一类离散时间的Phase-Type分布的逆问题

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

该文从条件分布向量序列出发研究离散时间的Phase Type分布的逆问题。利用矩阵分析的方法 ,在已知Markov链首达时间的条件分布向量序列的前提下 。

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.