5 papers
Estimation of First Returning Speed in Null Recurrent Continuous-Time Markov Chains
Huixi Wang, Minzhi Zhao
This paper establishes a novel connection between null-recurrent CTMCs and electric networks, offering a systematic classification of null-recurrent behavior based on the first ret…
Revisiting the identification problem of a function by the ratio of Laplace transforms of powers
Dongdong Hu, Linglong Yuan, Minzhi Zhao
The ratio of Laplace transforms of powers of a function arises in the context of auction theory. The question whether a function is uniquely identified by this ratio has been answe…
On the distribution of the hitting time for the N-urn Ehrenfest model
Cheng Xin, Minzhi Zhao, Qiang Yao +1
In this paper, we consider the N-urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hittin…
The first returning speed and the last exit speed of a type of Markov chain
Huizeng Zhang, Minzhi zhao, Lei wang
Let be a Markov chain with transition probability , where provided , , and $\sum_{n=0}^\infty a_n=1…
The uniqueness of symmetrizing measure and linear diffusions
Xing Fang, Jiangang Ying, Minzhi Zhao
In this short article, we shall study one-dimensional local Dirichlet spaces. One result, which has its independent interest, is to prove that irreducibility implies the uniqueness…