The Distributions and Moments of the First Entrance Time for Nonhomogeneous (H,Q) Process

Liu Xin Chen; Gen Li

doi:10.4028/www.scientific.net/AMM.459.173

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 459The Distributions and Moments of the First...

The Distributions and Moments of the First Entrance Time for Nonhomogeneous (H,Q) Process

Abstract:

In this paper, we discuss one kind of Markov Skeleton processes, nonhomogeneous (H,Q) processes. We mainly study their distributions and moments of the first entrance time, and we obtain their recursive formula and some related properties.

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Periodical:

Applied Mechanics and Materials (Volume 459)

Pages:

173-176

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.459.173

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Online since:

October 2013

Authors:

Liu Xin Chen*, Gen Li

Keywords:

Distribution, First Entrance Time, Moments, Nonhomogeneous (H,Q) Process

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References

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