Matching Three Moments with Minimal Acyclic Phase Type Distributions
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Publication:5462794
DOI10.1081/STM-200056210zbMath1069.60013WikidataQ62048489 ScholiaQ62048489MaRDI QIDQ5462794
Miklós Telek, Andrea Bobbio, Andras Horvath
Publication date: 27 July 2005
Published in: Stochastic Models (Search for Journal in Brave)
60E05: Probability distributions: general theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J99: Markov processes
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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
