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Inverse Problem of a Class of Discrete Time Phase-Type Distribution(PDF)

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
2004年05期
Page:
557-560
Research Field:
Publishing date:

Info

Title:
Inverse Problem of a Class of Discrete Time Phase-Type Distribution
Author(s):
NIE Pan-hong 1LIU Li-wei 2
1. Department of Computer,Changshu Institute of Technology ,Changshu 215500,China; 2. School of Sciences, NUST, Nanjing 210094,China
Keywords:
Markov chain Phase-Type distribution first arrival t ime
PACS:
O211.6
DOI:
-
Abstract:
The paper studies the inverse problem of discrete t ime phase-type distribut ion f rom the condit ional distribution vector sequence. Under know ing the condit ional dist ribut ion vector sequence of Markov chain. s f irst arrival time, this paper determines the t ransient state t ransfer mat rix by means of mat rix analysis.

References:

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[ 2] 田乃硕1 休假随机服务系统[ M] . 北京: 北京大学出版社, 2001.
[ 3] Neuts M F, Rao B M. On the design of a finite- capacity queue with phase- type service times and hyster etic control[ J] . Eur J Opns Res, 1992, 62: 221~ 240.
[ 4] 林元烈1 应用随机过程[ M] . 北京: 清华大学出版, 2002.

Memo

Memo:
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Last Update: 2013-03-11