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

DOI10.1080/00207721.2010.549582zbMath1307.90186OpenAlexW2006509781MaRDI QIDQ5497440

Mark Fackrell

Publication date: 4 February 2015

Published in: International Journal of Systems Science (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)

Related Items

An alternative characterization for matrix exponential distributions ⋮ Comparative study of RPSALG algorithm for convex semi-infinite programming ⋮ An exchange method with refined subproblems for convex semi-infinite programming problems

Cites Work

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