连续时间马氏链中的两个计数过程

TWO COUNTING PROCESSES IN A MARKOV CHAIN WITH COUNTINUOUS TIME

  • 摘要: 木文考虑连续时间齐次Markov链在(O,t期间状态转移次数和从状态集AB的转移次数.为计算平均转移次数,我们得到了某些在随机模型中极其有用的简便公式并引进了无限位相型(Phase Type)分布。

     

    Abstract: In this paper, we consider two transition numbers among all states and from state set A to B in a homogeneous Markov chain with continuous time during (0, t. In order to calculate their mean transition numbers, some simple useful formulas in stochastic models are obtained and a new class of infinite phase type distributions is introduced.

     

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