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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.PR2018
Exact tail asymptotics for fluid models driven by an queue
Wendi Li, Yuanyuan Liu, Yiqiang Q. Zhao
In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the queue, which is a two-dimensional queueing system with a…