On the minimal value in Maier's property concerning phase-type distributions

DOI10.1080/15326340903517139MaRDI QIDQ3562376zbMATH OpenOpenAlexFDO

Authors C. Sangüesa

Publication date 21 May 2010

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340903517139

zbMATH Keywords

phase-type distributionrational Laplace-Stieltjes transformmatrix-exponential distributionphase-type representation

Mathematics Subject Classification ID

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

Recommendations

• An invariant of representations of phase-type distributions and some applications
• The algebraic degree of phase-type distributions
• Phase-type distributions: open problems and a few properties
• The abscissa of convergence of the laplace-stieltjes transform of a ph-distribution
• Majorization and extremal PH distributions

Cites work

• A Markovian canonical form of second-order matrix-exponential processes
• A Note on Unicyclic Representations of Phase Type Distributions
• A geometric interpretation of the relations between the exponential and generalized Erlang distributions
• A proof of the steepest increase conjecture of a phase-type density
• Characterization of Matrix-Exponential Distributions
• Characterization of phase-type distributions
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• On non-uniqueness of representations of phase-type distributions
• Phase-type distributions and invariant polytopes
• Phase-type distributions: open problems and a few properties
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• The algebraic construction of phase-type distributions
• Uniform error bounds for a continuous approximation of non-negative random variables

This page was built for publication: On the minimal value in Maier's property concerning phase-type distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3562376)