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

DOI10.1081/STM-120002771MaRDI QIDQ4532392zbMATH OpenOpenAlexWikidataFDO

Authors 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)

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Cites work

• A logarithmic reduction algorithm for quasi-birth-death processes
• Characterization of phase-type distributions
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• Phase-type distributions: open problems and a few properties
• The algebraic construction of phase-type distributions

Cited in

(4)

• On the minimal value in Maier's property concerning phase-type distributions
• 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
• Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices

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