First passage times for multidimensional denumerable state Markov processes
文献类型：期刊论文
| 作者 | Xu, GH; Xu, DJ |
| 刊名 | CHINESE SCIENCE BULLETIN
 |
| 出版日期 | 1999-06-01 |
| 卷号 | 44期号:11页码:970-980 |
| 关键词 | multidimensional denumerable state Markov process first passage time uniformization uniform error |
| ISSN号 | 1001-6538 |
| 英文摘要 | For a general multidimensional denumerable state Markov process with any initial state probability vector, the probability density function and its LS transform of the first passage time to a certain given state set are obtained and the algorithms for them are derived. It is proved that the resulting errors of the algorithms are both uniform in their respective arguments. Some numerical results are presented. |
| WOS研究方向 | Science & Technology - Other Topics |
| 语种 | 英语 |
| WOS记录号 | WOS:000082563400003 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14789]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Xu, GH |
| 作者单位 | 1.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.CAS, Asian Pacific Operat Res Ctr, Beijing 100080, Peoples R China 3.APORS, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xu, GH,Xu, DJ. First passage times for multidimensional denumerable state Markov processes[J]. CHINESE SCIENCE BULLETIN,1999,44(11):970-980. |
| APA | Xu, GH,&Xu, DJ.(1999).First passage times for multidimensional denumerable state Markov processes.CHINESE SCIENCE BULLETIN,44(11),970-980. |
| MLA | Xu, GH,et al."First passage times for multidimensional denumerable state Markov processes".CHINESE SCIENCE BULLETIN 44.11(1999):970-980. |
入库方式： OAI收割
来源：数学与系统科学研究院
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