Compound Markov negative binomial distribution

DOI10.1016/j.cam.2015.06.026zbMath1323.60092OpenAlexW1170288989MaRDI QIDQ495043

Serkan N. Eryılmaz

Publication date: 9 September 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.06.026

zbMATH Keywords

phase-type distributionMarkov chaincompound random variable

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (6)

On the concentration of runs of ones of length exceeding a threshold in a Markov chain ⋮ On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence ⋮ Reliability computing method for generalized \(k\)-out-of-\(n\) system ⋮ A compound negative binomial distribution with mutative termination conditions based on a change point ⋮ Reliability evaluation of a system under a mixed shock model ⋮ On bivariate compound sums

Cites Work

• Unnamed Item
• Phase-type distributions and the structure of finite Markov chains
• Geometric distribution of order \(k\) with a reward
• Fundamentals of Matrix-Analytic Methods
• On the Sums of Compound Negative Binomial and Gamma Random Variables
• A Markov-binomial distribution
• Ruin Probabilities in the Compound Markov Binomial Model
• On the Moments of the Time of Ruin with Applications to Phase-Type Claims

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