The least variable phase type distribution is erlang
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Publication:3774684
DOI10.1080/15326348708807067zbMATH Open0635.60086OpenAlexW1993834778WikidataQ29031228 ScholiaQ29031228MaRDI QIDQ3774684FDOQ3774684
Authors: David Aldous, Larry Shepp 
Publication date: 1987
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326348708807067
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- Modeling stochastic gene expression: from Markov to non-Markov models
- Computation of invariant measures and stationary expectations for Markov chains with block-band transition matrix
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
- Multivariate matrix-exponential affine mixtures and their applications in risk theory
- Approximating Matrix-Exponential Distributions by Global Randomization
- Matching Three Moments with Minimal Acyclic Phase Type Distributions
- Phase-type distributions and representations: Some results and open problems for system theory
- Probability masses Fitting in the analysis of manufacturing flow lines
- Transient analysis of a Markovian queue with deterministic rejection
- Cluster-based fitting of phase-type distributions to empirical data
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
- Finding upper-triangular representations for phase-type distributions with 3 distinct real poles
- Concentrated matrix exponential distributions with real eigenvalues
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- Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication
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- Bounds on the mean and squared coefficient of variation of phase-type distributions
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- Circulation network design for urban rail transit station using a PH(\(n\))/PH(\(n\))/\(C\)/\(C\) queuing network model
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