Matrix‐analytic Models and their Analysis
DOI10.1111/1467-9469.00186zbMATH Open0959.60085OpenAlexW2157647437WikidataQ56784719 ScholiaQ56784719MaRDI QIDQ4516148FDOQ4516148
Publication date: 27 November 2000
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00186
Recommendations
phase-type distributionqueueing theoryrenewal theoryMarkovian arrival processMarkov-modulated Poisson process
Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Queueing theory (aspects of probability theory) (60K25)
Cited In (31)
- Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks
- A ruin model with dependence between claim sizes and claim intervals
- Erlangian Approximations for Finite-Horizon Ruin Probabilities
- Recursive filters for partially observable finite Markov chains
- Modelling default contagion using multivariate phase-type distributions
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment
- TVaR-based capital allocation with copulas
- A reliability system under cumulative shocks governed by a BMAP
- A note on Lévy risk model with two-sided phase-type jumps
- A shock and wear model with dependence between the interarrival failures
- Quantitative simulations by matrices
- Russian and American put options under exponential phase-type Lévy models.
- Bayesian Analysis of Single-Molecule Experimental Data
- Central limit theorem for hitting times of functionals of Markov jump processes
- Filtering and the EM-Algorithm for the Markovian Arrival Process
- Title not available (Why is that?)
- PH-graphs for analyzing shortest path problems with correlated traveling times
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Fitting with Matrix-Exponential Distributions
- A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy \(K\)
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
- BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY
- An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
- Markov-Modulated Nonhomogeneous Poisson Processes for Modeling Detections in Surveys of Marine Mammal Abundance
- Explicit results on conditional distributions of generalized exponential mixtures
- Group maintenance policies for an \(R\)-out-of-\(N\) system with phase-type distribution
- Adjoining batch Markov arrival processes of a Markov chain
- On a Dirichlet process mixture representation of phase-type distributions
- Two shock and wear systems under repair standing a finite number of shocks
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