Characterization of phase-type distributions
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Publication:3479364
DOI10.1080/15326349908807134zbMath0701.62021OpenAlexW2026701266MaRDI QIDQ3479364
Publication date: 1990
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349908807134
rational functionsLaplace-Stieltjes transformMarkov chainhitting timereal polesgeometric characterization of phase-type distributionsinvariant polytope approachInvariant Polytope LemmaR-invariant polytopesupper bi-diagonal representation
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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