Zaiming Liu




Research Area:

Probability, Applied Probability  

Research Interests:

Markov processes and their application, Queuingsystem and network, Insurance risk theory



Contact Information

School of Mathematics and Statistics

Central South University

Changsha, Hunan, 410083


+86 (731) 88836006



Ph.D: 1988,  Probability andStatistics, Changsha Railway University, China

B.S:  1981,  Mathematics, HunanNormal University, China


Academic visitor: 2005-2006, Department ofStatistics and Probability, Michigan State University, USA



Calculus, Linear Algebra, Probability andStatistics, Stochastic Process, queuing theory, Levy process



Selected Publications:

一、        Books

1.Markovskeleton process》(HouZhentingLiuWanrongLiu ZaimingLiu Guoxin),Hunan Science and Technology Press,Changsha, 2000.9

2.Birth andDeath Process》(HouZhentingLiuZaimingZhangHanjunLi Junping),Hunan Science and TechnologyPress, Changsha ,2000.5

3.The Q-MatrixProblem for Markov Chains》(Hou ZhentingZou Jiezhong Zhang HanjunLiu Zaiming),Hunan Science and Technology Press, Changsha ,1994.9


二、        Papers

4.Equilibrium Mixed Strategies in a Discrete-time MarkovianQueue under Multiple and Single Vacation PoliciesQuality Technology & Quantitative Management.12 (2015), 367-380.

5.Convergence dynamics of stochasticreaction–diffusion neural networks with impulses and memory, 26 (2015) 651-657.

6.Pricing Analysis in Geo/Geo/1 Queueing System, MathematicalProblems in Engineering, 2015 (2015), 5 pages.

7.Exact Tail Asymptotics for a Discrete-timePreemptive Priority Queue, Acta Mathematicae Applicatae Sinica, English Series Vol.31, No. 1 (2015) 43–58.

8.Asymptotic behavior of sample paths for retardedstochastic differential equations without dissipativity, Advances in DifferenceEquations (2015) 2015: 177-188.

9.Frequency- and spatial-correlated noise onlayered magnetotelluric inversion, Geophysical Journal International, 199(2014) 1205-1213.

10.An M/G/1 retrial G-queue with preemptive resumepriority and collisions subject to the server breakdowns and delayed repairs,J. Appl. Math. Comput. 44 (2014) 187-213.

11.Discrete-Time GI^X/Geo/1/N QueueWith Working Vacations And Vacation Interruption, 31 (2014) 145-166.

12.Dividend Problems with a BarrierStrategy in the Dual Risk Model until Bankruptcy, Journal of Applied Mathematics, 2014, Article ID 184098, 7 pages

13.The Gerber-Shiu Expected Penalty Function forthe Risk Model with Dependence and a Constant Dividend Barrier, Abstract andApplied Analysis, 2014, Article ID 730174, 7 pages

14.Minimum distance estimation for fractional Ornstein-Uhlenbecktype process, Advances in Difference Equations 2014, 2014:137-144.

15.Parameter Estimation for Stochastic DifferentialEquations Driven by Mixed Fractional Brownian Motion, Abstract and AppliedAnalysis Volume 2014, Article ID 942307, 6 pages.

16.The MX/M/1 queue with working breakdown, RAIRO -Operations Research, 48 (2014), 399-413.

17.A Repairable GeoX /G/1 Retrial Queue withBernoulli Feedback and Impatient Customers, Acta Mathematicae ApplicataeSinica, English Series. 30, (2014) 205-222.

18.Geo/Geo/1 retrial queue with non-persistentcustomers and working vacations, Journal of Applied Mathematics and Computing, 2013

19.A discrete-time Geo/G/1 retrial queue withpreferred and impatient customers, Applied Mathematical Modelling 37 (2013)

20.The GI/M/1 queue withBernoulli-schedule-controlled vacation and vacation interruption, Applied Mathematical Modelling, 2013

21.Dividend problems in the dual risk model withexponentially distributed observation time, Statistics and Probability Letters,83 (2013)

22.An M/G/1 queue with single working vacation andvacation interruption under Bernoulli schedule, Applied Mathematical Modelling,37 (2013)

23.The ruin problem in a renewal risk model withtwo-sided jumps, Mathematical and Computer Modelling, 57 (2013)

24.Regulated absolute ruin problem with intereststructure and linear dividend barrier, Economic Modelling 29 (2012)

25.Geo/Geo/1 retrial queue with working vacationsand vacation interruption, Journal of Applied Mathematics and Computing, (2012)

26.The perturbed compound Poisson risk model withlinear dividend barrier, Journal of Computational and Applied Mathematics, 235(2011)

27.The GI/M/1 queue with start-up period and singleworking vacation and Bernoulli vacation interruption, Applied Mathematics andComputation, 218 (2011)

28.Nagumo type existence results of Sturm–LiouvilleBVP for impulsive differential equations, Nonlinear Analysis, 74 (2011)

29.The Maximum Surplus before Ruin in a GeneralizedErlang(n) Risk Process Perturbed by Diffusion, Chinese Journal of AppliedProbability and Statistics, 272011.

30.Discrete-time Geo1, GeoX2/G1, G2/1 retrial queuewith two classes of customers and feedback, Mathematical and Computer Modelling.2011. SCI

31.Analysis of the finite source MAP/PH/N retrialG-queue operating in a random environment. Applied Mathematical Modelling, 35(2011). SCI

32.A discrete-time Geo/G/1 retrial queue withpreemptive resume and collisions, Applied Mathematical Modelling, 35 (2011). SCI

33.Estimates for the optimal control policy in thepresence of regulations and heavy tails. Economic Modelling, 28 (2011). SSCI

34.A note on operator self-similar Gaussian vectorfields. Applied Mathematics Letters, 23 (2010). SCI

35.Delay-independent stability of stochastic reaction-diffusionneural networks with Dirichlet boundary conditions Neural Comput & Applic(2010) 19. SCI

36.The perturbed compound Poisson risk model withlinear dividend barrier. Journal of Computational and Applied Mathematics, (2010).SCI

37.Estimation of the Birnbaum_Saunders regressionmodel with current status data, Computational Statistics and Data Analysis, 54(2010). SCI

38.The perturbed compound Poisson risk model withconstant interest and a threshold dividend strategy. Journal of Computationaland Applied Mathematics, 233 (2010). SCI

39.Risk Process With Barrier And Random Income. AppliedMathematics E-Notes, 10 (2010).

40.An MAP/G/1 G-queues with Preemptive Resume and Multiple Vacations , Applied Mathematical Modelling, 2009,33: 1739-1748 SCI

41.On the BMAP/G/1 G-queues withsecond optional service and multiple vacationsApplied Mathematical Modelling,2009,3312),(SCI

42.On a class of mathematical ecosystems withrandom jumps, Statistics and Probability Letters, 79(2009), 630-636SCI

43.Methods for estimating optimalDickson and Waters modification dividend barrierEconomic Modelling, 26(5), 2009SCI

44.An M/G/1 retrial G-queue withpreemptive resume and feedback under N-policy subject to the server breakdownsand repairsComputers & Mathematics with Applications, 200958(9)SCI

45.The perturbed compound Poissonrisk model with constant interest and a threshold dividend strategy , Journal of Computational andApplied Mathematics2009SCI

46.P-Moment Stability of Stochastic Nonlinear DelaySystems with Impulsive Jump and Markovian Switching, Stochastic Analysis andApplications, 2009,27(5), 911-923SCI

47.Delay-independent Stability of StochasticReaction-diffusion Neural Networks with Dirichlet Boundary Conditions, NeuralComput. & Applic. 2009SCI

48.Stability in distribution of nonlinear systemswith time-varying delay and Semi-Markovian switchingANZIAM JournalVol.50(2),2008SCI

49.Some inclusion relationships andintegral-preserving properties of certain subclasses of meromorphic functionsassociated with a family of integral operations, J. Math. Anal. Appl. 337 2008SCI

50.On the Ruin Probabilities of a Bi-dimensionalPerturbed Risk Model Insurance: Mathematics and Economics412007

51.An entropy-based index for fine-scale mapping ofQTLJournal ofGenetics and GenomicsVol.34(4)2007.4

52.A kind of risk models with two classes ofinsurance business, International Congress of Chinese Mathematicians, Page-76, Hong Kong, 2004.12

53.Ruin probability of a risk model with twoclasses of insurance business, 12th INFORMS/APS Conference, Beijing, 2004.6

54.On Safety Investment of Enterprises, Progress inSafety Science and Technology,,Vol IV, Science Press Beijing/New York,2004.  (EI,ISTP)

55.Management risks and safety management ofinsurance companies, Progress in Safety Science and Technology, Vol.3(A),778-782, Science Press Beijing/New York, 2002 EI

56.Risk Models with General claim-number process,International Congress of Mathematicians, Page-182, 2002.8

57.Markov skeleton processes and some of theirapplications 10th INFORMS Applied Probability Conference(Ulm, Germany),26-28,July,1999

58.Application of the (H,G, )—processes in theInsurance Risk models,”26th International Conference on Stochastic Processesand their applications”(Beijing, P.R.China),14-16,June 1999

59.Markov skeleton processesChinese Science Bulletin1998.6,(SCI

60.QNQL Processes(H,Q)Processes and their applications, Chinese Science Bulletin1997.6, SCI

61.Birth-and-death Q-matrix problem with instaneousstates, Chinese Science Bulletin,1993.7,SCI

62.The construction of the birth-and-deathprocesses, proceedings of the symposium on Applied Math., the Chinese Academy of Science, 1992.6

63.A note of the uniqueness of doubly infinitehonest Q process,Chinese Journal of contemporary mathematics,(Allerton America),1991.6