The algebraic construction of phase-type distributions

DOI10.1080/15326349108807207zbMath0741.60011OpenAlexW1968933954WikidataQ62796199 ScholiaQ62796199MaRDI QIDQ3987852

Robert S. Maier

Publication date: 28 June 1992

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349108807207

zbMATH Keywords

Laplace transformsfirst passage timesrational generating functioncharacterisation of discrete phase-type distributionscontinuous phase-type distributionsprobability distribution of discrete phase-type

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (10)

A proof of the steepest increase conjecture of a phase-type density ⋮ New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes ⋮ Uniform error bounds for a continuous approximation of non-negative random variables ⋮ Reliability assessment of a discrete time cold standby repairable system ⋮ On the Minimal Value in Maier's Property Concerning Phase-Type Distributions ⋮ Phase-type distributions and the structure of finite Markov chains ⋮ Phase-type distributions and representations: Some results and open problems for system theory ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Fitting Matrix Geometric Distributions by Model Reduction ⋮ A Constructive Proof of the Phase-Type Characterization Theorem

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