First passage times for multidimensional denumerable state Markov processes

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	First passage times for multidimensional denumerable state Markov processes
	Xu, GH ; Xu, DJ
	1999-06-01
发表期刊	CHINESE SCIENCE BULLETIN
ISSN	1001-6538
卷号	44 期号:11 页码:970-980
摘要	For a general multidimensional denumerable state Markov process with any initial state probability vector, the probability density function and its LS transform of the first passage time to a certain given state set are obtained and the algorithms for them are derived. It is proved that the resulting errors of the algorithms are both uniform in their respective arguments. Some numerical results are presented.
关键词	multidimensional denumerable state Markov process first passage time uniformization uniform error
语种	英语
WOS研究方向	Science & Technology - Other Topics
WOS类目	Multidisciplinary Sciences
WOS记录号	WOS:000082563400003
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14790
专题	中国科学院数学与系统科学研究院
通讯作者	Xu, GH
作者单位	1.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.CAS, Asian Pacific Operat Res Ctr, Beijing 100080, Peoples R China 3.APORS, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Xu, GH,Xu, DJ. First passage times for multidimensional denumerable state Markov processes[J]. CHINESE SCIENCE BULLETIN,1999,44(11):970-980.
APA	Xu, GH,&Xu, DJ.(1999).First passage times for multidimensional denumerable state Markov processes.CHINESE SCIENCE BULLETIN,44(11),970-980.
MLA	Xu, GH,et al."First passage times for multidimensional denumerable state Markov processes".CHINESE SCIENCE BULLETIN 44.11(1999):970-980.