单生过程击中时与平稳分布  

THE HITTING TIME AND STATIONARY DISTRIBUTION FOR SINGLE BIRTH PROCESSES

作　　者：张余辉[1] 

机构地区：[1]北京师范大学数学系,北京100875

出　　处：《北京师范大学学报（自然科学版）》2004年第2期157-161,共5页Journal of Beijing Normal University(Natural Science)

基　　金：国家"九七三"计划资助项目;国家自然科学基金资助项目(10 12 110 1;10 10 10 0 3);教育部博士点基金资助项目

摘　　要：给出了单生过程首中时、击中时一阶矩的显式表达 ,由此得到了单生过程平稳分布的显式表达 ,并计算了The explicit expressions are presented on the moment of the first hitting time and the hitting time for single birth processes. Furthermore, the explicit expressions are obtained on the stationary distribution of single birth processes for the first time. At the end, the stationary distributions for three examples are computed in detail.

关 键 词：单生过程 首中时 击中时 平稳分布 

分 类 号：O211.6[理学—概率论与数理统计]