Semi-markov processes with phase-type waiting times

被引：0
|
作者：
Hongler, MO [1 ]
Salama, Y [1 ]
机构：
[1] ECOLE POLYTECH FED LAUSANNE,DMA,CH-1015 LAUSANNE,SWITZERLAND
来源：
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK | 1996年 / 76卷
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D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We discuss the dynamics of continuous time semi-markov chains with phase-type waiting times. It is shown that the resulting generalized master equation which governs the marginal transition probability density can be written as a high order differential-difference equation; the order being directly related to the number of phases used to characterize the waiting time.
引用
收藏
页码：461 / 462
页数：2
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