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

DOI10.2307/3215060MaRDI QIDQ4891668zbMATH OpenOpenAlexFDO

Authors 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 chainminimal order representationphase-type representation

Mathematics Subject Classification ID

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

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Cited in

(23)

• Why certain discrete phase type representations have numerically stable spectral decomposition
• On dual and minimal phase-type representations
• The abscissa of convergence of the laplace-stieltjes transform of a ph-distribution
• Phase-type distributions and invariant polytopes
• A Canonical Representation of Order 3 Phase Type Distributions
• Characterization of Matrix-Exponential Distributions
• On the minimal value in Maier's property concerning phase-type distributions
• Some formulas for invariant phases of unitary matrices by Jarlskog
• On non-uniqueness of representations of phase-type distributions
• Triangular order of triangular phase-type distributions^∗
• Phase-type distributions and representations: Some results and open problems for system theory
• scientific article; zbMATH DE number 2144799 (Why is no real title available?)
• A generic property of phase-type representations
• The algebraic degree of phase-type distributions
• Minimal positive realizations: a survey of recent results and open problems.
• PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions
• A Note on Unicyclic Representations of Phase Type Distributions
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution
• Identifying Markov chain models from time-to-event data: an algebraic approach
• A non-convex optimization approach of searching algebraic degree phase-type representations for general phase-type distributions
• Phase-type distributions and majorization
• Finding upper-triangular representations for phase-type distributions with 3 distinct real poles

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