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

DOI10.1080/15326340903517139zbMATH Open1204.60073OpenAlexW2079872422MaRDI QIDQ3562376FDOQ3562376

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

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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)

Cites Work

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

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