| 连续时间Markov链的二元Log-PH分布研究 |
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| 引用本文： | 戴泽兴,王传玉,张大伟.连续时间Markov链的二元Log-PH分布研究[J].贵州师范大学学报(自然科学版),2013(6):62-65. |
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| 作者姓名： | 戴泽兴 王传玉 张大伟 |
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| 作者单位： | 安徽工程大学数理学院,安徽芜湖241000 |
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| 基金项目： | 国家自然科学基金（612033139） |
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| 摘 要： | 对连续时间Markov链的一元PH分布研究作了推广。根据Ramaswami提出的连续时间Markov链的一元Log-PH分布的概念,对一元Log-PH分布进行k阶矩,Laplace变换,Kronecker运算等基本性质的研究。结合Assaf D5]提出的连续时间Markov链的二元PH分布,推导出相应的二元Log-PH分布的分布函数,密度函数,k阶矩和Laplace变换。
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| 关 键 词： | 连续时间Markov链 二元Log-PH分布 Laplace变换 Kronecker运算 |
Countinuous-time Markov chain bivariate Log-PH type distribution |
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| DAI Ze-xing,WANG Chuang-yu,ZHANG Da-wei.Countinuous-time Markov chain bivariate Log-PH type distribution[J].Journal of Guizhou Normal University(Natural Sciences),2013(6):62-65. |
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| Authors: | DAI Ze-xing WANG Chuang-yu ZHANG Da-wei |
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| Institution: | (College of Mathematics and Physics,Anhui Polytechnic University,Wuhu , Anhui 241000, China) |
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| Abstract: | This article is an extension of the univariate PH distribution research of continuous - time Markov chain. According to the concept of univariate Log - PH distribution of continuous - time Mark- ov chain raised by Ramaswami, we research univariate Log - PH distribution of its basic properties, such as k moment, Laplace transform, Kronecker calculation. Taking reference of Assaf DESl＇s bivari- ate PH distribution of continuous - time Markov chain, we deduce the corresponding distribution func- tion, density function,k moment and Laplace conversion of bivariate Log - PH distribution. |
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| Keywords: | countinuous -time Markov chain bivariate Log phase type distribution Laplace trans-form Kronecker calculation |
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