A semi-explicit density function for Kulkarni's bivariate phase-type distribution
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Publication:2816627
DOI10.1080/15326349.2016.1191954zbMath1344.60022arXiv1407.7110OpenAlexW145938609MaRDI QIDQ2816627
Publication date: 25 August 2016
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.7110
Characteristic functions; other transforms (60E10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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Cites Work
- Multivariate Phase-Type Distributions
- Functions de variable réelle
- Multivariate Matrix-Exponential Distributions
- A New Class of Multivariate Phase Type Distributions
- Numerical Inversion of Laplace Transforms of Probability Distributions
- A Stochastic Two-Dimensional Fluid Model
- Bilateral Phase Type Distributions