On the Minimal Value in Maier's Property Concerning Phase-Type Distributions

DOI10.1080/15326340903517139zbMath1204.60073MaRDI QIDQ3562376

Carmen 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 distribution; rational Laplace-Stieltjes transform; matrix-exponential distribution; phase-type representation

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60J27: Continuous-time Markov processes on discrete state spaces

Cites Work

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