矩阵指数方程e^A=P的解及其应用

SOLUTION OF EXPONENTIAL EQUATION OF MATRIX e A=P WITH APPLICATIONS

本文证明了矩阵指数方程解的存在性，给出了该类方程求解的方法，并揭示了时间连续的马尔可夫过程的Ｑ矩阵与转移概率矩阵之间的密切关系。

This arcticle has proved the existence of solution of exponential equation of matrix,and given out the solution of equation,and have promulgated the intimate relation between Q matrix of Markov proeess with continuous times and matrix of transition probability.