Triangular order of triangular phase-type distributions∗

DOI10.1080/15326349308807279zbMath0780.60016MaRDI QIDQ4273013

Colm Art O'Cinneide

Publication date: 30 January 1994

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

Full work available at URL: https://doi.org/10.1080/15326349308807279

zbMATH Keywords

weak convergence; phase-type distribution; triangular order

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Related Items

Phase-type distributions and representations: Some results and open problems for system theory, PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions, Fitting with Matrix-Exponential Distributions, A Note on Unicyclic Representations of Phase Type Distributions, Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions, A semi-infinite programming approach to identifying matrix-exponential distributions, Finding upper-triangular representations for phase-type distributions with 3 distinct real poles, Coxian approximations of matrix-exponential distributions, Coxian representations of generalized Erlang distributions, On the absolute ruin problem in a Sparre Andersen risk model with constant interest, Representation Transformations for Finding Markovian Representations, On matrix exponential distributions, Characterization of Matrix-Exponential Distributions, An alternative characterization for matrix exponential distributions