The Algebraic Degree of Phase-Type Distributions

DOI10.1239/jap/1285335399zbMath1200.60015OpenAlexW2159285057WikidataQ58645455 ScholiaQ58645455MaRDI QIDQ4933189

Mark Fackrell, Qi-Ming He, Han-Qin Zhang, Peter G. Taylor

Publication date: 12 October 2010

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

Full work available at URL: https://doi.org/10.1239/jap/1285335399

zbMATH Keywords

phase-type distributionalgebraic degreematrix-analytic methodrational Laplace-Stieltjes transform

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Theory of matrix inversion and generalized inverses (15A09)

Cites Work

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• Algebraic eigenspaces of nonnegative matrices
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• An Algorithm for Computing Minimal% Coxian Representations
• The abscissa of convergence of the laplace-stieltjes transform of a ph-distribution
• On matrix exponential distributions
• Characterization of phase-type distributions
• On non-uniqueness of representations of phase-type distributions
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Characterizations of generalized hyperexponential distribution functions
• An invariant of representations of phase-type distributions and some applications
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions

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