PHASE-TYPE DISTRIBUTIONS AND THE STRUCTURE OF FINITE MARKOV-CHAINS

被引：5

作者：

MAIER, RS ^{[1
]}

机构：

[1] UNIV ARIZONA,DEPT MATH,TUCSON,AZ 85721

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1993年 / 46卷 / 03期

关键词：

PHASE-TYPE DISTRIBUTIONS; MARKOV CHAINS; 1ST PASSAGE TIMES; GENERATING FUNCTIONS;

D O I：

10.1016/0377-0427(93)90040-I

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We show that all discrete phase-type distributions arise as first passage times (i.e., absorption times) in finite-state Markov chains with a certain recursive internal structure. This arises from the special properties of an automata-theoretic algorithm which can be used to solve the inverse problem for phase-type distributions: the construction of a Markov chain with specified absorption time distribution.

引用

页码：449 / 453

页数：5

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