Phase-type representations for exponential distributions

DOI10.1017/APR.2024.67MaRDI QIDQ6883612zbMATH OpenFDO

Authors Hansjörg Albrecher, Bo Friis Nielsen

Publication date 16 December 2025

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/APR.2024.67

zbMATH Keywords

Markov jump processesphase-type distributionsbivariate exponential distributionsgenerator matrices

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Jump processes on discrete state spaces (60J74)

Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 4001174 (Why is no real title available?)
• scientific article; zbMATH DE number 3105214 (Why is no real title available?)
• A Multivariate Exponential Distribution
• A New Class of Multivariate Phase Type Distributions
• A continuous multivariate exponential distribution
• A duality theorem for the matrix paradigms in queueing theory
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• Characterization of phase-type distributions
• Matrix-Exponential Distributions in Applied Probability
• On dual and minimal phase-type representations
• On non-uniqueness of representations of phase-type distributions
• On some properties of bivariate exponential distributions
• On the construction of bivariate exponential distributions with an arbitrary correlation coefficient
• Ruin probabilities
• The quasi-stationary behavior of quasi-birth-and-death processes
• When is a MAP Poisson?

This page was built for publication: Phase-type representations for exponential distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6883612)