A Markov jump process associated with the matrix-exponential distribution

DOI10.1017/jpr.2022.25OpenAlexW3135191918WikidataQ115563642 ScholiaQ115563642MaRDI QIDQ5880982

Oscar Peralta

Publication date: 9 March 2023

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.02722

zbMATH Keywords

matrix-analytic methodsexponential tiltingPhase-type distributionfinite state Markov jump process.

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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