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A到B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.
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.
出处
《应用概率统计》
CSCD
北大核心
1994年第1期84-89,共6页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金资助的项目.
关键词
马氏链
转移频度公式
计数过程
Markov Chain, IPH-distribution,The transition frequency formula.
