摘要
PH -分布是有限状态Markov链下直到被吸收的时间 (死亡时间 )分布 ,本文对PH -分布性质的研究进展作了综述 ,并给出“最速增加猜想”
A phase-type distribution is the distribution of the time until absorption(or killing time)in finite-state Markov chain.This paper make a summing up report on the properties of the phase-type distribution,and give a proof of the'steepest increase conjecture':For any phase-type densityf(t) of order a§n,f(t)/ta?a(c)n-1 is nonincreasing for a§ta§>0.
出处
《黔东南民族师范高等专科学校学报》
2002年第3期1-3,共3页
Journal of Southeast Guizhou National Teachers College
