On matrix exponential distributions

DOI10.1239/AAP/1175266478zbMath1114.60013OpenAlexW2146380521MaRDI QIDQ3435399

Qi-Ming He, Han-Qin Zhang

Publication date: 26 April 2007

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1175266478

zbMATH Keywords

phase-type distributionHankel matrixmatrix-analytic methodsmatrix exponential distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (11)

Markovian Approximations for a Grid Computing Network with a Ring Structure ⋮ The two-matrix problem ⋮ On minimal representations of rational arrival processes ⋮ Moment characterization of matrix exponential and Markovian arrival processes ⋮ Multivariate Matrix-Exponential Distributions ⋮ Unnamed Item ⋮ The Algebraic Degree of Phase-Type Distributions ⋮ Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication ⋮ Coxian representations of generalized Erlang distributions ⋮ Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times ⋮ Fitting Matrix Geometric Distributions by Model Reduction

Cites Work

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