A closure characterisation of phase-type distributions
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Publication:3992289
DOI10.2307/3214794zbMath0758.60064OpenAlexW2323090021WikidataQ62796177 ScholiaQ62796177MaRDI QIDQ3992289
Robert S. Maier, Colm Art O'Cinneide
Publication date: 13 August 1992
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214794
automata theoryphase-type distributionexponential distributionsqueueing theorydistributions of finite hitting time in a finite Markov chain
Formal languages and automata (68Q45) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes ⋮ Transient Markov arrival processes ⋮ On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models ⋮ Phase-type distributions and the structure of finite Markov chains ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Equilibrium Distributions of Discrete Phase Type ⋮ “Stochastic Annuities,” Daniel Dufresne, January 2007
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