arXiv subjects
Publications and source records attributed to 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 returning speed. By leveraging techniques from electric network theory, we present a general method for estimating the first returning speed of null recurrent birth-death processes and provide some important examples.
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 answered affirmatively, if the function is non-negative, non-decreasing and right analytic.This paper extends the result to a larger class of functions without monotonicity.A conjecture in the literature says that all càdlàg functions can be identified by the ratio. We disprove this conjecture by providing simple functions that cannot be identified.
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 hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments(especially, variance) for the hitting time.
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 of symmetrizing measure for right Markov processes. The other result is to give a representation for any 1-dim local, irreducible and regular Dirichlet space and a necessary and sufficient condition for a Dirichlet space to be regular subspace of another Dirichlet space.