Hui-zeng Zhang

collaborators

2 papers

math.PR2016

Waiting times and stopping probabilities for patterns in Markov chains

Min-Zhi Zhao, Dong Xu, Hui-Zeng Zhang

Suppose that $C$ is a finite collection of patterns. Observe a Markov chain until one of the patterns in $C$ occurs as a run. This time is denoted by $τ$ . In this…

math.PR2011

The first returning speed and the last exit speed of a type of Markov chain

Huizeng Zhang, Minzhi zhao, Lei wang

Let ${X_{n}}$ be a Markov chain with transition probability $p_{ij} = a_{j - (i - 1)^{+}}, \forall i, j \geq 0$ , where $a_{j} = 0$ provided $j < 0$ , $a_{0} > 0$ , $a_{0} + a_{1} < 1$ and $\sum_{n=0}^\infty a_n=1…