张宏波, 侯振挺. 一类无限位相分布的尾部衰减特征[J]. 应用概率统计, 2017, 33(6): 584-590. DOI: 10.3969/j.issn.1001-4268.2017.06.003
引用本文: 张宏波, 侯振挺. 一类无限位相分布的尾部衰减特征[J]. 应用概率统计, 2017, 33(6): 584-590. DOI: 10.3969/j.issn.1001-4268.2017.06.003
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ZHANG HongBo, HOU ZhenTing. Tail Asymptotics for a Class of Infinite Phase Type Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(6): 584-590. DOI: 10.3969/j.issn.1001-4268.2017.06.003
Citation: ZHANG HongBo, HOU ZhenTing. Tail Asymptotics for a Class of Infinite Phase Type Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(6): 584-590. DOI: 10.3969/j.issn.1001-4268.2017.06.003
shu

一类无限位相分布的尾部衰减特征

Tail Asymptotics for a Class of Infinite Phase Type Distributions

    摘要
  • 摘要: 本文在分布概率生成函数或~Laplace-Stieltjes~变换的基础上讨论一类特殊的无限位相分布的尾部衰减性质. 结果表明,与有限位相分布不同, 所讨论的无限位相分布不再具有几何衰减或指数衰减的性质.

     

    Abstract: In this paper, we discuss tail asymptoticsproperties for a class of infinite phase type distributions based onprobability generating function or Laplace-Stieltjes transform. The results show that, unlike finite phase cases, the tail asymptotics for the infinite phase type distributions we considered do not decay geometrically or exponentially.

     

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