A semi-infinite programming approach to identifying matrix-exponential distributions

DOI10.1080/00207721.2010.549582MaRDI QIDQ5497440zbMATH OpenOpenAlexFDO

Authors Mark Fackrell

Publication date 4 February 2015

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2010.549582

zbMATH Keywords

semi-infinite programmingrational Laplace-Stieltjes transformmatrix-exponential distribution

Mathematics Subject Classification ID

Semi-infinite programming (90C34) Stochastic systems in control theory (general) (93E03)

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Cites work

• A geometric interpretation of the relations between the exponential and generalized Erlang distributions
• A note on generalized hyperexponential distributions
• Characterization of Matrix-Exponential Distributions
• Characterization of phase-type distributions
• Classes of probability density functions having Laplace transforms with negative zeros and poles
• Fitting with Matrix-Exponential Distributions
• Semi-Infinite Programming: Theory, Methods, and Applications
• Triangular order of triangular phase-type distributions^∗

Cited in

(7)

• Comparative study of RPSALG algorithm for convex semi-infinite programming
• Enhanced optimization of high order concentrated matrix-exponential distributions
• An alternative characterization for matrix exponential distributions
• Finding the PDF of the hypoexponential random variable using the Kad matrix similar to the general Vandermonde matrix
• High order concentrated matrix-exponential distributions
• An exchange method with refined subproblems for convex semi-infinite programming problems
• Constructing matrix exponential distributions by moments and behavior around zero

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