谱负MAP是应用概率论领域的重要内容之一.利用Asmussen.kella鞅推广了谱负MAP(X,J)的波动理论,给出谱负MAP在与之独立且服从Erlang分布的随机时刻点上水平与极值的联合变换所满足的等式,进而由Erlangization方法,给出谱负MAP(X,J)的水平与极值的联合变换的瞬时趋近算法.
Spectrally negative MAP is one of the important contents in the probability. The fluctuation theory of the spectrally negative MAP(X, J) is generalized by the means of the Asmussen-kella martingale. The equations that satisfied by the joint transforms of the level and the extremum of the spectrally negative MAP at an independent Erlang distributed time are discussed. Furthermore, by the Erlangization method, the approximation algorithm of trancient joint transform of the level and the extremum of the spectrally negative MAP is obtained.