Matching Three Moments with Minimal Acyclic Phase Type Distributions

DOI10.1081/STM-200056210zbMath1069.60013WikidataQ62048489 ScholiaQ62048489MaRDI QIDQ5462794

Miklós Telek, Andras Horvath, Andrea Bobbio

Publication date: 27 July 2005

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

moment bounds; moment Fitting

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J99: Markov processes

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Cites Work

• Matching moments to phase distributions: nonlinear programming approaches
• Matching moments to phase distributions: density function shapes
• The least variable phase type distribution is erlang
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Matching moments to phase distributions: Mixtures of erlang distributions of common order