The least variable phase type distribution is erlang
From MaRDI portal
Publication:3774684
DOI10.1080/15326348708807067zbMath0635.60086OpenAlexW1993834778WikidataQ29031228 ScholiaQ29031228MaRDI QIDQ3774684
Lawrence A. Shepp, David J. Aldous
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
Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)
Related Items (38)
Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty ⋮ Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation ⋮ Concentrated matrix exponential distributions with real eigenvalues ⋮ On Some Properties of Bivariate Exponential Distributions ⋮ Moments and polynomial expansions in discrete matrix-analytic models ⋮ Cluster-based fitting of phase-type distributions to empirical data ⋮ Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type ⋮ Reliability of a multi-state system subject to shocks using phase-type distributions ⋮ Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ A decomposition method for approximate evaluation of continuous flow multi-stage lines with general Markovian machines ⋮ New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes ⋮ Limit equations of adaptive Erlangization and their application to environmental management ⋮ Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics ⋮ Analysis of a non-Markov transcription model with nuclear RNA export and RNA nuclear retention ⋮ Performance evaluation of transfer lines with general repair times and multiple failure modes ⋮ Probability masses Fitting in the analysis of manufacturing flow lines ⋮ Computation of invariant measures and stationary expectations for Markov chains with block-band transition matrix ⋮ Majorization: here, there and everywhere ⋮ Finding upper-triangular representations for phase-type distributions with 3 distinct real poles ⋮ High order concentrated matrix-exponential distributions ⋮ Joint densities of hitting times for finite state Markov processes ⋮ Multi-server tandem queue with Markovian arrival process, phase-type service times, and finite buffers ⋮ Circulation network design for urban rail transit station using a PH(\(n\))/PH(\(n\))/\(C\)/\(C\) queuing network model ⋮ Erlangian Approximations for Finite-Horizon Ruin Probabilities ⋮ Moment bounds of PH distributions with infinite or finite support based on the steepest increase property ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes ⋮ Transient analysis of a Markovian queue with deterministic rejection ⋮ Matching Three Moments with Minimal Acyclic Phase Type Distributions ⋮ Approximating Matrix-Exponential Distributions by Global Randomization ⋮ Phase-type distributions and representations: Some results and open problems for system theory ⋮ Modeling stochastic gene expression: from Markov to non-Markov models ⋮ Analyzing service blueprints using phase distributions ⋮ Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication ⋮ Bounds on the mean and squared coefficient of variation of phase-type distributions ⋮ An Efficient Brute Force Approach to Fit Finite Mixture Distributions ⋮ On matrix exponential distributions ⋮ Stationary Markov jump processes in terms of average transition times: setup and some inequalities of kinetic and thermodynamic kind
This page was built for publication: The least variable phase type distribution is erlang
