A proof of the steepest increase conjecture of a phase-type density

DOI10.1081/STM-120002771zbMath1015.60005OpenAlexW2081319123WikidataQ123156444 ScholiaQ123156444MaRDI QIDQ4532392

Renhai Yao

Publication date: 22 July 2002

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120002771

zbMATH Keywords

density functionfinite-state Markov chainthree-phase-type distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25)

Related Items (4)

On the Minimal Value in Maier's Property Concerning Phase-Type Distributions ⋮ Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices ⋮ Moment bounds of PH distributions with infinite or finite support based on the steepest increase property ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions

Cites Work

• Unnamed Item
• Characterization of phase-type distributions
• The algebraic construction of phase-type distributions
• Phase-type distributions: open problems and a few properties
• A logarithmic reduction algorithm for quasi-birth-death processes

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