A closure characterisation of phase-type distributions

DOI10.2307/3214794MaRDI QIDQ3992289zbMATH OpenOpenAlexWikidataFDO

Authors Robert S. Maier, Colm Art O'Cinneide

Publication date 13 August 1992

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214794

zbMATH Keywords

automata theorydistributions of finite hitting time in a finite Markov chainexponential distributionsphase-type distributionqueueing theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Formal languages and automata (68Q45)

Recommendations

• The algebraic construction of phase-type distributions
• Phase-type distributions and the structure of finite Markov chains
• Phase-type distributions: open problems and a few properties
• Equilibrium distributions of discrete phase type
• Methods of analysis and computation for queueing systems with phase distributions

Cited in

(21)

• Transient Markov arrival processes
• Phase-type distributions and the structure of finite Markov chains
• New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes
• On the SPH-distribution class
• Equilibrium distributions of discrete phase type
• Bilateral phase-type distributions
• scientific article; zbMATH DE number 5130070 (Why is no real title available?)
• scientific article; zbMATH DE number 4140918 (Why is no real title available?)
• Characterization of phase-type distributions
• Presentation of phase-type distributions as proper mixtures
• The algebraic construction of phase-type distributions
• Phase-type distributions: open problems and a few properties
• On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
• “Stochastic Annuities,” Daniel Dufresne, January 2007
• scientific article; zbMATH DE number 279302 (Why is no real title available?)
• The discrete PH distributions and expressions of the time till killing a target
• Bilateral Phase Type Distributions
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• CLOSED FORM OF PH-DISTRIBUTION
• scientific article; zbMATH DE number 967324 (Why is no real title available?)
• Phase-type distributions and majorization

This page was built for publication: A closure characterisation of phase-type distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3992289)