PH分布的累积报酬分布及应用  

The Distribution of the Accumulated Rewards in PH and Its Application

作　　者：张超权[1] 秦永松[2] 唐胜达[2] 

机构地区：[1]桂林航天工业学院理学部.广西桂林541004 [2]广西师范大学数学科学学院,广西桂林541004

出　　处：《江西师范大学学报（自然科学版）》2013年第3期249-252,共4页Journal of Jiangxi Normal University(Natural Science Edition)

基　　金：国家自然科学基金(10971038);广西教育厅科研课题(201106LX067)资助项目

摘　　要：采用构造新Markov链的方法对离散PH分布的报酬过程进行研究,证明了在单位时间收益率确定及随机2种情况下带报酬Markov链在被吸收之前的"累积报酬"是PH分布,并给出了相应的表达式,最后给出了2个数值计算实例.The rewards processes of the discrete PH distribution are anlysised by constructing a new Markov chain associated with the time until absorption in a finite,discrete time Markov chain.It is shown that the distribution of total accumulate reward obtained until absorption with constant and random reward rate in each state are respectively PH distribution.At last,the expression is given and two numerical examples are discussed.

关 键 词：运筹学 PH分布 报酬Markov链 累积报酬 

分 类 号：O211.5[理学—概率论与数理统计] O226[理学—数学]