Characterization of phase-type distributions (Q3479364)
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English | Characterization of phase-type distributions |
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Characterization of phase-type distributions (English)
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1990
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Markov chain
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hitting time
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rational functions
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geometric characterization of phase-type distributions
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Invariant Polytope Lemma
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R-invariant polytopes
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invariant polytope approach
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Laplace-Stieltjes transform
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real poles
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upper bi-diagonal representation
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