Matching Three Moments with Minimal Acyclic Phase Type Distributions
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Publication:5462794
DOI10.1081/STM-200056210zbMath1069.60013WikidataQ62048489 ScholiaQ62048489MaRDI QIDQ5462794
Miklós Telek, Andras Horvath, Andrea Bobbio
Publication date: 27 July 2005
Published in: Stochastic Models (Search for Journal in Brave)
Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes (60J99)
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Cites Work
- Matching moments to phase distributions: nonlinear programming approaches
- Matching moments to phase distributions: density function shapes
- The least variable phase type distribution is erlang
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Matching moments to phase distributions: Mixtures of erlang distributions of common order
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