| 具有不良影响的一类存贮过程的首中时 |
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| 引用本文： | 赵玉环,刘锋.具有不良影响的一类存贮过程的首中时[J].数学的实践与认识,2010,40(2). |
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| 作者姓名： | 赵玉环 刘锋 |
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| 作者单位： | 1. 中国民航大学理学院,天津,300300
2. 天津滨海职业学院,天津,300450 |
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| 基金项目： | 国家863基金(2006AA12A113); 天津市自然科学基金(06YFJMJC12500); 中国民航大学科研基金(09CAUC-S03) |
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| 摘 要： | 考虑一类具有正负跳(正负跳大小服从Erlang分布)的存贮过程的首中时,利用马氏无穷小算子的方法来刻画首中时的拉普拉斯变换.
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| 关 键 词： | 存贮过程 Erlang分布 首中时 |
The first Passage Time for a Class of Storage Process with Disasters |
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| ZHAO Yu-huan,LIU Feng.The first Passage Time for a Class of Storage Process with Disasters[J].Mathematics in Practice and Theory,2010,40(2). |
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| Authors: | ZHAO Yu-huan LIU Feng |
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| Institution: | ZHAO Yu-huan~1,LIU Feng ~2 (1.College of Science,Civil Aviation University of China,300300,China ) (2.Tianjin Binhai polytechnic institute,Tianjin 300450,China) |
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| Abstract: | In this paper,we consider the first passage for a storage process with positive and negative jumps which are distributed by Erlang.We will use a method involving Markovian infinitesimal generator to characterize the Laplace transforms of the first passage time. |
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| Keywords: | storage processes Erlang distributions first passage time |
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