摘要
侯振挺等[1 ] 引入了一类具有广泛应用前景的随机过程—— Markov骨架过程 .文献 [2 ]中研究了这类过程中的齐次 ( H ,Q)过程积分型泛函的分布与矩 .在此基础上 ,对马氏骨架过程中非齐次 ( H ,Q)过程积分型泛函作讨论 ,并且得到了它的分布与矩的具体计算公式 .
Z.T.Hou[1] introduced a kind of stochastic processes Markov skeleton processes with wide prospects in applications, and the distributions and moments of integral type functional for homogeneous (H,Q) processes was researched in [2]. On the basis of that, in this paper, we deal with the distributions and moments of integral type functional for nonhomogeneous (H,Q) processes, and obtain computational formula of the distributations and moments.
出处
《长沙铁道学院学报》
CSCD
2000年第3期81-85,97,共6页
Journal of Changsha Railway University
基金
国家自然科学基金!资助项目 (199710 0 6 )
关键词
非齐次
积分型泛函
分布与矩
nonhomogeneous
integral type functional
distribution and moment
