指数分布在嵌入马氏链构造中的应用

The Application of Exponential Distribution in Constructing the Imbedded Markov Chain

对于出现指数分布的过程 ,利用指数分布的无记忆性 ,结合实例 ,构造出了马氏更新过程 。

In this paper, by the no-memory property of exponential distribution, we obtain the Markov renewal processes and the transition probability of the embedded Markov chain for some stochastic processes related the exponential distribution.