A Markov jump process associated with the matrix-exponential distribution

DOI10.1017/JPR.2022.25MaRDI QIDQ5880982zbMATH OpenOpenAlexWikidataFDO

Authors 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

exponential tiltingmatrix-analytic methodsPhase-type distributionfinite state Markov jump process.

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3113174 (Why is no real title available?)
• scientific article; zbMATH DE number 3113854 (Why is no real title available?)
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• scientific article; zbMATH DE number 3088599 (Why is no real title available?)
• Characterization of phase-type distributions
• Markov process representation of semigroups whose generators include negative rates
• Matrix-Exponential Distributions in Applied Probability
• Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
• Phase-type distributions and representations: Some results and open problems for system theory
• Point processes with finite-dimensional conditional probabilities
• Quasi-birth-and-death processes with rational arrival process components
• RAP-modulated fluid processes: first passages and the stationary distribution

Cited in

(1)

• The exponential-dual matrix method: Applications to Markov chain analysis

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