Approximation with generalized hyperexponential distributions: Weak convergence results (Q1109405)

It is demonstrated that the class of generalized hyperexponential distributions, which are affine combinations of exponentials, is dense in the class of all distributions on [0,\(\infty)\) with respect to the topology of weak convergence. Relations are given between this class and other classes of distributions used to approximate general distributions in applied probability models; these classes include mixed generalized Erlang distributions, distributions with rational Laplace transforms and phase-type distributions.