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Stationary distributions and ergodicity of reflection-type Markov chains 期刊论文
STATISTICS & PROBABILITY LETTERS, 2022, 卷号: 189, 页码: 8
作者:  Liu, Yujie;  Niu, Minwen;  Yao, Dacheng;  Zhang, Hanqin
收藏  |  浏览/下载:50/0  |  提交时间:2023/02/07
Markov chain  Ergodicity  Stationary distribution  Feller chain  Small set  
Algorithms for Coxianization of Phase-Type Generators 期刊论文
INFORMS JOURNAL ON COMPUTING, 2011, 卷号: 23, 期号: 1, 页码: 153-164
作者:  He, Qi-Ming;  Zhang, Hanqin;  Xue, Jungong
收藏  |  浏览/下载:125/0  |  提交时间:2018/07/30
matrix-analytic methods  Coxian distribution  phase-type distribution  probability distribution  
THE ALGEBRAIC DEGREE OF PHASE-TYPE DISTRIBUTIONS 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2010, 卷号: 47, 期号: 3, 页码: 611-629
作者:  Fackrell, Mark;  He, Qi-Ming;  Taylor, Peter;  Zhang, Hanqin
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Phase-type distribution  rational Laplace-Stieltjes transform  algebraic degree  matrix-analytic method  
A production-inventory problem for an energy buy-back program 期刊论文
IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING, 2007, 卷号: 4, 期号: 3, 页码: 395-406
作者:  Chen, Youhua (Frank);  Fellow, Suresh P. Sethi;  Zhang, Hanqin
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
deregulation in the electricity market  dynamic programming  production-inventory model  (s, S) policy  
PH-invariant polytopes and coxian representations of phase type distributions 期刊论文
STOCHASTIC MODELS, 2006, 卷号: 22, 期号: 3, 页码: 383-409
作者:  He, Qi-Ming;  Zhang, Hanqin
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
aggregated Markov chain  Coxian distribution  Jordan canonical form  matrix analytic methods  PH-distribution  polytope  
Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions 期刊论文
STOCHASTIC MODELS, 2006, 卷号: 22, 期号: 2, 页码: 289-317
作者:  He, QM;  Zhang, HQ
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
coxian distribution  invariant polytope  matrix analytic methods  matrix-exponential distribution  PH-distribution  
A note on unicyclic representations of phase type distributions 期刊论文
STOCHASTIC MODELS, 2005, 卷号: 21, 期号: 2-3, 页码: 465-483
作者:  He, QM;  Zhang, HQ
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
matrix analytic methods  phase type distribution  probability distribution  
On the speed of convergence to an exponential distribution for the time of the first occurrence of a rare event in a regenerating process 期刊论文
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2002, 卷号: 16, 期号: 1, 页码: 121-128
作者:  Zhang, HQ;  Li, W
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
A NEW PROOF OF THE EQUIVALENCE OF ALMOST SURE STABILITY AND 1-COMPLETE STABILITY 期刊论文
UTILITAS MATHEMATICA, 1991, 卷号: 39, 页码: 219-224
作者:  ZHANG, HQ;  WANG, RX
收藏  |  浏览/下载:90/0  |  提交时间:2018/07/30