Yuanyuan Liu

发表

Perturbation analysis for continuous-time Markov chains

Yuanyuan Liu, 2015 .

Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes

Yuanyuan Liu, Yu-hui Zhang, 2015 .

Poisson’s equation for discrete-time single-birth processes

Yuanyuan Liu, Shuxia Jiang, Shuai Yao, 2014 .

Additive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death Processes

Yuanyuan Liu, 2011, Journal of Applied Probability.

Deviation matrix and asymptotic variance for GI/M/1-type Markov chains

Yuanyuan Liu, Pengfei Wang, Yanmin Xie, 2014 .

COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS

Yiqiang Q. Zhao, Yuanyuan Liu, Hanjun Zhang, 2008, The ANZIAM Journal.

Asymptotics of the Invariant Measure of a Generalized Markov Branching Process

Yiqiang Q. Zhao, Yuanyuan Liu, 2011 .

A unified perturbation analysis framework for countable Markov chains

Yuanyuan Liu, Yingchun Tang, Shuxia Jiang, 2017 .

Exponential and strong ergodicity for Markov processes with an application to queues

Yuanyuan Liu, Z. Hou, 2008 .

Matrix-Analytic Methods for Solving Poisson's Equation with Applications to Markov Chains of GI/G/1-Type

Yiqiang Q. Zhao, Yuanyuan Liu, Jinpeng Liu, 2022, SIAM J. Matrix Anal. Appl..

Augmented truncation approximations to the solution of Poisson's equation for Markov chains

Yiqiang Q. Zhao, Yuanyuan Liu, Jinpeng Liu, 2021, Appl. Math. Comput..

Hoeffding’s inequality for Markov processes via solution of Poisson’s equation

Yuanyuan Liu, Jinpeng Liu, 2021, Frontiers of Mathematics in China.

V-uniform ergodicity for fluid queues

Yuanyuan Liu, Yang Li, 2019, Applied Mathematics-A Journal of Chinese Universities.

V-uniform ergodicity for fluid queues

Yang Li, Yuanyuan Liu, Yuanyuan Liu, 2019, Applied Mathematics-A Journal of Chinese Universities.

Integral-type functionals of first hitting times for continuous-time Markov chains

Yuanyuan Liu, Yanhong Song, 2018 .

Integral-type functionals of first hitting times for continuous-time Markov chains

Yuanyuan Liu, Yanhong Song, 2018, Frontiers of Mathematics in China.

The variance constant for continuous-time level dependent quasi-birth-and-death processes

Yiqiang Q. Zhao, Yuanyuan Liu, Yuanyuan Liu, 2018 .

Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes

Yuanyuan Liu, Yu-hui Zhang, 2015, Frontiers of Mathematics in China.

Perturbation analysis for continuous-time Markov chains

Yuanyuan Liu, 2015, Science China Mathematics.

Deviation matrix and asymptotic variance for GI/M/1-type Markov chains

Yuanyuan Liu, Pengfei Wang, Yanmin Xie, 2014, Frontiers of Mathematics in China.

Poisson's equation for discrete-time quasi-birth-and-death processes

Yuanyuan Liu, Guy Latouche, Sarah Dendievel, 2013, Perform. Evaluation.

Augmented truncation approximations of discrete-time Markov chains

Yuanyuan Liu, Yuanyuan Liu, 2010, Oper. Res. Lett..

Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues

Zhenting Hou, Yuanyuan Liu, Yuanyuan Liu, 2004, Journal of Applied Probability.

Several types of ergodicity for M/G/1-type Markov chains and Markov processes

Zhenting Hou, Yuanyuan Liu, Yuanyuan Liu, 2006 .

Subgeometric ergodicity for continuous-time Markov chains

Yiqiang Q. Zhao, Yuanyuan Liu, Hanjun Zhang, 2010 .

Subgeometric rates of convergence for a class of continuous-time Markov process

Zhenting Hou, Yuanyuan Liu, Hanjun Zhang, 2005 .

Perturbation Bounds for the Stationary Distributions of Markov Chains

Yuanyuan Liu, Yuanyuan Liu, 2012, SIAM J. Matrix Anal. Appl..

Kemeny's constant for countable Markov chains

Yuanyuan Liu, Fangfang Lyu, 2020 .

Error bounds for augmented truncation approximations of Markov chains via the perturbation method

Yuanyuan Liu, Yuanyuan Liu, Wendi Li, 2018, Advances in Applied Probability.

Exact tail asymptotics for fluid models driven by an M/M/c queue

Yiqiang Q. Zhao, Yuanyuan Liu, Wendi Li, 2019, Queueing Systems.

Exact tail asymptotics for fluid models driven by an M/M/c queue

Yuanyuan Liu, Yiqiang Q. Zhao, Yiqiang Q. Zhao, 2018, Queueing Syst. Theory Appl..

The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China

Yuanyuan Liu, Hongwei Zhang, Wang Gao, 2021, Resources Policy.

Explicit Convergence Rates of the Embedded M/G/1 Queue

Yuanyuan Liu, Z. Hou, 2007 .

On geometric and algebraic transience for block-structured Markov chains

Wendi Li, Yuanyuan Liu, Xiuqin Li, 2020, Journal of Applied Probability.

Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework

Yuanyuan Liu, Zibo Niu, Muhammad Tahir Suleman, 2022 .

Asymptotic behavior of the loss probability for an M/G/1/N queue with vacations

Yiqiang Q. Zhao, Yiqiang Zhao, Yuanyuan Liu, 2012, 1204.6571.

Local asymptotics of a Markov modulated random walk with heavy-tailed increments

Yuanyuan Liu, B. Wang, 2011 .