Sparse representations of phase-type distributions

DOI10.1080/15326349908807561MaRDI QIDQ4267521zbMATH OpenOpenAlexFDO

Authors Stéphane Mocanu, Christian Commault

Publication date 3 April 2000

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349908807561

zbMATH Keywords

Markov chainmonocyclic phase-type distributionphase-type distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Presentation of phase-type distributions as proper mixtures
• Phase type distributions with finite support
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• Multivariate Phase-Type Distributions

Cited in

(13)

• Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
• Heuristic representation optimization for efficient generation of PH-distributed random variates
• An optimization approach for computing a sparse mono-cyclic positive representation
• Cluster-based fitting of phase-type distributions to empirical data
• Presentation of phase-type distributions as proper mixtures
• Triangular order of triangular phase-type distributions^∗
• Phase-type distributions and representations: Some results and open problems for system theory
• A constructive proof of the phase-type characterization theorem
• PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• On a Dirichlet process mixture representation of phase-type distributions
• Finding upper-triangular representations for phase-type distributions with 3 distinct real poles
• Coxian approximations of matrix-exponential distributions

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