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2004•Journal of Nanjing University of Science and TechnologyRequires access

Inverse Problem of a Class of Discrete Time Phase-Type Distribution

Nie Pan-hong

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Abstract

The paper studies the inverse problem of discrete time phase-type distribution from the conditional distribution vector sequence.Under knowing the conditional distribution vector sequence of Markov chain’s first arrival time,this paper determines the transient state transfer matrix by means of matrix analysis.

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What this paper is about

The paper studies the inverse problem of discrete time phase-type distribution from the conditional distribution vector sequence.Under knowing the conditional distribution vector sequence of Markov chain’s first arrival time,this paper determines the transient state transfer matrix by means of matrix analysis.

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Available abstract

The paper studies the inverse problem of discrete time phase-type distribution from the conditional distribution vector sequence.Under knowing the conditional distribution vector sequence of Markov chain’s first arrival time,this paper determines the transient state transfer matrix by means of matrix analysis.

Key concepts: Discrete phase-type distribution, Phase-type distribution, Markov chain, Mathematics, Sequence (biology), Distribution (mathematics), Inverse, Conditional probability distribution

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