Matrix‐analytic Models and their Analysis
From MaRDI portal
Publication:4516148
DOI10.1111/1467-9469.00186zbMath0959.60085OpenAlexW2157647437WikidataQ56784719 ScholiaQ56784719MaRDI QIDQ4516148
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
renewal theoryphase-type distributionMarkovian arrival processqueueing theoryMarkov-modulated Poisson process
Nonparametric estimation (62G05) Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25)
Related Items
An Exact Gibbs Sampler for the Markov-Modulated Poisson Process, BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY, A shock and wear model with dependence between the interarrival failures, The estimation of phase-type related functionals using Markov chain Monte Carlo methods, PH-graphs for analyzing shortest path problems with correlated traveling times, Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment, Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier, Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks, On a Dirichlet process mixture representation of phase-type distributions, Group maintenance policies for an \(R\)-out-of-\(N\) system with phase-type distribution, Adjoining batch Markov arrival processes of a Markov chain, TVaR-based capital allocation with copulas, Explicit results on conditional distributions of generalized exponential mixtures, A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy \(K\), Erlangian Approximations for Finite-Horizon Ruin Probabilities, Modelling default contagion using multivariate phase-type distributions, A ruin model with dependence between claim sizes and claim intervals, Central limit theorem for hitting times of functionals of Markov jump processes, Filtering and the EM-Algorithm for the Markovian Arrival Process, Two shock and wear systems under repair standing a finite number of shocks, Bayesian Analysis of Single-Molecule Experimental Data, A reliability system under cumulative shocks governed by a BMAP, Recursive filters for partially observable finite Markov chains, On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach, Russian and American put options under exponential phase-type Lévy models., Markov-Modulated Nonhomogeneous Poisson Processes for Modeling Detections in Surveys of Marine Mammal Abundance, A note on Lévy risk model with two-sided phase-type jumps
