A geometric interpretation of the relations between the exponential and generalized Erlang distributions

DOI10.2307/1427029MaRDI QIDQ3954580zbMATH OpenOpenAlexFDO

Authors Michel Dehon, Guy Latouche

Publication date 1982

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427029

zbMATH Keywords

convex setsexponential distributionsErlang distributionslinear combination of distribution functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited in

(18)

• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions
• A semi-infinite programming approach to identifying matrix-exponential distributions
• Coxian representations of generalized Erlang distributions
• Approximation with generalized hyperexponential distributions: Weak convergence results
• On the minimal value in Maier's property concerning phase-type distributions
• On matrix exponential distributions
• An alternative characterization for matrix exponential distributions
• Building mean field ODE models using the generalized linear chain trick \& Markov chain theory
• Characterization of Matrix-Exponential Distributions
• Fitting with Matrix-Exponential Distributions
• A Note on Unicyclic Representations of Phase Type Distributions
• A survey of some recent results on risk theory
• Phase-type Fitting of scale functions for spectrally negative Lévy processes
• Finding upper-triangular representations for phase-type distributions with 3 distinct real poles
• Coxian approximations of matrix-exponential distributions
• The shape of phylogenies under phase-type distributed times to speciation and extinction
• A note on mixed exponential approximations for GI/G/1 waiting times

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