Multivariate matrix Mittag-Leffler distributions (Q2042437)
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scientific article
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| English | Multivariate matrix Mittag-Leffler distributions |
scientific article |
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Multivariate matrix Mittag-Leffler distributions (English)
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20 July 2021
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multivariate distribution
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heavy tails
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Markov process
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Mittag-Leffler distribution
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phase-type
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matrix distribution
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extremes
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Laplace transforms
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0.8846032023429871
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0.8666008114814758
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0.7801284790039062
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0.7777479290962219
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0.7660959362983704
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