., 2009.Asymptotics for the density of the supremum of a certain kind of random walks.Acta Mathematic Scientia, Series A, 29A(5), 1206-1212.

[3] Wang, Y., Yang, Y., Wang, K. and Cheng, D., 2007. Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications. Insurance: Mathematics and Economics, 40(2), 256-266.

[2]Wang, Y., Wang K. and Cheng D., 2006. Precise large deviationsfor sums of negatively associated random variables with common dominatedly varying tails. Acta Mathematic Scientia, Series B, 22(6), 1725-1734.

[1] Wang, Y., Cheng, D. and Wang, K., 2005. The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process. Journal of Applied Probability, 42(4), 1194-1203.