An invariant of representations of phase-type distributions and some applications

DOI10.2307/3215060zbMath0855.60071OpenAlexW2327391674MaRDI QIDQ4891668

J. P. Chemla, Christian Commault

Publication date: 27 January 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215060

zbMATH Keywords

Laplace transformMarkov chainphase-type representationminimal order representation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Characterization of Matrix-Exponential Distributions ⋮ The Algebraic Degree of Phase-Type Distributions ⋮ PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions ⋮ A Note on Unicyclic Representations of Phase Type Distributions ⋮ Phase-type distributions and representations: Some results and open problems for system theory ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Unnamed Item

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