连续时间Markov链的二元Log-PH分布研究

Countinuous-time Markov chain bivariate Log-PH type distribution

对连续时间Markov链的一元PH分布研究作了推广。根据Ramaswami提出的连续时间Markov链的一元Log-PH分布的概念,对一元Log-PH分布进行k阶矩,Laplace变换,Kronecker运算等基本性质的研究。结合Assaf D[5]提出的连续时间Markov链的二元PH分布,推导出相应的二元Log-PH分布的分布函数,密度函数,k阶矩和Laplace变换。

This article is an extension of the univariate PH distribution research of continuous - time Markov chain. According to the concept of univariate Log - PH distribution of continuous - time Mark- ov chain raised by Ramaswami, we research univariate Log - PH distribution of its basic properties, such as k moment, Laplace transform, Kronecker calculation. Taking reference of Assaf DESl＇s bivari- ate PH distribution of continuous - time Markov chain, we deduce the corresponding distribution func- tion, density function,k moment and Laplace conversion of bivariate Log - PH distribution.