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.
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页码：449 / 453
页数：5
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