Characterization of phase-type distributions (Q3479364): Difference between revisions

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Latest revision as of 22:02, 19 March 2024

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Characterization of phase-type distributions
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    Characterization of phase-type distributions (English)
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    1990
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    Markov chain
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    hitting time
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    rational functions
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    geometric characterization of phase-type distributions
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    Invariant Polytope Lemma
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    R-invariant polytopes
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    invariant polytope approach
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    Laplace-Stieltjes transform
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    real poles
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    upper bi-diagonal representation
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