Suppose that a moving target moves randomly between two sites and its movement is modeled by a homogeneous Markov chain. We consider three classical problems: (1) what kind of strategies are valid? (2) what stra...
supported in part by the National Natural Science Foundation of China(60972016,61231010);the Funds of Distinguished Young Scientists(2009CDA150);China-Finnish Cooperation Project(2010DFB10570);Specialized Research Fund for the Doctoral Program of Higher Education(20120142110015)
In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimens...
Supported by National Natural Science Foundation of China(71231007,50909073)
In this paper we study the impact of tiny mutation on the evolutionary dynamics on one-dimensional cycle with shifting mechanism. The evolutionary success is evaluated by investigating the stationary distribution of t...
supported by NSFC (11171101, 11271121);Doctoral Fund of Education Ministry of China (20104306110001);Scientific Research Fund of Hunan Provincial Education Department (12C0562)
Given a new Double-Markov risk model DM = (μ, Q, v, H; Y, Z) and Double-Markov risk process U = {U(t), t 〉 0}. The ruin or survival problem is addressed. Equations which the survival probability satisfied and th...
Supported by National Natural Science Foundation of China (10871054;11171101);Provincial Natural Science Foundation of Hunan (09JJ6016);Scientific Research Fund of Hunan Provincial Education Department (10B073)
We consider how to identify the transition rates of ion channels with the underlying scheme which is kinetically modelled as time-homogeneous Markov chain. A Markov chain inversion approach is developed to perform a d...
supported by National Basic Research Program of China(973 Program)(2007CB814905);the National Natural Science Foundation of China(10871102);the Research Fund for the Doctorial Program of Higher Education
In this paper, we consider an insurance company which has the option of investing in a risky asset and a risk-free asset, whose price parameters are driven by a finite state Markov chain. The risk process of the insur...
Supported by the National Natural Science Foundation of China(10671212,60874083,10872119)
The growing network model with loops and multiple edges proposed by Bollobes et al. (Random Structures and Algorithms 18(2001)) is restudied from another perspective. Based on the first-passage probability of Mark...
Supported by the National Natural Science Foundation of China (10771185 and 10871200)
In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTR...
Project supported by the National Natural Science Foundation of China and the Foundation of Wuhan University
The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introd...
Supported by the National Natural Science Foundation of China (10371092) and the Foundation of Wuhan University.
This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random wal...