Fitting matrix geometric distributions by model reduction
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Cites work
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- A Look at Some Data on the Old Faithful Geyser
- A modified low-rank Smith method for large-scale Lyapunov equations
- Algorithms for model reduction of large dynamical systems
- An alternative characterization for matrix exponential distributions
- An iterative SVD-Krylov based method for model reduction of large-scale dynamical systems
- Characterization of phase-type distributions
- Closure of phase type distributions under operations arising in reliability theory
- Cluster-based fitting of phase-type distributions to empirical data
- Combined elapsed time and matrix-analytic method for the discrete time \(GI/G/1\) and \(GI^X/G/1\) systems
- Coxian approximations of matrix-exponential distributions
- Discrete triangular distributions and non-parametric estimation for probability mass function
- Fitting with Matrix-Exponential Distributions
- scientific article; zbMATH DE number 3736680 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems
- Matching moments to phase distributions: nonlinear programming approaches
- Matching More Than Three Moments with Acyclic Phase Type Distributions
- Model reduction of large-scale systems by least squares
- NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
- On matrix exponential distributions
- On the Distribution of the Deficit at Ruin when Claims are Phase-type
- On the use of phase type distributions in reliability modelling of systems with two components
- Phase-type representations in random walk and queueing problems
- Positivity-preserving \(H_\infty\) model reduction for positive systems
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- The algebraic construction of phase-type distributions
Cited in
(4)- Novel algorithm for reconstruction of a distribution by fitting its first-four statistical moments
- Fitting discrete distributions on the first two moments
- scientific article; zbMATH DE number 1748558 (Why is no real title available?)
- Time-dependent reliability computation of system with multistate components
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