2 papers
math.PR2025
Potentials of skip-free Markov chains
Wendi Li, Jinpeng Liu, Yuanyuan Liu
Potential theory has important applications in various fields such as physics, finance, and biology. In this paper, we investigate the potentials of two classic types of discrete-t…
math.PR2024
Hoeffding's inequality for continuous-time Markov chains
Jinpeng Liu, Yuanyuan Liu, Lin Zhou
Hoeffding's inequality is a fundamental tool widely applied in probability theory, statistics, and machine learning. In this paper, we establish Hoeffding's inequalities specifical…