Sparse representations of phase-type distributions

DOI10.1080/15326349908807561zbMath0934.60060OpenAlexW1971904866MaRDI QIDQ4267521

Stéphane Mocanu, Christian Commault

Publication date: 3 April 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807561

zbMATH Keywords

Markov chainphase-type distributionsmonocyclic phase-type distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (10)

Heuristic representation optimization for efficient generation of PH-distributed random variates ⋮ Cluster-based fitting of phase-type distributions to empirical data ⋮ On a Dirichlet process mixture representation of phase-type distributions ⋮ Finding upper-triangular representations for phase-type distributions with 3 distinct real poles ⋮ Coxian approximations of matrix-exponential distributions ⋮ PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions ⋮ Phase-type distributions and representations: Some results and open problems for system theory ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes ⋮ A Constructive Proof of the Phase-Type Characterization Theorem

This page was built for publication: Sparse representations of phase-type distributions