scientific article; zbMATH DE number 967329
From MaRDI portal
Publication:5690364
zbMath0872.60064MaRDI QIDQ5690364
Publication date: 1 October 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
waiting timephase-type distributionqueueminimal representationovershootrenewal densityrational Laplace transformmatrix-exponential distributionnonlinear matrix iteration
Determinants, permanents, traces, other special matrix functions (15A15) Queueing theory (aspects of probability theory) (60K25) Vector spaces, linear dependence, rank, lineability (15A03) Renewal theory (60K05)
Related Items (44)
Point processes with finite-dimensional conditional probabilities ⋮ A Markov jump process associated with the matrix-exponential distribution ⋮ A tollbooth tandem queue with heterogeneous servers ⋮ RAP-modulated fluid processes: first passages and the stationary distribution ⋮ A NEW SHOCK MODEL WITH A CHANGE IN SHOCK SIZE DISTRIBUTION ⋮ Computing ruin probability in the classical risk model ⋮ From PH/MAP to ME/RAP ⋮ The two-matrix problem ⋮ The estimation of phase-type related functionals using Markov chain Monte Carlo methods ⋮ A simplified framework for stochastic workflow networks ⋮ Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ A simple and complete computational analysis of MAP/R/1 queue using roots ⋮ The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims ⋮ Assessment of shock models for a particular class of intershock time distributions ⋮ A new mixed \(\delta \)-shock model with a change in shock distribution ⋮ On a Dirichlet process mixture representation of phase-type distributions ⋮ Reliability assessment for censored \(\delta\)-shock models ⋮ On minimal representations of rational arrival processes ⋮ On moments based Padé approximations of ruin probabilities ⋮ Finite time ruin probabilities with one Laplace inversion. ⋮ Constructing matrix exponential distributions by moments and behavior around zero ⋮ Moment characterization of matrix exponential and Markovian arrival processes ⋮ On some parallels between the loss probability in the GI/G/1 loss system and the delay probability in the GI/G/1 queue ⋮ Padé approximants for finite time ruin probabilities ⋮ Coxian approximations of matrix-exponential distributions ⋮ High order concentrated matrix-exponential distributions ⋮ On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions ⋮ On two families of bivariate distributions with exponential marginals: aggregation and capital allocation ⋮ An alternative characterization for matrix exponential distributions ⋮ Computational analysis of bulk service queue with Markovian arrival process: MAP/R\(^{(a,b)}/1\) queue ⋮ Fitting combinations of exponentials to probability distributions ⋮ The Algebraic Degree of Phase-Type Distributions ⋮ Sojourn time distributions in the queue defined by a general QBD process ⋮ Approximations for solutions of renewal-type equations ⋮ Ruin probabilities for Erlang (2) risk processes ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication ⋮ Coxian representations of generalized Erlang distributions ⋮ The variance constant for the actual waiting time of the PH/PH/1 queue ⋮ Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times ⋮ Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration ⋮ On matrix exponential distributions ⋮ A note on compound renewal risk models with dependence ⋮ Hidden regular variation for point processes and the single/multiple large point heuristic
This page was built for publication: