Phase-type distributions and majorization

DOI10.1214/AOAP/1177005935MaRDI QIDQ806173zbMATH OpenOpenAlexFDO

Authors Colm Art O'Cinneide

Publication date 1991

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005935

zbMATH Keywords

phase-type distributionMarkov chainsErlang distributionmajorized by a distribution

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Distribution theory (60E99) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(20)

• Characterization of phase-type distributions
• The Complementary Exponential Phase Type Distribution
• Convex orders for linear combinations of random variables
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• Operational number-phase probability distribution
• scientific article; zbMATH DE number 5130070 (Why is no real title available?)
• Majorization: here, there and everywhere
• The abscissa of convergence of the laplace-stieltjes transform of a ph-distribution
• Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
• Moments and polynomial expansions in discrete matrix-analytic models
• Triangular order of triangular phase-type distributions^∗
• scientific article; zbMATH DE number 4140918 (Why is no real title available?)
• The least variable phase type distribution is erlang
• Majorization and extremal PH distributions
• A proof of the steepest increase conjecture of a phase-type density
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
• On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables
• On non-uniqueness of representations of phase-type distributions
• On some properties of bivariate exponential distributions
• On the maximum queue length of the hyper scalable load balancing push strategy

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