Approximation with generalized hyperexponential distributions: Weak convergence results (Q1109405): Difference between revisions

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Approximation with generalized hyperexponential distributions: Weak convergence results
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    Approximation with generalized hyperexponential distributions: Weak convergence results (English)
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    1986
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    It is demonstrated that the class of generalized hyperexponential distributions, which are affine combinations of exponentials, is dense in the class of all distributions on [0,\(\infty)\) with respect to the topology of weak convergence. Relations are given between this class and other classes of distributions used to approximate general distributions in applied probability models; these classes include mixed generalized Erlang distributions, distributions with rational Laplace transforms and phase-type distributions.
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    mixtures of exponentials
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    generalized hyperexponential distribution
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    topology of weak convergence
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    Erlang distributions
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    phase-type distributions
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