| ON THE SPH-DISTRIBUTION CLASS |
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| 作者姓名： | 史定华 郭进利 刘黎明 |
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| 作者单位： | [1]DepartmentofMathematics,ShanghaiUniversity,Shanghai200436,China [2]CollegeofManagement,UniversityofShanghaiforScienceandTechnology,Shanghai200093.China [3]DepartmentofIndustrialEngineeringandEngineeringManagementTheHongKongUniversityofScienceandTechnology,HongKong,China |
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| 摘 要： | Following up Neuts‘ idea, the SPH-distribution class associated with bounded Q matrices for infinite Markov chains is defined. The main result in this paper is to characterize the SPH class through the derivatives of the distribution functions. Based on the characterization theorem, closure properties, the expansion, uniform approximation,and the matrix representations of the SPH class are also discussed by the derivatives of the distribution functions at origin.Key words Phase type distribution, absorbing Markov chain, operator theory, SPH- distribution, properties
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| 关 键 词： | 相位类型分布 吸收马尔可夫链 算子理论 SPH-分布 |
| 收稿时间： | 30 October 2002 |
ON THE SPH-DISTRIBUTION CLASS |
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| Shi Dinghua,Guo Jinli,Liu Liming.ON THE SPH-DISTRIBUTION CLASS[J].Acta Mathematica Scientia,2005,25(2):201-214. |
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| Authors: | Shi Dinghua Guo Jinli Liu Liming |
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| Institution: | 1. Laboratory forMachine Tools and Production Engineering (WZL), RWTH Aachen University, 52074 Aachen, Germany;2. Information Management in Mechanical Engineering(IMA), RWTH Aachen University, 52068 Aachen, Germany;3. Fraunhofer Institute for Production Technology (IPT), 52074 Aachen, Germany |
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| Abstract: | Following up Neuts'idea, the SPH-distribution class associated with bounded Q matrices for infinite Markov chains is defined. The main result in this paper is to characterize the SPH class through the derivatives of the distribution functions. Based on the characterization theorem, closure properties, the expansion, uniform approximation,and the matrix representations of the SPH class are also discussed by the derivatives of the distribution functions at origin. |
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| Keywords: | Phase type distribution absorbing Markov chain operator theory SPH-distribution properties |
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