On the use of functional calculus for phase-type and related distributions

DOI10.1080/15326349.2015.1064773MaRDI QIDQ2803400zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

complex analysisfunctional calculusMarkov jump processmatrix-exponentialMellin transformphase-type distributions

Mathematics Subject Classification ID

Functional calculus for linear operators (47A60) Probability distributions: general theory (60E05) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• A Review on Phase-type Distributions and their Use in Risk Theory
• A versatile Markovian point process
• Applied Probability and Queues
• Calculation of ruin probabilities for a dense class of heavy tailed distributions
• Characterization of phase-type distributions
• Functions of Matrices
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• Marked point processes as limits of Markovian arrival streams
• Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
• Moment distributions of phase type
• New results on the single server queue with a batch markovian arrival process
• Point processes with finite-dimensional conditional probabilities
• The functional calculus for sectorial operators

Cited in

(2)

• Concomitants of order statistics from bivariate phase-type distributions with continuous density functions
• On a Dirichlet process mixture representation of phase-type distributions

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