Approximating Matrix-Exponential Distributions by Global Randomization
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Publication:5462812
DOI10.1081/STM-200056231zbMath1070.60013MaRDI QIDQ5462812
Appie van de Liefvoort, Armin Heindl
Publication date: 27 July 2005
Published in: Stochastic Models (Search for Journal in Brave)
uniform convergence; uniformization; matrix-exponential distributions; density/distribution approximation; linear-algebraic approximation
60E15: Inequalities; stochastic orderings
60E05: Probability distributions: general theory
41A20: Approximation by rational functions
65F99: Numerical linear algebra
Related Items
Coxian approximations of matrix-exponential distributions, An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes, On matrix exponential distributions
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