Compound Markov negative binomial distribution

DOI10.1016/J.CAM.2015.06.026MaRDI QIDQ495043zbMATH OpenOpenAlexFDO

Authors Serkan Eryilmaz

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

Markov chainphase-type distributioncompound random variable

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• A Markov-binomial distribution
• Fundamentals of matrix-analytic methods
• Geometric distribution of order \(k\) with a reward
• On the Moments of the Time of Ruin with Applications to Phase-Type Claims
• On the Sums of Compound Negative Binomial and Gamma Random Variables
• Phase-type distributions and the structure of finite Markov chains
• Ruin Probabilities in the Compound Markov Binomial Model

Cited in

(10)

• scientific article; zbMATH DE number 5631000 (Why is no real title available?)
• Reliability computing method for generalized \(k\)-out-of-\(n\) system
• On the concentration of runs of ones of length exceeding a threshold in a Markov chain
• A compound negative binomial distribution with mutative termination conditions based on a change point
• The binomial and negative binomial distribution in discrete time Markov chains
• The moments of the generalized negative binomial distribution and recurrence time in discrete time Markov chains
• On bivariate compound sums
• A Markov-binomial distribution
• On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence
• Reliability evaluation of a system under a mixed shock model

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