Phase-Type Distributions and Its Mathematical Expectation under the Situation with Multivariate Markov Model
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摘要:
在多元马尔可夫模型下研究了Phase-Type分布.根据多元马氏模型状态的转移特征,在确定模型中各随机序列的瞬时状态集转移到吸收态集的首达时间的条件下,结合传统Phase-Type分布的定义,提出多元马氏模型下Phase-Type分布的概念,并给出该分布的分布列和数学期望.
This paper considered the Phase-Type distributions problem under the situation with multivariate Markov model.According to the transition characteristics of the states in the multivariate Markov model,and combine the definition of the traditional Phase-Type distributions,the concept of the Phase-Type distributions is proposed under the situation with multivariate Markov model when the first arrival time is confirmed for the transient state set of the various stochastic sequences transfer into absorbing state set in the model.Further,the expressions of distribution sequence and mathematical expectation are obtained for the Phase-Type distributions.
作者:
邢灵博 杨其强
机构地区:
琼州学院理工学院
出处:
《betway官方app 学报：自然科学版》 CAS 北大核心 2015年第4期26-30,共5页
基金:
海南省自然科学基金(20151008 113008) 琼州学院校级青年科学基金项目(QYQN201446)
关键词:
多元马氏模型 Phase-Type分布 数学期望
multivariate Markov model Phase-Type distributions mathematical expectation
分类号:
O211.62 [理学—概率论与数理统计]
