On the use of functional calculus for phase-type and related distributions
DOI10.1080/15326349.2015.1064773zbMATH Open1348.60120OpenAlexW2297258694MaRDI QIDQ2803400FDOQ2803400
Authors: Mogens Bladt, Azucena Campillo Navarro, Bo Friis Nielsen 
Publication date: 4 May 2016
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://orbit.dtu.dk/en/publications/on-the-use-of-functional-calculus-for-phasetype-and-related-distributions(6a1a9683-151c-46f9-9f89-d5ca1ac9ca47).html
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Mellin transformMarkov jump processfunctional calculusphase-type distributionscomplex analysismatrix-exponential
Probability distributions: general theory (60E05) Functional calculus for linear operators (47A60) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
- Functions of Matrices
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- Applied Probability and Queues
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- The functional calculus for sectorial operators
- New results on the single server queue with a batch markovian arrival process
- A versatile Markovian point process
- Marked point processes as limits of Markovian arrival streams
- A Review on Phase-type Distributions and their Use in Risk Theory
- Characterization of phase-type distributions
- Point processes with finite-dimensional conditional probabilities
- Calculation of ruin probabilities for a dense class of heavy tailed distributions
- Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
- Moment distributions of phase type
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