Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (2): 201-214.

• Articles • Previous Articles     Next Articles

ON THE SPH-DISTRIBUTION CLASS

 SHI Ding-Hua, GUO Jin-Li, LIU Li-Meng   

  • Online:2005-04-20 Published:2005-04-20
  • Supported by:

    Supported by the National Natural Science Foundation of China (70171059)

Abstract:

Following up Neuts’ idea, the SPH-distribution class associated with bounded
Q matrices for infinite Markov chains is defined. The main result in this paper is to
characterize the SPH class through the derivatives of the distribution functions. Based on
the characterization theorem, closure properties, the expansion, uniform approximation,
and the matrix representations of the SPH class are also discussed by the derivatives of
the distribution functions at origin.

Key words: Phase type distribution;absorbing Markov chain; operator theory,;SPH-
distribution; properties

CLC Number: 

  • 60E05
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