Matching More Than Three Moments with Acyclic Phase Type Distributions

DOI10.1080/15326340701300712zbMath1130.60077OpenAlexW2042836861WikidataQ62048487 ScholiaQ62048487MaRDI QIDQ5423127

Miklós Telek, Andras Horvath

Publication date: 31 October 2007

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

Full work available at URL: https://doi.org/10.1080/15326340701300712

zbMATH Keywords

moment matchingacyclic phase type distribution

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Distribution theory (60E99)

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Cites Work

• An alternative characterization for matrix exponential distributions
• Matching Three Moments with Minimal Acyclic Phase Type Distributions