Recommendations
Cited in
(37)- 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
- TVaR-based capital allocation with copulas
- A reliability system under cumulative shocks governed by a BMAP
- A shock and wear model with dependence between the interarrival failures
- A note on Lévy risk model with two-sided phase-type jumps
- Quantitative simulations by matrices
- Russian and American put options under exponential phase-type Lévy models.
- Input modeling with phase-type distributions and Markov models. Theory and applications
- Spatial Variation on Multiple Scales in Line Transect Data; the Case of Antarctic Fin Whales
- 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
- scientific article; zbMATH DE number 1424147 (Why is no real title available?)
- PH-graphs for analyzing shortest path problems with correlated traveling times
- Fitting traffic traces with discrete canonical phase type distributions and Markov arrival processes
- A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy \(K\)
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Fitting with Matrix-Exponential Distributions
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
- Reliability and optimal age replacement policy of a system subject to shocks following a Markovian arrival process
- BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY
- Probability masses Fitting in the analysis of manufacturing flow lines
- Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
- An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
- Phase-Type Distributions for Sieve Estimation
- 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
- Two shock and wear systems under repair standing a finite number of shocks
- On a Dirichlet process mixture representation of phase-type distributions
This page was built for publication: Matrix‐analytic Models and their Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516148)